Equity Digital Option instrument. More...
#include <equity_digital_option_instrument.hpp>
Collaboration diagram for equity_digital_option_instrument:
Public Attributes | |
| int | version = 0 |
| utility::uuid::tenant_id | tenant_id = utility::uuid::tenant_id::system() |
| boost::uuids::uuid | instrument_id |
| UUID uniquely identifying this equity digital option instrument. | |
| boost::uuids::uuid | party_id |
| std::optional< boost::uuids::uuid > | trade_id |
| std::string | trade_type_code |
| ORE product type code: EquityDigitalOption or EquityTouchOption. | |
| std::string | underlying_name |
| ORE equity Name identifier. | |
| std::string | currency |
| ISO 4217 currency code. | |
| double | notional = 0.0 |
| Payoff notional / contract size. Must be positive. | |
| std::string | option_type |
| Call or Put; empty for touch options. | |
| std::optional< double > | strike |
| Digital only; absent for touch. | |
| std::optional< double > | barrier_level |
| Touch only; absent for digital. | |
| std::string | barrier_type |
| e.g. UpIn, DownOut; empty for digital. | |
| std::string | expiry_date |
| ISO 8601 date string. | |
| std::string | long_short |
| Long or Short. | |
| std::optional< double > | payout_amount |
| std::string | description |
| std::string | modified_by |
| std::string | performed_by |
| std::string | change_reason_code |
| std::string | change_commentary |
| std::chrono::system_clock::time_point | recorded_at |
Detailed Description
Equity Digital Option instrument.
Represents EquityDigitalOption and EquityTouchOption trades.
