Equity instrument economics for all equity ORE product types. More...
#include <equity_instrument.hpp>
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 equity instrument. | |
| std::string | trade_type_code |
| ORE product type code (EquityOption, EquitySwap, etc.). | |
| std::string | underlying_code |
| Underlying equity identifier (ticker/symbol, e.g. ".SPX", "AAPL"). | |
| std::string | currency |
| ISO 4217 currency code. | |
| double | notional = 0.0 |
| Contract notional or equity value. | |
| double | quantity = 0.0 |
| Number of shares or contracts. Used for position products. | |
| std::string | start_date |
| Start date for swaps, accumulators, and similar products. | |
| std::string | maturity_date |
| Maturity/expiry date for options, swaps, and forwards. | |
| 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 | exercise_type |
| Exercise type: 'European', 'American', or 'Bermudan'. | |
| std::string | barrier_type |
| Barrier type: e.g. 'UpIn', 'UpOut', 'DownIn', 'DownOut'. | |
| double | lower_barrier = 0.0 |
| Lower barrier level. Zero when not applicable. | |
| double | upper_barrier = 0.0 |
| Upper barrier level. Zero when not applicable. | |
| std::string | average_type |
| Averaging type for Asian options: 'Arithmetic' or 'Geometric'. | |
| std::string | averaging_start_date |
| Start of the averaging window for Asian options. | |
| double | variance_strike = 0.0 |
| Strike variance for variance swap products. Zero when not applicable. | |
| std::string | cliquet_frequency_code |
| Payment frequency code for cliquet options. Empty when not applicable. | |
| double | accumulation_amount = 0.0 |
| Per-fixing accumulation amount for accumulator products. | |
| double | knock_out_barrier = 0.0 |
| Knock-out barrier level for accumulator products. | |
| std::string | basket_json |
| JSON array of {code, weight} constituents for basket/rainbow products. | |
| std::string | day_count_code |
| Day count fraction code for swap products. | |
| std::string | payment_frequency_code |
| Payment frequency code for swap products. | |
| std::string | return_type |
| Equity return type for swap products: 'TotalReturn' or 'PriceReturn'. | |
| 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
Equity instrument economics for all equity ORE product types.
Discriminated by trade_type_code. Optional fields are empty/zero when not applicable to the specific sub-type: option_type/strike_price/exercise_type: all EquityOption* products barrier_type/lower_barrier/upper_barrier: EquityBarrierOption and variants average_type/averaging_start_date: EquityAsianOption variance_strike: EquityVarianceSwap and variants cliquet_frequency_code: EquityCliquetOption accumulation_amount/knock_out_barrier: EquityAccumulator, EquityTaRF basket_json: EquityBasketOption, EquityRainbowOption, EquityWorstOfBasketSwap day_count_code/payment_frequency_code/return_type: EquitySwap, TotalReturnSwap quantity: EquityPosition, EquityOptionPosition
