Interest rate cap or floor instrument. More...

Collaboration diagram for cap_floor_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 cap/floor 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
	Cap/floor effective start date.

std::string	maturity_date
	Cap/floor maturity date.

std::string	description
	Optional free-text description.

std::string	modified_by
	Username of the person who last modified this cap/floor 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

Interest rate cap or floor instrument.

Represents an interest rate cap or floor instrument. Legs are defined separately in the swap_legs table.

Member Data Documentation

boost::uuids::uuid instrument_id

UUID uniquely identifying this cap/floor instrument.

Surrogate key for the instrument record.

boost::uuids::uuid party_id

Party that owns this instrument.

Set from session variable app.current_party_id.

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

Optional soft FK to the parent trade.

Links instrument to a trade if applicable.

std::string start_date

Cap/floor effective start date.

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

std::string maturity_date

Cap/floor maturity date.

Must be after start_date.

std::string description

Optional free-text description.

Human-readable notes about this instrument.

std::string change_reason_code

Code identifying the reason for the change.

References change_reasons table (soft FK).