ores.analytics.pricing_model_product
Table of Contents
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. party_id
The party that owns the document this row belongs to. Set from the session that writes the document, and enforced by row level security, so a party sees only its own configuration.
ctx.generate_uuid()
2.3. pricing_model_config_id
Parent pricing model configuration.
Soft FK to ores_analytics_pricing_model_configs_tbl.
ctx.generate_uuid()
2.4. 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")
2.5. model
Pricing model name.
Examples: 'DiscountedCashflows', 'LGM', 'BlackBachelier', 'GarmanKohlhagen', 'CrossAssetModel'.
std::string("DiscountedCashflows")
2.6. engine
Numerical engine name.
Examples: 'DiscountingSwapEngine', 'Grid', 'AMC', 'AnalyticEuropeanEngine'.
std::string("DiscountingSwapEngine")
2.7. position
The order the document wrote the Product in.
A document may carry the same pricing engine type more than once, so the type does not identify the row and the order cannot be recovered by sorting. It is carried here instead.
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3. SQL
3.1. Flags
4. C++
4.1. Flags
4.2. Repository
4.3. Domain includes
#include <string> #include <boost/uuid/uuid.hpp>
4.4. Entity includes
#include <string>
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.