ores.refdata.curve_role
Table of Contents
Reference data table defining the valid instrument_code curve-role
values: DEPOSIT, FRA, SWAP – the three pricing derivations
ores.analytics.quant's curve_instrument_pricer implements (simple
rate, implied forward, par-rate solve respectively) – and the sentinel
NONE for the great majority of instrument_code rows that are not
curve instruments at all (options, credit, equity, and so on). NONE
exists so instrument_code.curve_role can stay a required, FK-validated
column rather than nullable free text, the same pattern
tenor_unit.NONE already
establishes for tenor.unit. Managed by the system tenant, like other
refdata code tables.
1. Flags
2. Columns
2.1. code
Unique curve role code.
Examples: 'DEPOSIT', 'FRA', 'SWAP', 'NONE'.
std::string("CurveRole")
2.2. name
Human-readable name for the curve role.
std::string(faker::word::adjective()) + " Role"
2.3. description
Detailed description of the curve role.
std::string(faker::lorem::sentence())
2.4. display_order
Order for UI display purposes.
faker::number::integer(1, 100)
3. SQL
3.1. Flags
3.2. Extra drops
drop function if exists ores_refdata_validate_curve_role_fn;
4. Validation function
5. Insert trigger
5.1. Validations
| column | validation_function |
|---|---|
| change_reason_code | ores_dq_validate_change_reason_fn |
6. C++
6.1. Flags
6.2. Repository
6.3. Domain includes
#include <string>
6.4. Entity includes
#include <string>
6.5. Conventions
6.6. Table display
| column | header |
|---|---|
| code | Code |
| name | Name |
| description | Description |
| display_order | Display Order |
| modified_by | Modified By |
| version | Version |
6.7. Presentation
6.7.1. Detail fields
| field | label | widget | type | is_key | is_required | placeholder |
|---|---|---|---|---|---|---|
| code | Code | codeEdit | line_edit | true | true | Enter curve role code |
| name | Name | nameEdit | line_edit | true | Enter name | |
| description | Description | descriptionEdit | text_edit | true | Enter a description | |
| display_order | Display Order | displayOrderEdit | spin_box | true |
6.7.2. Columns
| enum_name | field | header | type | width |
|---|---|---|---|---|
| Code | code | Code | string | auto |
| Name | name | Name | string | auto |
| Description | description | Description | string | auto |
| DisplayOrder | display_order | Display Order | int | 70 |
| Version | version | Version | int | 70 |
| ModifiedBy | modified_by | Modified By | string | auto |
| RecordedAt | recorded_at | Recorded At | timestamp | auto |
6.8. Custom repository methods
7. See also
- Instrument Code – the entity this classifies.
- Tenor Unit – the entity whose NONE-sentinel pattern this follows.
- ores.refdata – component group overview.