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

Emacs 29.3 (Org mode 9.6.15)