ores.cpp.oresmd.identifiers

1. Template

The market_data_identifier and market_data_requirement structs: one per asset class, with quote_type and vol fields. Existing structs that already have asset-class-specific fields beyond the oresmd common ones are reproduced exactly; the template generates the full file including the variant using declaration.

See the Template variable reference.

1. Template

{{! GENERATED FILE — tangled from ores.cpp.oresmd.identifiers.org. Edit the org source. }}
{{{cpp_license}}}
#ifndef ORES_MARKETDATA_API_DOMAIN_MARKET_DATA_IDENTIFIER_HPP
#define ORES_MARKETDATA_API_DOMAIN_MARKET_DATA_IDENTIFIER_HPP

#include "ores.marketdata.api/domain/oresmd_enums.hpp"
#include <optional>
#include <string>
#include <variant>

namespace ores::marketdata::domain {

/**
 * @brief Volatility surface point: expiry, strike, and model subtype — the three dimensions
 * shared across all 8 ORE volatility sub-families. Only meaningful when `type=vol`.
 */
struct volatility_surface_point final {
    std::string expiry;
    std::string strike;
    volatility_model_subtype model_subtype = volatility_model_subtype::rate_lnvol;

    bool operator==(const volatility_surface_point&) const = default;
};

{{#oresmd_variant_specs}}
{{#identifier_brief}}
/**
 * @brief {{{identifier_brief}}}
 */
{{/identifier_brief}}
struct {{asset_class}}_market_data_identifier final {
{{#fields}}
{{#default}}
    {{{cpp_type}}} {{name}} = {{default}};
{{/default}}
{{^default}}
{{^generated}}
    {{{cpp_type}}} {{name}};
{{/generated}}
{{/default}}
{{/fields}}
{{#has_quote_type}}
    std::optional<domain::{{asset_class}}_quote_type> quote_type;
{{/has_quote_type}}
{{#has_point}}
    std::optional<std::string> point;
{{/has_point}}
{{#has_vol}}
    std::optional<volatility_surface_point> vol;
{{/has_vol}}

    bool operator==(const {{asset_class}}_market_data_identifier&) const = default;
};

{{/oresmd_variant_specs}}
/**
 * @brief Tagged union of the seven per-asset-class identifier structs.
 *
 * Deliberately *not* a common base class with virtual dispatch: the URI's `asset_class`
 * authority component already tells a consumer which concrete struct applies, and
 * reflection-based serialisation (`rfl`/reflect-cpp) handles plain structs and
 * `std::variant` well but not polymorphic hierarchies -- see
 * id:C3E053CA-0D4B-480B-9119-E11530160EC1, "Data model".
 */
using market_data_identifier = std::variant<
{{#oresmd_variant_specs}}
    {{asset_class}}_market_data_identifier{{^last}},{{/last}}
{{/oresmd_variant_specs}}
>;

}

#endif

ores.cpp.oresmd.identifiers

Table of Contents

1. Template