ores.trading.fra_instrument
Table of Contents
Represents a Forward Rate Agreement instrument that fixes a future interest rate for a notional principal amount over a specified period.
Flags
Primary key
UUID uniquely identifying this FRA instrument.
Surrogate key for the instrument record.
Natural keys
Columns
trade_type_code
Trade type code (soft FK to ores_trading_trade_types_tbl).
std::string("FRA")
party_id
Party that owns this instrument.
Set from session variable app.current_party_id.
trade_id
Optional soft FK to the parent trade.
Links instrument to a trade if applicable.
start_date
FRA start date.
ISO 8601 date string (YYYY-MM-DD).
std::string("2024-01-15")
end_date
FRA end date.
Must be after start_date.
std::string("2025-01-15")
currency
ISO 4217 currency code.
e.g., USD, EUR, GBP.
std::string("USD")
rate_index
Floating rate index code.
e.g., LIBOR, EURIBOR, SOFR.
std::string("SOFR")
long_short
Position direction: Long or Short.
Indicates whether the party is a buyer (Long) or seller (Short).
std::string("Long")
strike
Fixed contract rate.
Expressed as a decimal fraction.
0.05
notional
Notional principal amount.
Must be positive.
1000000.0
description
Optional free-text description.
Human-readable notes about this instrument.
SQL
Flags
C++
The C++ domain class is decomposed into nested sub-structs (the C1202
pattern from PRs #1047/#1071/#1075/#1083/#1085): the implicit scaffolding
columns (version, tenant_id, workspace_id, the primary key) and the
columns marked :group: identity below fold into an
instrument_identity identity; member (see the
ores.trading.instrument_identity field-group model), the implicit audit
columns fold into an ores::dq::domain::audit_record audit; member (see
the ores.dq.audit_record field-group model), and the remaining columns
stay flat in between. The SQL schema, DB entity and column lists are
unaffected — only the domain class and the mapper's domain-side accesses
nest. The entity templates consume these annotations; domain and
repository profiles regenerate correctly.
Flags
Repository
Domain includes
#include <chrono> #include <string>
Conventions
Custom repository methods
See also
- ores.trading — component group overview.