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

Emacs 29.3 (Org mode 9.6.15)