20#ifndef ORES_REFDATA_DOMAIN_FX_CONVENTION_HPP
21#define ORES_REFDATA_DOMAIN_FX_CONVENTION_HPP
26#include "ores.utility/uuid/tenant_id.hpp"
Domain types for risk management.
Definition EntityDetailOperations.hpp:193
Conventions for FX spot and forward contracts.
Definition fx_convention.hpp:37
std::string modified_by
Username of the person who last modified this FX convention.
Definition fx_convention.hpp:98
double points_factor
Divisor applied to quoted FX points to obtain the rate increment (e.g. 10000.0 for most pairs).
Definition fx_convention.hpp:73
std::string target_currency
ISO 4217 code of the target (quote) currency (e.g. 'USD').
Definition fx_convention.hpp:68
std::string source_currency
ISO 4217 code of the source (base) currency (e.g. 'EUR').
Definition fx_convention.hpp:63
std::string change_commentary
Free-text commentary explaining the change.
Definition fx_convention.hpp:115
std::optional< bool > spot_relative
Whether forward dates are generated relative to the spot date.
Definition fx_convention.hpp:83
std::chrono::system_clock::time_point recorded_at
Timestamp when this version of the record was recorded.
Definition fx_convention.hpp:120
std::optional< std::string > convention
Business day convention for forward dates (canonical FpML).
Definition fx_convention.hpp:93
int version
Version number for optimistic locking and change tracking.
Definition fx_convention.hpp:41
std::optional< std::string > advance_calendar
Calendar used when advancing from spot to forward dates.
Definition fx_convention.hpp:78
int spot_days
Number of business days from trade to spot settlement (usually 2).
Definition fx_convention.hpp:58
std::optional< bool > end_of_month
Whether end-of-month convention applies.
Definition fx_convention.hpp:88
std::string performed_by
Username of the account that performed this action.
Definition fx_convention.hpp:103
utility::uuid::tenant_id tenant_id
Tenant identifier for multi-tenancy isolation.
Definition fx_convention.hpp:46
std::string change_reason_code
Code identifying the reason for the change.
Definition fx_convention.hpp:110
std::string id
Unique convention identifier.
Definition fx_convention.hpp:53
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