Forward Rate Agreement (FRA) instrument. More...
#include <fra_instrument.hpp>
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 FRA 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 |
| FRA start date. | |
| std::string | end_date |
| FRA end date. | |
| std::string | currency |
| ISO 4217 currency code. | |
| std::string | rate_index |
| Floating rate index code. | |
| std::string | long_short |
| Position direction: Long or Short. | |
| double | strike = 0.0 |
| Fixed contract rate. | |
| double | notional = 0.0 |
| Notional principal amount. | |
| std::string | description |
| Optional free-text description. | |
| std::string | modified_by |
| Username of the person who last modified this FRA 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
Forward Rate Agreement (FRA) instrument.
Represents a Forward Rate Agreement instrument that fixes a future interest rate for a notional principal amount over a specified period.
Member Data Documentation
◆ instrument_id
| boost::uuids::uuid instrument_id |
UUID uniquely identifying this FRA 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 |
FRA start date.
ISO 8601 date string (YYYY-MM-DD).
◆ end_date
| std::string end_date |
FRA end date.
Must be after start_date.
◆ currency
| std::string currency |
ISO 4217 currency code.
e.g., USD, EUR, GBP.
◆ rate_index
| std::string rate_index |
Floating rate index code.
e.g., LIBOR, EURIBOR, SOFR.
◆ long_short
| std::string long_short |
Position direction: Long or Short.
Indicates whether the party is a buyer (Long) or seller (Short).
◆ strike
| double strike = 0.0 |
Fixed contract rate.
Expressed as a decimal fraction.
◆ notional
| double notional = 0.0 |
Notional principal amount.
Must be positive.
◆ 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).
