Equity Variance Swap instrument. More...
#include <equity_variance_swap_instrument.hpp>
Collaboration diagram for equity_variance_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 variance swap instrument. | |
| boost::uuids::uuid | party_id |
| std::optional< boost::uuids::uuid > | trade_id |
| std::string | trade_type_code |
| ORE product type code: EquityVarianceSwap. | |
| std::string | underlying_name |
| std::string | currency |
| double | notional = 0.0 |
| Vega notional. Must be positive. | |
| double | variance_strike = 0.0 |
| Strike variance. | |
| std::string | start_date |
| ISO 8601 date. | |
| std::string | maturity_date |
| ISO 8601 date. | |
| std::string | long_short |
| Long or Short. | |
| 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 Variance Swap instrument.
Represents EquityVarianceSwap trades.
