FX Vanilla Option instrument (European and American). More...
#include <fx_vanilla_option_instrument.hpp>
Collaboration diagram for fx_vanilla_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 vanilla option instrument. | |
| boost::uuids::uuid | party_id |
| std::optional< boost::uuids::uuid > | trade_id |
| std::string | trade_type_code |
| ORE product type code: FxOption. | |
| std::string | bought_currency |
| ISO 4217 currency code of the bought leg. | |
| 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. | |
| double | sold_amount = 0.0 |
| Amount sold in sold_currency. Must be positive. | |
| std::string | option_type |
| Option type: Call or Put. | |
| std::string | expiry_date |
| Option expiry date (ISO 8601 date string). | |
| std::string | exercise_style |
| Exercise style: European or American. | |
| 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 Vanilla Option instrument (European and American).
Represents FxOption trades. Strike is implicit in bought/sold amounts; there is no separate strike field in ORE's FxOptionData.
