fx_barrier_option_instrument Struct Reference

FX Barrier Option instrument. More...

#include <fx_barrier_option_instrument.hpp>

Collaboration diagram for fx_barrier_option_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 barrier option instrument.
boost::uuids::uuid	party_id
std::optional< boost::uuids::uuid >	trade_id
std::string	trade_type_code
	ORE product type code. One of: FxBarrierOption, FxDoubleBarrierOption, FxEuropeanBarrierOption, FxKIKOBarrierOption, FxGenericBarrierOption.
std::string	bought_currency
double	bought_amount = 0.0
std::string	sold_currency
double	sold_amount = 0.0
std::string	option_type
	Option type: Call or Put. Absent for FxGenericBarrierOption with PayoffType=AssetOrNothing.
std::string	expiry_date
	Option expiry date (ISO 8601 date string).
std::string	settlement
	Optional settlement method (e.g. Cash, Physical).
std::string	barrier_type
	Primary barrier type (e.g. UpAndIn, DownAndOut, KIKO).
double	lower_barrier = 0.0
	Primary (or lower) barrier level. Must be positive.
std::optional< double >	upper_barrier
	Second barrier level for double-barrier and KIKO products.
std::string	underlying_code
	FX pair or index code (e.g. TR20H-EUR-USD). Used by KIKO and generic barrier products.
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 Barrier Option instrument.

Routes: FxBarrierOption, FxDoubleBarrierOption, FxEuropeanBarrierOption, FxKIKOBarrierOption, FxGenericBarrierOption.

lower_barrier holds the primary (or KO-side for KIKO) barrier level. upper_barrier holds the second level for double-barrier and KIKO products; absent for single-barrier types. underlying_code is used by KIKO and generic barrier products.