rpa_instrument Struct Reference

Risk Participation Agreement (RPA) instrument. More...

#include <rpa_instrument.hpp>

Collaboration diagram for rpa_instrument:

Public Attributes
int	version = 0
	Version number for optimistic locking and change tracking.
utility::uuid::tenant_id	tenant_id = utility::uuid::tenant_id::system()
	Tenant identifier for multi-tenancy isolation.
boost::uuids::uuid	instrument_id
	UUID uniquely identifying this RPA instrument.
boost::uuids::uuid	party_id
	Party that owns this instrument.
std::optional< boost::uuids::uuid >	trade_id
	Optional soft FK to the parent trade.
std::string	start_date
	Agreement effective start date.
std::string	maturity_date
	Agreement maturity date.
std::string	reference_counterparty
	Identifier of the reference counterparty whose credit risk is shared.
double	participation_rate = 0.0
	Participation rate (0, 1] representing the fraction of risk transferred.
std::optional< double >	protection_fee = std::nullopt
	Optional protection fee paid by the buyer.
std::string	description
	Optional free-text description.
std::string	modified_by
	Username of the person who last modified this RPA instrument.
std::string	performed_by
	Username of the account that performed this action.
std::string	change_reason_code
	Code identifying the reason for the change.
std::string	change_commentary
	Free-text commentary explaining the change.
std::chrono::system_clock::time_point	recorded_at
	Timestamp when this version of the record was recorded.

Detailed Description

Risk Participation Agreement (RPA) instrument.

Represents a Risk Participation Agreement where one bank (protection buyer) pays a fee to another (protection seller) to assume a portion of credit risk on a reference counterparty.

Member Data Documentation

instrument_id

boost::uuids::uuid instrument_id

UUID uniquely identifying this RPA instrument.

Surrogate key for the instrument record.

party_id

boost::uuids::uuid party_id

Party that owns this instrument.

Set from session variable app.current_party_id.

trade_id

std::optional<boost::uuids::uuid> trade_id

Optional soft FK to the parent trade.

Links instrument to a trade if applicable.

start_date

std::string start_date

Agreement effective start date.

ISO 8601 date string (YYYY-MM-DD).

maturity_date

std::string maturity_date

Agreement maturity date.

Must be after start_date.

reference_counterparty

std::string reference_counterparty

Identifier of the reference counterparty whose credit risk is shared.

e.g., LEI code or name of the reference entity.

participation_rate

double participation_rate = 0.0

Participation rate (0, 1] representing the fraction of risk transferred.

Expressed as a decimal fraction (e.g., 0.5 for 50%).

protection_fee

std::optional<double> protection_fee = std::nullopt

Optional protection fee paid by the buyer.

Expressed as a decimal fraction. Must be non-negative if set.

description

std::string description

Optional free-text description.

Human-readable notes about this instrument.

change_reason_code

std::string change_reason_code

Code identifying the reason for the change.

References change_reasons table (soft FK).