ores.refdata
The ores.refdata module groups all logical entities in the ores.refdata namespace. Each entity is a logical-space type projected by ores.codegen into C++, SQL, and other technical spaces.
Entities
| Entity | Brief |
|---|---|
| ores.refdata.party | An internal legal entity participating in financial transactions. |
| ores.refdata.party_type | Classification of legal entities participating in financial transactions. |
| ores.refdata.party_status | Lifecycle states for party and counterparty records. |
| ores.refdata.party_id_scheme | Classification of external identifier types for parties. |
| ores.refdata.party_identifier | An external identifier for a party under a specific scheme. |
| ores.refdata.party_contact_information | Contact details for a party organised by purpose. |
| ores.refdata.counterparty | An external trading partner participating in financial transactions. |
| ores.refdata.counterparty_identifier | An external identifier for a counterparty under a specific scheme. |
| ores.refdata.counterparty_contact_information | Contact details for a counterparty organised by purpose. |
| ores.refdata.contact_type | Classification of contact information purpose. |
| ores.refdata.business_unit | Internal organizational unit within a party. |
| ores.refdata.book | Operational ledger leaf that holds trades. |
| ores.refdata.portfolio | Logical aggregation node for risk and reporting. |
| ores.refdata.monetary_nature | Monetary nature of the currency. |
| ores.refdata.currency_market_tier | Classification of currency by market tier. |
| ores.refdata.currency_group | Desk-style currency groupings (G11, Scandies, etc.). |
| ores.refdata.currency_pair_classification | Liquidity classification of a currency pair (major, minor, exotic). |
| ores.refdata.currency_pair | Currency pair identity (base/quote legs, deliverability, classification). |
| ores.refdata.currency_pair_convention | Quoting and date conventions for a currency pair. |
| ores.refdata.rounding_type | Valid rounding methods per ORE XML schema. |
| ores.refdata.business_day_convention_type | ORE business day convention code (e.g. Following, ModifiedFollowing, Unadjusted). |
| ores.refdata.day_count_fraction_type | Day count fraction convention code (e.g. Actual/360, Actual/365, 30/360). |
| ores.refdata.swap_convention | Conventions for a vanilla interest rate swap. |
| ores.refdata.cds_convention | Conventions for a credit default swap (CDS). |
| ores.refdata.fra_convention | Conventions for a forward rate agreement (FRA). |
| ores.refdata.deposit_convention | Conventions for a money-market deposit or IBOR index fixing. |
| ores.refdata.ibor_index_convention | Conventions for an interbank offered rate (IBOR) index. |
| ores.refdata.ois_convention | Conventions for an overnight index swap (OIS). |
| ores.refdata.overnight_index_convention | Conventions for an overnight index (e.g. EONIA, SONIA, SOFR). |
| ores.refdata.zero_convention | Conventions for a zero-coupon yield curve. |
See also
- ores.refdata — top-level component overview.