FX Forward instrument. More...
#include <fx_forward_instrument.hpp>
Collaboration diagram for fx_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 forward instrument. | |
| boost::uuids::uuid | party_id |
| std::optional< boost::uuids::uuid > | trade_id |
| std::string | trade_type_code |
| ORE product type code: FxForward or FxSwap. | |
| std::string | bought_currency |
| ISO 4217 currency code of the bought leg (e.g. EUR). | |
| double | bought_amount = 0.0 |
| Amount bought in bought_currency. Must be positive. | |
| std::string | sold_currency |
| ISO 4217 currency code of the sold leg (e.g. USD). | |
| double | sold_amount = 0.0 |
| Amount sold in sold_currency. Must be positive. | |
| std::string | value_date |
| Settlement / value date (ISO 8601 date string). | |
| std::string | settlement |
| Optional settlement method (e.g. Cash, Physical). | |
| 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 Forward instrument.
Represents FxForward and FxSwap (near leg only) trades. The FxSwap far leg (FarDate, FarBoughtAmount, FarSoldAmount) is a documented coverage gap.
Member Data Documentation
◆ value_date
| std::string value_date |
Settlement / value date (ISO 8601 date string).
For FxSwap this is the near leg date only.
