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.

Flags

Primary key

UUID uniquely identifying this product mapping.

Surrogate key for the pricing model product.

Natural keys

Columns

pricing_model_config_id

Parent pricing model configuration.

Soft FK to ores_analytics_pricing_model_configs_tbl. 

ctx.generate_uuid()

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")

model

Pricing model name.

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

std::string("DiscountedCashflows")

engine

Numerical engine name.

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

std::string("DiscountingSwapEngine")

SQL

Flags

C++

Flags

Repository

Domain includes

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

Entity includes

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

Conventions

Qt

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)                  

Columns (Qt model)

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

Custom repository methods

See also

Emacs 29.1 (Org mode 9.6.6)