bond_instrument.hpp

/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
 *
 * Copyright (C) 2026 Marco Craveiro <marco.craveiro@gmail.com>
 *
 * This program is free software; you can redistribute it and/or modify it under
 * the terms of the GNU General Public License as published by the Free Software
 * Foundation; either version 3 of the License, or (at your option) any later
 * version.
 *
 * This program is distributed in the hope that it will be useful, but WITHOUT
 * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 * FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
 * details.
 *
 * You should have received a copy of the GNU General Public License along with
 * this program; if not, write to the Free Software Foundation, Inc., 51
 * Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
 *
 */
#ifndef ORES_TRADING_DOMAIN_BOND_INSTRUMENT_HPP
#define ORES_TRADING_DOMAIN_BOND_INSTRUMENT_HPP
 
#include <chrono>
#include <string>
#include <optional>
#include <boost/uuid/uuid.hpp>
#include "ores.utility/uuid/tenant_id.hpp"
 
namespace ores::trading::domain {
 
struct bond_instrument final {
    int version = 0;
 
    utility::uuid::tenant_id tenant_id = utility::uuid::tenant_id::system();
 
    boost::uuids::uuid instrument_id;
 
    boost::uuids::uuid party_id;
 
    std::optional<boost::uuids::uuid> trade_id;
 
    std::string trade_type_code;
 
    std::string security_id;
 
    std::string issuer;
 
    std::string currency;
 
    double face_value = 0.0;
 
    double coupon_rate = 0.0;
 
    std::string coupon_frequency_code;
 
    std::string day_count_code;
 
    std::string issue_date;
 
    std::string maturity_date;
 
    int settlement_days = 0;
 
    std::string call_date;
 
    double conversion_ratio = 0.0;
 
    std::string description;
 
    std::string modified_by;
 
    std::string performed_by;
 
    std::string change_reason_code;
 
    std::string change_commentary;
 
    std::chrono::system_clock::time_point recorded_at;
 
    // -------------------------------------------------------------------------
    // Phase 7 extensions: BondFuture, BondOption, BondTRS, Ascot
    // -------------------------------------------------------------------------
 
    std::string future_expiry_date;
 
    std::string option_type;
 
    std::string option_expiry_date;
 
    std::optional<double> option_strike;
 
    std::string trs_return_type;
 
    std::string trs_funding_leg_code;
 
    std::string ascot_option_type;
};
 
}
 
#endif