equity_swap_instrument Struct Reference

Equity Swap instrument. More...

#include <equity_swap_instrument.hpp>

Collaboration diagram for equity_swap_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 swap instrument.
boost::uuids::uuid	party_id
std::optional< boost::uuids::uuid >	trade_id
std::string	trade_type_code
	ORE product type code: EquitySwap or EquityWorstOfBasketSwap.
std::string	underlying_name
	Single underlying; empty for basket swaps.
std::string	basket_json
	JSON array of underlyings for EquityWorstOfBasketSwap; empty for single-underlying.
std::string	currency
double	notional = 0.0
	Must be positive.
std::string	return_type
	TotalReturn or PriceReturn.
std::string	start_date
	ISO 8601 date.
std::string	maturity_date
	ISO 8601 date.
std::string	long_short
	Long or Short.
std::string	payment_frequency
	e.g. 3M, 6M, 1Y
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 Swap instrument.

Represents EquitySwap and EquityWorstOfBasketSwap trades.