ores.analytics.pricing_model_product

1. Flags
2. Columns
3. SQL
- 3.1. Flags
4. C++
5. See also

Detail row within a pricing model configuration. Each row maps a pricing engine type (e.g. EuropeanSwaption, CMS) to a specific model (e.g. LGM, BlackBachelier) and numerical engine (e.g. Grid, AMC). Product-specific parameters are stored in pricing_model_product_parameters.

1. Flags

2. Columns

2.1. id

UUID uniquely identifying this product mapping.

Surrogate key for the pricing model product.

2.2. pricing_model_config_id

Parent pricing model configuration.

Soft FK to ores_analytics_pricing_model_configs_tbl.

ctx.generate_uuid()

2.3. pricing_engine_type_code

Pricing engine type this mapping applies to.

Soft FK to ores_analytics_pricing_engine_types_tbl. Examples: 'Swap', 'EuropeanSwaption', 'CMS'.

std::string("Swap")

2.4. model

Pricing model name.

Examples: 'DiscountedCashflows', 'LGM', 'BlackBachelier', 'GarmanKohlhagen', 'CrossAssetModel'.

std::string("DiscountedCashflows")

2.5. engine

Numerical engine name.

Examples: 'DiscountingSwapEngine', 'Grid', 'AMC', 'AnalyticEuropeanEngine'.

std::string("DiscountingSwapEngine")

3. SQL

3.1. Flags

4. C++

4.1. Flags

4.2. Repository

4.3. Domain includes

#include <chrono>
#include <string>
#include <boost/uuid/uuid.hpp>

4.4. Entity includes

#include <string>
#include "sqlgen/Timestamp.hpp"
#include "sqlgen/PrimaryKey.hpp"

4.5. Conventions

4.6. Table display

column	header
pricing_engine_type_code	Engine Type
model	Model
engine	Engine
modified_by	Modified By
version	Version

4.7. Presentation

4.7.1. Detail fields

field	label	widget	type	is_key	is_required	placeholder	combo_type	combo_include	combo_display	combo_value	combo_is_uuid	combo_is_optional	combo_setter	combo_setter_pascal	combo_items_member
pricing_engine_type_code	Pricing Engine Type	pricingEngineTypeCodeCombo	dynamic_combo	true	true		analytics::domain::pricing_engine_type	ores.analytics.api/domain/pricing_engine_type.hpp	code	code	false	false	setPricingEngineTypes	PricingEngineTypes	pricingEngineTypes
model	Model	modelEdit	line_edit		true	Pricing model (e.g. DiscountedCashflows, LGM, BlackBachelier)
engine	Engine	engineEdit	line_edit		true	Numerical engine (e.g. DiscountingSwapEngine, Grid, AMC)

4.7.2. Columns

enum_name	field	header	type	width
PricingEngineTypeCode	pricing_engine_type_code	Engine Type	string	200
Model	model	Model	string	200
Engine	engine	Engine	string	200
Version	version	Version	int	70
ModifiedBy	modified_by	Modified By	string	120
RecordedAt	recorded_at	Recorded At	timestamp	150

4.8. Custom repository methods

5. See also

ores.analytics — component group overview.