Conventions for a forward rate agreement (FRA). More...
#include <fra_convention.hpp>
Collaboration diagram for fra_convention:
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 | id |
| Unique convention identifier. | |
| std::string | index |
| IBOR index identifier (e.g. 'EUR-EURIBOR-6M'). All settlement, calendar, and day count details are inherited from the referenced index convention. | |
| std::string | modified_by |
| Username of the person who last modified this FRA convention. | |
| 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
Conventions for a forward rate agreement (FRA).
A FRA convention ties a FRA instrument to an IBOR index whose own conventions (calendar, day count, settlement) govern the FRA. Corresponds to the <FRA> element in ORE conventions.xml.
Member Data Documentation
◆ id
| std::string id |
Unique convention identifier.
Examples: 'EUR-6M-FRA-CONVENTIONS', 'USD-3M-FRA-CONVENTIONS'.
◆ change_reason_code
| std::string change_reason_code |
Code identifying the reason for the change.
References change_reasons table (soft FK).
