ORE Studio 0.0.4
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fx_instrument_variant.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_FX_INSTRUMENT_VARIANT_HPP
21#define ORES_TRADING_DOMAIN_FX_INSTRUMENT_VARIANT_HPP
22
23#include <variant>
24#include "ores.trading.api/domain/fx_forward_instrument.hpp"
25#include "ores.trading.api/domain/fx_vanilla_option_instrument.hpp"
26#include "ores.trading.api/domain/fx_barrier_option_instrument.hpp"
27#include "ores.trading.api/domain/fx_digital_option_instrument.hpp"
28#include "ores.trading.api/domain/fx_asian_forward_instrument.hpp"
29#include "ores.trading.api/domain/fx_accumulator_instrument.hpp"
30#include "ores.trading.api/domain/fx_variance_swap_instrument.hpp"
31
32namespace ores::trading::domain {
33
34using fx_instrument_variant = std::variant<
35 fx_forward_instrument,
36 fx_vanilla_option_instrument,
37 fx_barrier_option_instrument,
38 fx_digital_option_instrument,
39 fx_asian_forward_instrument,
40 fx_accumulator_instrument,
41 fx_variance_swap_instrument
42>;
43
44} // namespace ores::trading::domain
45
46#endif