ORE Studio 0.0.4
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market_series.hpp
1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
2 *
3 * Copyright (C) 2026 Marco Craveiro <marco.craveiro@gmail.com>
4 *
5 * This program is free software; you can redistribute it and/or modify it under
6 * the terms of the GNU General Public License as published by the Free Software
7 * Foundation; either version 3 of the License, or (at your option) any later
8 * version.
9 *
10 * This program is distributed in the hope that it will be useful, but WITHOUT
11 * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
12 * FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
13 * details.
14 *
15 * You should have received a copy of the GNU General Public License along with
16 * this program; if not, write to the Free Software Foundation, Inc., 51
17 * Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
18 *
19 */
20#ifndef ORES_MARKETDATA_API_DOMAIN_MARKET_SERIES_HPP
21#define ORES_MARKETDATA_API_DOMAIN_MARKET_SERIES_HPP
22
23#include <chrono>
24#include <string>
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"
29
30namespace ores::marketdata::domain {
31
44struct market_series final {
48 int version = 0;
49
54
58 boost::uuids::uuid id{};
59
65 std::string series_type;
66
72 std::string metric;
73
81 std::string qualifier;
82
86 domain::asset_class asset_class = domain::asset_class::rates;
87
91 domain::series_subclass subclass = domain::series_subclass::yield;
92
98 bool is_scalar = false;
99
103 std::string modified_by;
104
108 std::string performed_by;
109
114
118 std::string change_commentary;
119
123 std::chrono::system_clock::time_point recorded_at;
124};
125
126}
127
128#endif
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