ores.refdata.series_subclass_code
Table of Contents
Fine-grained classification of a market series within its asset class.
market_series.series_subclass carries one of these codes, so a query
can slice a tenant's series by shape ("all FX vol surfaces", "all
discount curves") without parsing the ORE key.
Most codes are shared across asset classes: spot covers both FX spot
and equity spot, volatility covers FX options, swaptions and
commodity options alike. The table therefore does not partition by
asset_class_code; the pairing a producer actually emits is declared
where the series is written.
This table is the single source of truth for the taxonomy. Code carries
no parallel enumeration, because the list is runtime-managed and no
compiled list can be exhaustive over it. market_series
FK-validates against this table. Managed by the system
tenant, like other shared code tables.
1. Flags
2. Columns
2.1. code
Unique series subclass code.
Examples: 'spot', 'forward', 'volatility', 'yield', 'basis', 'fra', 'xccy', 'spread', 'index_credit', 'recovery', 'swap', 'capfloor', 'seasonality', 'price', 'correlation', 'prepayment', 'transition_probability', 'index_fixing'.
std::string("SeriesSubclassCode")
2.2. name
Human-readable name for the series subclass.
std::string(faker::word::adjective()) + " Subclass"
2.3. description
Detailed description of the series subclass.
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_series_subclass_code_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 series subclass code (e.g. yield) |
| 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
- ores.refdata — component group overview.