ores.trading.average_type
Table of Contents
Reference data table defining the averaging method a commodity or equity
Asian-style option uses: Arithmetic or Geometric.
This set is trading-local by decision, and the divergence from ORE is
deliberate. ORE states no averaging member and no averaging enumeration
for either family. commodityAveragePriceOptionData carries no average
member and singleUnderlyingAsianOptionData carries none either; there is
no averageType simple type anywhere under external/ore/xsd/, and no
AverageType element appears under external/ore/examples/. The only
Arithmetic token in ORE is part of the scripted product names
EquityAsianOptionArithmeticPrice and ...ArithmeticStrike, and ORE never
states Geometric at all. The set is therefore the two values the columns
already deploy, and it is not derived from an ORE schema.
1. Flags
2. Columns
2.1. code
Unique average type code.
Examples: 'Arithmetic', 'Geometric'.
std::string("Arithmetic")
2.2. description
Detailed description of the average type.
std::string(faker::lorem::sentence())
3. SQL
3.1. Flags
4. C++
4.1. Flags
4.2. Repository
4.3. Domain includes
#include <string>
4.4. Conventions
4.5. Table display
| column | header |
|---|---|
| code | Code |
| description | Description |
| modified_by | Modified By |
| version | Version |
4.6. Custom repository methods
5. See also
- ores.trading — component group overview.