ORE Studio 0.0.4
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scripted_instrument.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_DOMAIN_SCRIPTED_INSTRUMENT_HPP
21#define ORES_TRADING_DOMAIN_SCRIPTED_INSTRUMENT_HPP
22
23#include <chrono>
24#include <optional>
25#include <string>
26#include <boost/uuid/uuid.hpp>
27#include "ores.utility/uuid/tenant_id.hpp"
28
29namespace ores::trading::domain {
30
39struct scripted_instrument final {
43 int version = 0;
44
49
53 boost::uuids::uuid instrument_id;
54
58 boost::uuids::uuid party_id;
59
65 std::optional<boost::uuids::uuid> trade_id;
66
70 std::string trade_type_code;
71
75 std::string script_name;
76
80 std::string script_body;
81
85 std::string events_json;
86
90 std::string underlyings_json;
91
95 std::string parameters_json;
96
100 std::string description;
101
105 std::string modified_by;
106
110 std::string performed_by;
111
116
120 std::string change_commentary;
121
125 std::chrono::system_clock::time_point recorded_at;
126};
127
128}
129
130#endif
Scripted instrument economics for ORE AMC script-based product types.
Definition scripted_instrument.hpp:39
std::string modified_by
Username of the person who last modified this record.
Definition scripted_instrument.hpp:105
boost::uuids::uuid instrument_id
UUID uniquely identifying this scripted instrument.
Definition scripted_instrument.hpp:53
std::optional< boost::uuids::uuid > trade_id
UUID of the associated trade record.
Definition scripted_instrument.hpp:65
std::string change_commentary
Free-text commentary explaining the change.
Definition scripted_instrument.hpp:120
std::string description
Optional free-text description.
Definition scripted_instrument.hpp:100
std::string parameters_json
JSON object of script parameters. Empty when not applicable.
Definition scripted_instrument.hpp:95
boost::uuids::uuid party_id
Party that owns this instrument.
Definition scripted_instrument.hpp:58
std::chrono::system_clock::time_point recorded_at
Timestamp when this version of the record was recorded.
Definition scripted_instrument.hpp:125
int version
Version number for optimistic locking and change tracking.
Definition scripted_instrument.hpp:43
std::string script_name
ORE script name identifying the payoff script.
Definition scripted_instrument.hpp:75
std::string events_json
JSON array of event schedule entries. Empty when not applicable.
Definition scripted_instrument.hpp:85
std::string performed_by
Username of the account that performed this action.
Definition scripted_instrument.hpp:110
std::string script_body
Embedded ORE AMC script body. Empty when using a library script.
Definition scripted_instrument.hpp:80
std::string underlyings_json
JSON array of underlying codes. Empty when not applicable.
Definition scripted_instrument.hpp:90
std::string trade_type_code
ORE product type code (ScriptedTrade, Autocallable_01, etc.).
Definition scripted_instrument.hpp:70
utility::uuid::tenant_id tenant_id
Tenant identifier for multi-tenancy isolation.
Definition scripted_instrument.hpp:48
std::string change_reason_code
Code identifying the reason for the change.
Definition scripted_instrument.hpp:115
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