floating_index_type Struct Reference

Interest rate floating index code (e.g. EUR-EURIBOR-6M, USD-SOFR). More...

#include <floating_index_type.hpp>

Collaboration diagram for floating_index_type:

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.
std::string	code
	Unique floating index code.
std::string	description
	Human-readable description of the floating index.
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

Interest rate floating index code (e.g. EUR-EURIBOR-6M, USD-SOFR).

Reference data table defining valid floating rate indices used in instrument floating leg definitions. Codes follow the ORE/ISDA naming convention.

Member Data Documentation

code

std::string code

Unique floating index code.

Examples: 'EUR-EURIBOR-6M', 'USD-SOFR', 'GBP-SONIA', 'CHF-SARON'.

change_reason_code

std::string change_reason_code

Code identifying the reason for the change.

References change_reasons table (soft FK).