ores.trading.inflation_swap_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 inflation-linked swap where one leg pays a fixed or floating rate and the other is linked to an inflation index (e.g., CPI, RPI).

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.

2.3. inflation_index_code

Inflation index code.

e.g., UKRPI, USCPI, EUHICPXT.

std::string("UKRPI")

2.4. base_cpi

Optional base CPI value at inception.

Used to calculate the inflation accrual. Must be positive if set.

2.5. lag_convention

Optional CPI lag convention.

e.g., 3M, 2M. Specifies the publication lag for the inflation index.

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
"inflation_index_code" <> ''
"base_cpi" is null or "base_cpi" > 0

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 <optional>
#include <string>
#include <boost/uuid/uuid.hpp>

5.4. Conventions

5.5. Table display

column	header
trade_id	ID
inflation_index_code	Index
base_cpi	Base CPI
lag_convention	Lag Convention
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

ores.trading — component group overview.