ORE Studio 0.0.4
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rpa_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_RPA_INSTRUMENT_HPP
21#define ORES_TRADING_DOMAIN_RPA_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
38struct rpa_instrument final {
42 int version = 0;
43
48
54 boost::uuids::uuid instrument_id;
55
61 boost::uuids::uuid party_id;
62
68 std::optional<boost::uuids::uuid> trade_id;
69
75 std::string start_date;
76
82 std::string maturity_date;
83
90
96 double participation_rate = 0.0;
97
103 std::optional<double> protection_fee = std::nullopt;
104
110 std::string description;
111
115 std::string modified_by;
116
120 std::string performed_by;
121
128
132 std::string change_commentary;
133
137 std::chrono::system_clock::time_point recorded_at;
138};
139
140}
141
142#endif
Risk Participation Agreement (RPA) instrument.
Definition rpa_instrument.hpp:38
std::string modified_by
Username of the person who last modified this RPA instrument.
Definition rpa_instrument.hpp:115
boost::uuids::uuid instrument_id
UUID uniquely identifying this RPA instrument.
Definition rpa_instrument.hpp:54
std::optional< boost::uuids::uuid > trade_id
Optional soft FK to the parent trade.
Definition rpa_instrument.hpp:68
std::string start_date
Agreement effective start date.
Definition rpa_instrument.hpp:75
std::string change_commentary
Free-text commentary explaining the change.
Definition rpa_instrument.hpp:132
std::string description
Optional free-text description.
Definition rpa_instrument.hpp:110
std::optional< double > protection_fee
Optional protection fee paid by the buyer.
Definition rpa_instrument.hpp:103
std::string reference_counterparty
Identifier of the reference counterparty whose credit risk is shared.
Definition rpa_instrument.hpp:89
boost::uuids::uuid party_id
Party that owns this instrument.
Definition rpa_instrument.hpp:61
std::chrono::system_clock::time_point recorded_at
Timestamp when this version of the record was recorded.
Definition rpa_instrument.hpp:137
double participation_rate
Participation rate (0, 1] representing the fraction of risk transferred.
Definition rpa_instrument.hpp:96
int version
Version number for optimistic locking and change tracking.
Definition rpa_instrument.hpp:42
std::string maturity_date
Agreement maturity date.
Definition rpa_instrument.hpp:82
std::string performed_by
Username of the account that performed this action.
Definition rpa_instrument.hpp:120
utility::uuid::tenant_id tenant_id
Tenant identifier for multi-tenancy isolation.
Definition rpa_instrument.hpp:47
std::string change_reason_code
Code identifying the reason for the change.
Definition rpa_instrument.hpp:127
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