Composite instrument economics for CompositeTrade and MultiLegOption ORE product types. More...
#include <composite_instrument.hpp>
Collaboration diagram for composite_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 composite instrument. | |
| std::string | trade_type_code |
| ORE product type code (CompositeTrade, MultiLegOption). | |
| 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
Composite instrument economics for CompositeTrade and MultiLegOption ORE product types.
Discriminated by trade_type_code. Constituent trades are stored separately in composite_leg records keyed by this instrument's id.
