ORE Studio 0.0.4
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fx_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_FX_FORWARD_INSTRUMENT_HPP
21#define ORES_TRADING_DOMAIN_FX_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
38 int version = 0;
40
44 boost::uuids::uuid instrument_id;
45
46 boost::uuids::uuid party_id;
47 std::optional<boost::uuids::uuid> trade_id;
48
52 std::string trade_type_code;
53
57 std::string bought_currency;
58
62 double bought_amount = 0.0;
63
67 std::string sold_currency;
68
72 double sold_amount = 0.0;
73
79 std::string value_date;
80
84 std::string settlement;
85
86 std::string description;
87 std::string modified_by;
88 std::string performed_by;
89 std::string change_reason_code;
90 std::string change_commentary;
91 std::chrono::system_clock::time_point recorded_at;
92};
93
94}
95
96#endif
FX Forward instrument.
Definition fx_forward_instrument.hpp:37
double bought_amount
Amount bought in bought_currency. Must be positive.
Definition fx_forward_instrument.hpp:62
boost::uuids::uuid instrument_id
UUID uniquely identifying this FX forward instrument.
Definition fx_forward_instrument.hpp:44
std::string sold_currency
ISO 4217 currency code of the sold leg (e.g. USD).
Definition fx_forward_instrument.hpp:67
std::string settlement
Optional settlement method (e.g. Cash, Physical).
Definition fx_forward_instrument.hpp:84
std::string bought_currency
ISO 4217 currency code of the bought leg (e.g. EUR).
Definition fx_forward_instrument.hpp:57
double sold_amount
Amount sold in sold_currency. Must be positive.
Definition fx_forward_instrument.hpp:72
std::string trade_type_code
ORE product type code: FxForward or FxSwap.
Definition fx_forward_instrument.hpp:52
std::string value_date
Settlement / value date (ISO 8601 date string).
Definition fx_forward_instrument.hpp:79
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