vanilla_swap_instrument Struct Reference

Vanilla interest rate swap or cross-currency swap instrument. More...

#include <vanilla_swap_instrument.hpp>

Collaboration diagram for vanilla_swap_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 vanilla swap 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
	Swap effective/start date.
std::string	maturity_date
	Swap maturity/termination date.
std::optional< int >	settlement_lag = std::nullopt
	Optional settlement lag in business days.
std::string	netting_set_id
	Optional netting set identifier.
std::string	description
	Optional free-text description.
std::string	modified_by
	Username of the person who last modified this vanilla swap 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

Vanilla interest rate swap or cross-currency swap instrument.

Represents a plain vanilla interest rate swap or cross-currency swap instrument linking two legs via the swap_legs table.

Member Data Documentation

instrument_id

boost::uuids::uuid instrument_id

UUID uniquely identifying this vanilla swap 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

Swap effective/start date.

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

maturity_date

std::string maturity_date

Swap maturity/termination date.

Must be after start_date.

settlement_lag

std::optional<int> settlement_lag = std::nullopt

Optional settlement lag in business days.

Number of business days between execution and effective date.

netting_set_id

std::string netting_set_id

Optional netting set identifier.

Groups instruments for netting purposes.

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).