Per-product model and engine assignment within a pricing model config. More...

#include <pricing_model_product.hpp>

Collaboration diagram for pricing_model_product:

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.

boost::uuids::uuid	id
	UUID uniquely identifying this product assignment.

boost::uuids::uuid	pricing_model_config_id
	The pricing model config this product belongs to.

std::string	pricing_engine_type_code
	The ORE pricing engine type this assignment targets.

std::string	model
	The ORE model to use for this product type.

std::string	engine
	The ORE engine implementation to use.

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

Per-product model and engine assignment within a pricing model config.

Each row assigns a specific ORE model (e.g. "LGM", "DiscountedCashflows") and engine (e.g. "Grid", "DiscountingSwapEngine") to a pricing engine type within a named pricing model configuration. Corresponds to one <Product> element inside a pricingengine.xml <PricingEngine> block.

Member Data Documentation

◆ pricing_model_config_id

boost::uuids::uuid pricing_model_config_id

The pricing model config this product belongs to.

Soft FK to ores_analytics_pricing_model_configs_tbl.

◆ pricing_engine_type_code

std::string pricing_engine_type_code

The ORE pricing engine type this assignment targets.

Soft FK to ores_analytics_pricing_engine_types_tbl. e.g. "EuropeanSwaption", "Swap", "CMS".

◆ model

std::string model

The ORE model to use for this product type.

e.g. "LGM", "DiscountedCashflows", "BlackScholes".

◆ engine

std::string engine

The ORE engine implementation to use.