ores.refdata.fra_convention
Table of Contents
A FRA convention ties a FRA instrument to an IBOR index whose own conventions (calendar, day count, settlement) govern the FRA. Corresponds to the <FRA> element in ORE conventions.xml.
1. Flags
2. Columns
2.1. id
Unique convention identifier.
Examples: 'EUR-6M-FRA-CONVENTIONS', 'USD-3M-FRA-CONVENTIONS'.
std::string("EUR-6M-FRA-CONVENTIONS")
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. index
IBOR index identifier (e.g. 'EUR-EURIBOR-6M'). All settlement, calendar, and day count details are inherited from the referenced index convention.
std::string("EUR-EURIBOR-6M")
2.4. oresmd_uri
The oresmd URI of the market data this convention needs: the IBOR index whose own conventions govern the FRA, for example 'oresmd://ir/EUR?type=fixing&index=ibor&name=EURIBOR&tenor=6M' for 'EUR-EURIBOR-6M'. Classification: identifier — the convention names the index in full, so the address pins one series.
The column holds the address as a value, so refdata depends on the oresmd format as a contract only and never on the marketdata library or its tables. Nullable, because no convention is required to state its address yet.
std::nullopt
3. SQL
3.1. Flags
4. C++
4.1. Flags
4.2. Repository
4.3. Domain includes
#include <optional> #include <string>
4.4. Entity includes
#include <optional> #include <string>
4.5. Conventions
4.6. Table display
| column | header |
|---|---|
| id | Id |
| index | Index |
| modified_by | Modified By |
| version | Version |
4.7. Presentation
4.7.1. Detail fields
| field | label | widget | type | is_key | is_required | placeholder |
|---|---|---|---|---|---|---|
| id | Id | idEdit | line_edit | true | true | Enter convention id |
| index | Index | indexEdit | line_edit | true | e.g. EUR-EURIBOR-6M |
4.7.2. Columns
| enum_name | field | header | type | width |
|---|---|---|---|---|
| Id | id | Id | string | 220 |
| Index | index | Index | string | 180 |
| Version | version | Version | int | 80 |
| ModifiedBy | modified_by | Modified By | string | 120 |
| RecordedAt | recorded_at | Recorded At | timestamp | 150 |
4.8. Custom repository methods
5. See also
- ores.refdata — component group overview.