Catalog entry for a market data series. More...

#include <market_series.hpp>

Collaboration diagram for market_series:

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 {}
	Unique identifier for this market series.

std::string	series_type
	ORE key type component (e.g. DISCOUNT, MM, FX, SWAPTION).

std::string	metric
	ORE key metric component (e.g. RATE, PRICE, RATE_LNVOL).

std::string	qualifier
	Type-specific qualifier (e.g. EUR, EUR/USD, CPTY_A/SR/USD).

domain::asset_class	asset_class = domain::asset_class::rates
	Top-level asset class for efficient slice queries.

domain::series_subclass	subclass = domain::series_subclass::yield
	Fine-grained subclass within the asset class.

bool	is_scalar = false
	True for series with no tenor dimension (e.g. FX spot, equity spot).

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.

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

Catalog entry for a market data series.

A market series identifies what is being observed — a yield curve, a vol surface, a spot price — independently of when observations were recorded. The ORE key is decomposed into (series_type, metric, qualifier); the full key is always reconstructable as series_type/metric/qualifier.

This is a standard temporal entity with full audit trail and GIST exclusion enforcing at most one current record per (tenant, series_type, metric, qualifier).

Member Data Documentation

◆ series_type

std::string series_type

ORE key type component (e.g. DISCOUNT, MM, FX, SWAPTION).

Corresponds to the first segment of the ORE market data key.

◆ metric

std::string metric

ORE key metric component (e.g. RATE, PRICE, RATE_LNVOL).

Corresponds to the second segment of the ORE market data key.

◆ qualifier

std::string qualifier

Type-specific qualifier (e.g. EUR, EUR/USD, CPTY_A/SR/USD).

Groups all tenors/points of a series. The split between qualifier and point_id is type-specific and defined in the C++ series key registry (Phase 3). Stored as free text; always reconstructable.

◆ is_scalar

bool is_scalar = false

True for series with no tenor dimension (e.g. FX spot, equity spot).