ores.marketdata.market_series_asset_class
Table of Contents
A market series is a container of observations, and the asset classes it serves follow from what it observes rather than from a single value on the series itself. Most series belong to exactly one class, but a pairwise correlation relates two – an equity index against an FX rate, say – and belongs to both. A not-null column cannot hold that, so the relationship is a junction.
1. Flags
It states no :events:. Its component has no service-side composition point for change events yet, so a generated event registrar would publish nothing.
2. Left
ID of the market series.
References ores_marketdata_market_series_tbl.id (soft FK).
ctx.generate_uuid()
3. Right
Code of an asset class the series belongs to.
References ores_refdata_asset_class_codes_tbl.code (soft FK).
std::string("interest_rates")
4. Columns
5. SQL
5.1. Flags
6. Foreign keys
6.1. market_series_id
ID of the market series; must exist in ores_marketdata_market_series_tbl.
7. Insert trigger
7.1. Validations
The asset class is checked by the same function market_series used
before the column moved here, so the code is validated against the
system tenant's catalogue and a bootstrap load still passes through.
| column | validation_function |
|---|---|
| asset_class_code | ores_refdata_validate_asset_class_code_fn |
8. Repository
9. C++
9.1. Flags
9.2. Domain includes
#include <string> #include <boost/uuid/uuid.hpp>
9.3. Entity includes
#include <string>
9.4. Conventions
9.5. Table display
| column | header |
|---|---|
| market_series_id | Series |
| asset_class_code | Asset Class |
| modified_by | Modified By |
| version | Version |
10. See also
- Asset classes — the
taxonomy the
asset_class_codecolumn references, and the ruling that a correlation references two classes rather than a third cross-asset class. - market_series — the series these rows qualify.