scripted_instrument Struct Reference

Scripted instrument economics for ORE AMC script-based product types. More...

#include <scripted_instrument.hpp>

Collaboration diagram for scripted_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 scripted instrument.
std::string	trade_type_code
	ORE product type code (ScriptedTrade, Autocallable_01, etc.).
std::string	script_name
	ORE script name identifying the payoff script.
std::string	script_body
	Embedded ORE AMC script body. Empty when using a library script.
std::string	events_json
	JSON array of event schedule entries. Empty when not applicable.
std::string	underlyings_json
	JSON array of underlying codes. Empty when not applicable.
std::string	parameters_json
	JSON object of script parameters. Empty when not applicable.
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

Scripted instrument economics for ORE AMC script-based product types.

Discriminated by trade_type_code (ScriptedTrade, Autocallable_01, DoubleDigitalOption, PerformanceOption_01). The script definition and parameterisation are carried in the script_body, events_json, underlyings_json, and parameters_json fields.