ORE Studio 0.0.4
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commodity_instrument_entity.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_TRADING_REPOSITORY_COMMODITY_INSTRUMENT_ENTITY_HPP
21#define ORES_TRADING_REPOSITORY_COMMODITY_INSTRUMENT_ENTITY_HPP
22
23#include <string>
24#include <optional>
25#include <ostream>
26#include "sqlgen/Timestamp.hpp"
27#include "sqlgen/PrimaryKey.hpp"
28
29namespace ores::trading::repository {
30
35 constexpr static const char* schema = "public";
36 constexpr static const char* tablename = "ores_trading_commodity_instruments_tbl";
37
38 sqlgen::PrimaryKey<std::string> id;
39 std::string tenant_id;
40 int version = 0;
41 std::string trade_type_code;
42 std::string commodity_code;
43 std::string currency;
44 double quantity = 0.0;
45 std::string unit;
46 std::optional<std::string> start_date;
47 std::optional<std::string> maturity_date;
48 std::optional<double> fixed_price;
49 std::optional<std::string> option_type;
50 std::optional<double> strike_price;
51 std::optional<std::string> exercise_type;
52 std::optional<std::string> average_type;
53 std::optional<std::string> averaging_start_date;
54 std::optional<std::string> averaging_end_date;
55 std::optional<std::string> spread_commodity_code;
56 std::optional<double> spread_amount;
57 std::optional<std::string> strip_frequency_code;
58 std::optional<double> variance_strike;
59 std::optional<double> accumulation_amount;
60 std::optional<double> knock_out_barrier;
61 std::optional<std::string> barrier_type;
62 std::optional<double> lower_barrier;
63 std::optional<double> upper_barrier;
64 std::optional<std::string> basket_json;
65 std::optional<std::string> day_count_code;
66 std::optional<std::string> payment_frequency_code;
67 std::optional<std::string> swaption_expiry_date;
68 std::optional<std::string> description;
69 std::string modified_by;
70 std::string performed_by;
71 std::string change_reason_code;
72 std::string change_commentary;
73 std::optional<sqlgen::Timestamp<"%Y-%m-%d %H:%M:%S">> valid_from = "9999-12-31 23:59:59";
74 std::optional<sqlgen::Timestamp<"%Y-%m-%d %H:%M:%S">> valid_to = "9999-12-31 23:59:59";
75};
76
77std::ostream& operator<<(std::ostream& s, const commodity_instrument_entity& v);
78
79}
80
81#endif
Represents a commodity instrument in the database.
Definition commodity_instrument_entity.hpp:34