ores.trading.callable_swap_instrument

Table of Contents

Represents a callable interest rate swap where one party has the right to terminate the swap early on specified call dates.

The call dates are not a column: each is a row of ores.trading.callable_swap_call_date, keyed to this instrument and its ordinal in the schedule. A text column held the list as a JSON array and could not be typed, indexed or questioned, so the collection is a child table.

call_type was deleted. ORE's only CallType element is on nettingSetDetails (external/ore/xsd/instruments.xsd, line 225), a netting-agreement field, and no <CallType> element appears under external/ore/examples/. Nothing produced the trading column: the only writer was the import handler copying a domain member no producer ever set.

This row is the family's fact table, not its identity. The header, ores.trading.rate_instruments, holds the trade type code, the party, the instrument's start and maturity dates and its description; this table holds only the product's own fields, and joins the header by trade_id.

1. Flags

2. Columns

2.1. trade_id

The trade this instrument belongs to, and the instrument's own key.

The trade id identifies both the trade and its instrument, so the instrument carries no identity of its own: this column is the key, and the trade it names gives the instrument its scope.

2.2. trade_activity_id

The activity that wrote this version.

3. Foreign keys

3.1. trade_id

The trade that carries this instrument. An instrument is written beside its trade, so a row cannot exist without one. 

#include "ores.trading.api/generators/trade_generator.hpp"
#include "ores.trading.core/repository/trade_repository.hpp"

{
    auto anchor = ores::trading::generators::generate_synthetic_trade(ctx);
    anchor.party_id = *party_ctx.party_id();
    ores::trading::repository::trade_repository().write(party_ctx, anchor);
    v.trade_id = anchor.id;
}

3.2. trade_activity_id

The activity that wrote this version. A database foreign key: the activity is immutable. 

#include "ores.trading.api/generators/trade_activity_generator.hpp"
#include "ores.trading.core/repository/trade_activity_repository.hpp"

{
    auto activity = ores::trading::generators::generate_synthetic_trade_activity(ctx);
    activity.party_id = *party_ctx.party_id();
    ores::trading::repository::trade_activity_repository().write(party_ctx, activity);
    v.trade_activity_id = activity.id;
}

4. SQL

4.1. Flags

5. C++

The C++ domain class is a fact table's: the two keys stay flat, the implicit scaffolding columns carry the version and the tenant, and the columns below are the product's own fields. The row carries no instrument_identity and no audit member, because it carries neither the identity nor the party: the header, ores.trading.rate_instruments, owns both and this row joins it by trade_id. The SQL schema, DB entity and column lists are unaffected. The entity templates consume these annotations; domain and repository profiles regenerate correctly.

5.1. Flags

5.2. Repository

5.3. Domain includes

#include <boost/uuid/uuid.hpp>

5.4. Conventions

5.5. Table display

column header
trade_id ID
modified_by Modified By
version Version

5.6. Custom repository methods

5.7. Write observation

The trade's economic digest observes every write of this component. The observer's specialisation must be visible where the repository writes, so the repository includes it. 

#include "ores.trading.core/repository/trade_write_observation.hpp"

6. See also

Emacs 29.3 (Org mode 9.6.15)