Swaption (option on an interest rate swap) instrument. More...
#include <swaption_instrument.hpp>
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 swaption 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 | expiry_date |
| Option expiry date. | |
| std::string | exercise_type |
| Exercise type: European, Bermudan, or American. | |
| std::string | settlement_type |
| Settlement type: Cash or Physical. | |
| std::string | long_short |
| Position direction: Long or Short. | |
| std::string | start_date |
| Optional underlying swap start date. | |
| std::string | maturity_date |
| Optional underlying swap maturity date. | |
| std::string | description |
| Optional free-text description. | |
| std::string | modified_by |
| Username of the person who last modified this swaption 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
Swaption (option on an interest rate swap) instrument.
Represents a swaption — an option granting the right to enter into an interest rate swap at a future date. Exercise type may be European, Bermudan, or American.
Member Data Documentation
◆ instrument_id
| boost::uuids::uuid instrument_id |
UUID uniquely identifying this swaption 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.
◆ expiry_date
| std::string expiry_date |
Option expiry date.
ISO 8601 date string (YYYY-MM-DD).
◆ exercise_type
| std::string exercise_type |
Exercise type: European, Bermudan, or American.
Determines when the option may be exercised.
◆ settlement_type
| std::string settlement_type |
Settlement type: Cash or Physical.
Determines how the swaption is settled upon exercise.
◆ long_short
| std::string long_short |
Position direction: Long or Short.
Indicates whether the party holds or writes the option.
◆ start_date
| std::string start_date |
Optional underlying swap start date.
ISO 8601 date string (YYYY-MM-DD). Null if not yet determined.
◆ maturity_date
| std::string maturity_date |
Optional underlying swap maturity date.
ISO 8601 date string (YYYY-MM-DD). Null if not yet determined.
◆ 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).
