Parent instrument record holding economic terms for a trade. More...
#include <instrument.hpp>
Collaboration diagram for 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 instrument. | |
| std::string | trade_type_code |
| ORE product type code discriminating the asset class. | |
| double | notional = 0.0 |
| Principal notional amount. | |
| std::string | currency |
| ISO 4217 currency code for the notional (e.g. USD, EUR). | |
| std::string | start_date |
| Date from which the instrument is effective (ISO 8601). | |
| std::string | maturity_date |
| Maturity/termination date of the instrument (ISO 8601). | |
| 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. | |
| std::string | fra_fixing_date |
| Fixing date for ForwardRateAgreement (ISO 8601). Empty otherwise. | |
| std::string | fra_settlement_date |
| Settlement date for ForwardRateAgreement (ISO 8601). Empty otherwise. | |
| std::optional< int > | lockout_days |
| Lockout days for BalanceGuaranteedSwap / KnockOutSwap. Null when not set. | |
| std::string | callable_dates_json |
| JSON array of call dates for CallableSwap. Empty otherwise. | |
| std::string | rpa_counterparty |
| Reference counterparty code for RiskParticipationAgreement. Empty otherwise. | |
| std::string | inflation_index_code |
| Inflation index code for InflationSwap (e.g. HICP, RPI). Empty otherwise. | |
| std::optional< double > | base_cpi |
| Base CPI level for InflationSwap. Null when not set. | |
Detailed Description
Parent instrument record holding economic terms for a trade.
Discriminated by trade_type_code (e.g. Swap, CrossCurrencySwap, CapFloor, Swaption, ForwardRateAgreement, BalanceGuaranteedSwap, CallableSwap, KnockOutSwap, RiskParticipationAgreement, InflationSwap). Asset-class-specific leg details live in swap_leg records linked by instrument_id.
Member Data Documentation
◆ trade_type_code
| std::string trade_type_code |
ORE product type code discriminating the asset class.
Examples: 'Swap', 'CrossCurrencySwap', 'CapFloor', 'Swaption'. Soft FK to ores_trading_trade_types_tbl.
