day_count_fraction Struct Reference

A day count fraction code from the FpML DayCountFractionEnum. More...

#include <day_count_fraction.hpp>

Collaboration diagram for day_count_fraction:

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
	Canonical FpML code (e.g. "ACT/360", "30E/360", "ACT/ACT.ISDA").
std::string	name
	Human-readable name (e.g. "Actual/360").
std::string	description
	Description of the calculation method.
int	display_order = 0
	Suggested display order in UI lists.
std::string	modified_by
	Username of the person who recorded this version.
std::string	change_reason_code
	Code identifying the reason for the change.
std::string	change_commentary
	Free-text commentary explaining the change.
std::string	performed_by
	Username of the account that performed this operation.
std::chrono::system_clock::time_point	recorded_at
	Timestamp when this version of the record was recorded.

Detailed Description

A day count fraction code from the FpML DayCountFractionEnum.

Day count fractions define how interest accrues between dates. The canonical codes follow FpML 5.x / ISDA naming conventions:

• "ACT/360" — Actual days / 360
• "ACT/365.FIXED" — Actual days / 365 (fixed denominator)
• "ACT/ACT.ISDA" — Actual/Actual (ISDA method)
• "ACT/ACT.ISMA" — Actual/Actual (ISMA/ICMA method)
• "ACT/ACT.AFB" — Actual/Actual (AFB method)
• "30/360" — 30 days per month, 360 per year (US/NASD)
• "30E/360" — 30E/360 (Eurobond basis)
• "30E/360.ISDA" — 30E/360 (ISDA variant)
• "BUS/252" — Business days / 252 (Brazilian market)
• "1/1" — Unit day count (always 1.0)

ORE XML allows many aliases (e.g. "A360", "Actual/360", "ACT/360"). The mapper normalises all aliases to the canonical FpML code.