ORE Studio 0.0.4
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equity_forward_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_EQUITY_FORWARD_INSTRUMENT_HPP
21#define ORES_TRADING_DOMAIN_EQUITY_FORWARD_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
37 int version = 0;
39
43 boost::uuids::uuid instrument_id;
44
45 boost::uuids::uuid party_id;
46 std::optional<boost::uuids::uuid> trade_id;
47
51 std::string trade_type_code;
52
56 std::string underlying_name;
57
61 std::string currency;
62
66 double quantity = 0.0;
67
71 std::optional<double> forward_price;
72
76 std::string expiry_date;
77
81 std::string long_short;
82
86 std::string settlement_type;
87
88 std::string description;
89 std::string modified_by;
90 std::string performed_by;
91 std::string change_reason_code;
92 std::string change_commentary;
93 std::chrono::system_clock::time_point recorded_at;
94};
95
96}
97
98#endif
Equity Forward instrument.
Definition equity_forward_instrument.hpp:36
std::string long_short
Long or Short.
Definition equity_forward_instrument.hpp:81
boost::uuids::uuid instrument_id
UUID uniquely identifying this equity forward instrument.
Definition equity_forward_instrument.hpp:43
std::string settlement_type
Cash or Physical; empty when not specified.
Definition equity_forward_instrument.hpp:86
double quantity
Number of shares / contracts. Must be positive.
Definition equity_forward_instrument.hpp:66
std::optional< double > forward_price
Fixed delivery price; absent for at-market forwards.
Definition equity_forward_instrument.hpp:71
std::string expiry_date
ISO 8601 date string.
Definition equity_forward_instrument.hpp:76
std::string underlying_name
ORE equity Name identifier.
Definition equity_forward_instrument.hpp:56
std::string trade_type_code
ORE product type code: EquityForward.
Definition equity_forward_instrument.hpp:51
std::string currency
ISO 4217 currency code.
Definition equity_forward_instrument.hpp:61
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