20#ifndef ORES_TRADING_DOMAIN_FX_FORWARD_INSTRUMENT_HPP
21#define ORES_TRADING_DOMAIN_FX_FORWARD_INSTRUMENT_HPP
26#include <boost/uuid/uuid.hpp>
27#include "ores.utility/uuid/tenant_id.hpp"
29namespace ores::trading::domain {
46 boost::uuids::uuid party_id;
47 std::optional<boost::uuids::uuid> trade_id;
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;
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