fx_instrument Struct Reference

FX instrument economics for FxForward, FxSwap, and FxOption trades. More...

#include <fx_instrument.hpp>

Collaboration diagram for fx_instrument:

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 FX instrument.
std::string	trade_type_code
	ORE product type code (FxForward, FxSwap, FxOption).
std::string	bought_currency
	ISO 4217 currency code of the bought leg (e.g. EUR).
double	bought_amount = 0.0
	Amount bought in bought_currency.
std::string	sold_currency
	ISO 4217 currency code of the sold leg (e.g. USD).
double	sold_amount = 0.0
	Amount sold in sold_currency.
std::string	value_date
	Settlement/value date (ISO 8601 date string, e.g. 2026-06-30).
std::string	settlement
	Optional settlement method (e.g. Cash, Physical).
std::string	option_type
	Option type: 'Call' or 'Put'. Empty for non-option products.
double	strike_price = 0.0
	Option strike price. Zero for non-option products.
std::string	expiry_date
	Option expiry date (ISO 8601). Empty for non-option products.
std::string	description
	Optional free-text description.
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

FX instrument economics for FxForward, FxSwap, and FxOption trades.

Discriminated by trade_type_code. Option-specific fields (option_type, strike_price, expiry_date) are empty/zero for non-option products.