ORE Studio 0.0.4
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deposit_convention.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_REFDATA_DOMAIN_DEPOSIT_CONVENTION_HPP
21#define ORES_REFDATA_DOMAIN_DEPOSIT_CONVENTION_HPP
22
23#include <chrono>
24#include <string>
25#include <optional>
26#include "ores.utility/uuid/tenant_id.hpp"
27
28namespace ores::refdata::domain {
29
39struct deposit_convention final {
43 int version = 0;
44
49
55 std::string id;
56
60 bool index_based = false;
61
65 std::optional<std::string> index;
66
70 std::optional<std::string> calendar;
71
75 std::optional<std::string> convention;
76
80 std::optional<bool> end_of_month;
81
85 std::optional<std::string> day_count_fraction;
86
90 std::optional<int> settlement_days;
91
95 std::string modified_by;
96
100 std::string performed_by;
101
108
112 std::string change_commentary;
113
117 std::chrono::system_clock::time_point recorded_at;
118};
119
120}
121
122#endif
Domain types for risk management.
Definition EntityDetailOperations.hpp:193
Conventions for a money-market deposit or IBOR index fixing.
Definition deposit_convention.hpp:39
std::string modified_by
Username of the person who last modified this deposit convention.
Definition deposit_convention.hpp:95
std::optional< std::string > index
IBOR index identifier (e.g. 'USD-LIBOR') used when index_based.
Definition deposit_convention.hpp:65
std::optional< std::string > day_count_fraction
Day count fraction code (canonical FpML, e.g. 'ACT/360').
Definition deposit_convention.hpp:85
std::string change_commentary
Free-text commentary explaining the change.
Definition deposit_convention.hpp:112
std::optional< int > settlement_days
Number of business days from trade date to settlement.
Definition deposit_convention.hpp:90
bool index_based
Whether the deposit conventions are derived from an IBOR index. When true, index must be set and the ...
Definition deposit_convention.hpp:60
std::optional< std::string > calendar
Settlement calendar (e.g. 'TARGET', 'US-FED').
Definition deposit_convention.hpp:70
std::chrono::system_clock::time_point recorded_at
Timestamp when this version of the record was recorded.
Definition deposit_convention.hpp:117
std::optional< std::string > convention
Business day convention applied to settlement dates (canonical FpML).
Definition deposit_convention.hpp:75
int version
Version number for optimistic locking and change tracking.
Definition deposit_convention.hpp:43
std::optional< bool > end_of_month
Whether end-of-month convention applies.
Definition deposit_convention.hpp:80
std::string performed_by
Username of the account that performed this action.
Definition deposit_convention.hpp:100
utility::uuid::tenant_id tenant_id
Tenant identifier for multi-tenancy isolation.
Definition deposit_convention.hpp:48
std::string change_reason_code
Code identifying the reason for the change.
Definition deposit_convention.hpp:107
std::string id
Unique convention identifier.
Definition deposit_convention.hpp:55
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