FX Accumulator instrument. More...
#include <fx_accumulator_instrument.hpp>
Collaboration diagram for fx_accumulator_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 FX accumulator instrument. | |
| boost::uuids::uuid | party_id |
| std::optional< boost::uuids::uuid > | trade_id |
| std::string | trade_type_code |
| ORE product type code: FxAccumulator. | |
| std::string | currency |
| Settlement currency (domestic side). | |
| double | fixing_amount = 0.0 |
| Per-fixing notional amount. Must be positive. | |
| double | strike = 0.0 |
| Fixed strike rate. Must be positive. | |
| std::string | underlying_code |
| FX pair or index identifier (e.g. TR20H-EUR-JPY). | |
| std::string | long_short |
| Position direction: Long or Short. | |
| std::string | start_date |
| Accumulation start date (ISO 8601 date string). | |
| std::optional< double > | knock_out_barrier |
| Primary UpAndOut knock-out barrier level. Absent when no barrier. | |
| 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
FX Accumulator instrument.
Routes ORE product type: FxAccumulator. knock_out_barrier captures the primary UpAndOut barrier. Multiple barriers and complex fixing schedules are a Phase 2 coverage gap.
