ores.trading.index_credit_default_swap_option_instrument

1. Flags
2. Columns
3. Foreign keys
- 3.1. trade_id
- 3.2. trade_activity_id
4. SQL
- 4.1. Flags
- 4.2. Checks
5. C++
6. See also

Represents an IndexCreditDefaultSwapOption trade. The option wraps an index swap, so the trade also has a row in index_credit_default_swap_instruments for the wrapped swap's own fields. The strike, the option block and the exercise dates are the shared instrument_strikes, option and schedule rows.

This row is the family's fact table, not its identity. The header, ores.trading.credit_instrument, 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.

2.3. knock_out

Whether the option knocks out, from KnockOut. Null when the document states none.

2.4. index_term

The index term, from IndexTerm (e.g. 5Y). Null when the document states none.

2.5. strike_type

How the strike is quoted, from StrikeType: Spread or Price. Null when the document states none.

2.6. trade_date

The trade date the data block states, from TradeDate. Null when the document states none.

2.7. front_end_protection_start_date

The front-end protection start date, from FrontEndProtectionStartDate. Null when the document states none.

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

4.2. Checks

expression
"strike_type" is null or "strike_type" in ('Spread', 'Price')

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.credit_instrument, 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 <chrono>
#include <optional>
#include <string>
#include <boost/uuid/uuid.hpp>

5.4. Conventions

5.5. Table display

column	header
trade_id	ID
index_term	Index Term
strike_type	Strike Type
modified_by	Modified By
version	Version

5.6. Custom repository methods

6. See also

ores.trading — component group overview.