ORE Studio 0.0.4
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fx_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_FX_CONVENTION_HPP
21#define ORES_REFDATA_DOMAIN_FX_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
37struct fx_convention final {
41 int version = 0;
42
47
53 std::string id;
54
58 int spot_days = 0;
59
63 std::string source_currency;
64
68 std::string target_currency;
69
74
78 std::optional<std::string> advance_calendar;
79
83 std::optional<bool> spot_relative;
84
88 std::optional<bool> end_of_month;
89
93 std::optional<std::string> convention;
94
98 std::string modified_by;
99
103 std::string performed_by;
104
111
115 std::string change_commentary;
116
120 std::chrono::system_clock::time_point recorded_at;
121};
122
123}
124
125#endif
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