Balance Guaranteed Swap (BGS) instrument. More...

#include <balance_guaranteed_swap_instrument.hpp>

Collaboration diagram for balance_guaranteed_swap_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	instrument_id
	UUID uniquely identifying this BGS instrument.

boost::uuids::uuid	party_id
	Party that owns this instrument.

std::optional< boost::uuids::uuid >	trade_id
	Optional soft FK to the parent trade.

std::string	start_date
	Swap effective start date.

std::string	maturity_date
	Swap maturity date.

std::optional< int >	lockout_days = std::nullopt
	Optional lockout period in days.

std::string	description
	Optional free-text description.

std::string	modified_by
	Username of the person who last modified this balance guaranteed swap instrument.

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

Balance Guaranteed Swap (BGS) instrument.

Represents a Balance Guaranteed Swap instrument where the notional amortises in line with an underlying pool of assets (e.g., mortgages).

Member Data Documentation

◆ instrument_id

boost::uuids::uuid instrument_id

UUID uniquely identifying this BGS instrument.

Surrogate key for the instrument record.

◆ party_id

boost::uuids::uuid party_id

Party that owns this instrument.

Set from session variable app.current_party_id.

◆ trade_id

std::optional<boost::uuids::uuid> trade_id

Optional soft FK to the parent trade.

Links instrument to a trade if applicable.

◆ start_date

std::string start_date

Swap effective start date.

ISO 8601 date string (YYYY-MM-DD).

◆ maturity_date

std::string maturity_date

Swap maturity date.

Must be after start_date.

◆ lockout_days

std::optional<int> lockout_days = std::nullopt

Optional lockout period in days.

Number of days during which prepayments are restricted.

◆ description

std::string description

Optional free-text description.

Human-readable notes about this instrument.

◆ change_reason_code

std::string change_reason_code

Code identifying the reason for the change.

References change_reasons table (soft FK).

Public Attributes