20#ifndef ORES_MARKETDATA_API_DOMAIN_MARKET_SERIES_HPP
21#define ORES_MARKETDATA_API_DOMAIN_MARKET_SERIES_HPP
25#include <boost/uuid/uuid.hpp>
26#include "ores.utility/uuid/tenant_id.hpp"
27#include "ores.marketdata.api/domain/asset_class.hpp"
28#include "ores.marketdata.api/domain/series_subclass.hpp"
30namespace ores::marketdata::domain {
58 boost::uuids::uuid
id{};
86 domain::asset_class asset_class = domain::asset_class::rates;
91 domain::series_subclass
subclass = domain::series_subclass::yield;
Catalog entry for a market data series.
Definition market_series.hpp:44
std::string metric
ORE key metric component (e.g. RATE, PRICE, RATE_LNVOL).
Definition market_series.hpp:72
std::string modified_by
Username of the person who last modified this record.
Definition market_series.hpp:103
std::string change_commentary
Free-text commentary explaining the change.
Definition market_series.hpp:118
domain::series_subclass subclass
Fine-grained subclass within the asset class.
Definition market_series.hpp:91
std::string qualifier
Type-specific qualifier (e.g. EUR, EUR/USD, CPTY_A/SR/USD).
Definition market_series.hpp:81
std::chrono::system_clock::time_point recorded_at
Timestamp when this version of the record was recorded.
Definition market_series.hpp:123
int version
Version number for optimistic locking and change tracking.
Definition market_series.hpp:48
bool is_scalar
True for series with no tenor dimension (e.g. FX spot, equity spot).
Definition market_series.hpp:98
std::string performed_by
Username of the account that performed this action.
Definition market_series.hpp:108
std::string series_type
ORE key type component (e.g. DISCOUNT, MM, FX, SWAPTION).
Definition market_series.hpp:65
utility::uuid::tenant_id tenant_id
Tenant identifier for multi-tenancy isolation.
Definition market_series.hpp:53
std::string change_reason_code
Code identifying the reason for the change.
Definition market_series.hpp:113
A strongly-typed wrapper around a UUID representing a tenant identifier.
Definition tenant_id.hpp:66
static tenant_id system()
Creates a tenant_id representing the system tenant.
Definition tenant_id.cpp:41