FX Asian Forward instrument. More...
#include <fx_asian_forward_instrument.hpp>
Collaboration diagram for fx_asian_forward_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 asian forward instrument. | |
| boost::uuids::uuid | party_id |
| std::optional< boost::uuids::uuid > | trade_id |
| std::string | trade_type_code |
| ORE product type code: FxAverageForward or FxTaRF. | |
| std::string | fx_index |
| FX index / underlying name (e.g. FX-TR20H-EUR-USD). | |
| std::string | reference_currency |
| Reference (fixing) currency for FxAverageForward. | |
| std::optional< double > | reference_notional |
| Reference notional amount for FxAverageForward. | |
| std::string | settlement_currency |
| Settlement currency for FxAverageForward. | |
| std::optional< double > | settlement_notional |
| Settlement notional amount for FxAverageForward. | |
| std::string | payment_date |
| Payment date for FxAverageForward (ISO 8601 date string). | |
| std::string | long_short |
| Position direction for FxAverageForward: Long or Short. | |
| std::string | currency |
| Settlement currency for FxTaRF. | |
| std::optional< double > | fixing_amount |
| Per-fixing notional amount for FxTaRF. | |
| std::optional< double > | target_amount |
| Profit cap (target amount) for FxTaRF. | |
| std::optional< double > | strike |
| Fixed strike rate for FxTaRF. | |
| 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 Asian Forward instrument.
Routes: FxAverageForward, FxTaRF (Target Accrual Redemption Forward).
Complex observation schedules and range bounds are a Phase 2 coverage gap. fx_index captures Underlying.Name for the FX fixing source.
