pricing_engine_type Struct Reference

Analytics-specific product taxonomy for ORE pricing engines. More...

#include <pricing_engine_type.hpp>

Collaboration diagram for pricing_engine_type:

Public Attributes
int	version = 0
	Version number for optimistic locking and change tracking.
utility::uuid::tenant_id	tenant_id = utility::uuid::tenant_id::system()
	Tenant identifier for multi-tenancy isolation.
std::string	code
	ORE pricing engine type code (e.g. 'EuropeanSwaption', 'CMS').
std::string	description
	Human-readable description of the pricing engine type.
std::string	instrument_type_code
	Optional link to the corresponding instrument type.
std::string	modified_by
	Username of the person who last modified this record.
std::string	performed_by
	Username of the account that performed this action (set by DB trigger).
std::string	change_reason_code
	Code identifying the reason for the change.
std::string	change_commentary
	Free-text commentary explaining the change.
std::chrono::system_clock::time_point	recorded_at
	Timestamp when this version of the record was recorded.

Detailed Description

Analytics-specific product taxonomy for ORE pricing engines.

Maps ORE pricingengine.xml Product/@type values to a normalised registry. Finer-grained than instrument types: a single instrument type (e.g. Swaption) may have multiple engine types (EuropeanSwaption, BermudanSwaption, AmericanSwaption). Coupon/leg-level pricers have no corresponding instrument type (instrument_type_code is empty).

Member Data Documentation

code

std::string code

ORE pricing engine type code (e.g. 'EuropeanSwaption', 'CMS').

Matches the Product/@type attribute in pricingengine.xml.

instrument_type_code

std::string instrument_type_code

Optional link to the corresponding instrument type.

Soft FK to ores_trading_trade_types_tbl. Empty for coupon/leg-level pricers that have no corresponding booking-level instrument type.