fx_digital_option_instrument Struct Reference

FX Digital Option instrument. More...

#include <fx_digital_option_instrument.hpp>

Collaboration diagram for fx_digital_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 digital 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: FxDigitalOption, FxDigitalBarrierOption, FxTouchOption, FxDoubleTouchOption.
std::string	foreign_currency
	ForeignCurrency from ORE XML (source / underlying currency).
std::string	domestic_currency
	DomesticCurrency from ORE XML (quote / settlement currency).
std::string	payoff_currency
	Currency in which the payoff is denominated.
double	payoff_amount = 0.0
	Fixed payoff amount. Must be positive.
std::string	option_type
	Option type: Call or Put. Empty for touch options.
std::string	expiry_date
	Option expiry date (ISO 8601 date string).
std::string	long_short
	Position direction: Long or Short.
std::optional< double >	strike
	Strike level. Absent for touch options.
std::string	barrier_type
	Barrier type (e.g. DownAndIn, DownAndOut, KnockIn, KnockOut). Absent for plain digital options.
std::optional< double >	lower_barrier
	Primary barrier level. Absent for plain digital options.
std::optional< double >	upper_barrier
	Second barrier level for FxDoubleTouchOption.
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 Digital Option instrument.

Routes: FxDigitalOption, FxDigitalBarrierOption, FxTouchOption (OneTouch / NoTouch), FxDoubleTouchOption.

Uses ForeignCurrency / DomesticCurrency naming to match ORE XML semantics. option_type is absent for touch products (no Call/Put distinction). strike is absent for touch products. lower_barrier / upper_barrier capture single or double barrier levels.