ores.trading
Table of Contents
The ores.trading module groups all logical entities in the ores.trading namespace. Each entity is a logical-space type projected by ores.codegen into C++, SQL, and other technical spaces.
1. Entities
| Entity | Brief |
|---|---|
| ores.trading.trade | The immutable anchor of a trade. |
| ores.trading.trade_activity | One business event on a trade, recorded once and never changed. |
| ores.trading.trade_booking | Where a trade is booked and the netting set it is filed in. |
| ores.trading.trade_state | A trade's lifecycle status. |
| ores.trading.trade_identifier | An identifier of a trade under one scheme (UTI, USI, Internal, ORE). |
| ores.trading.trade_party_role | The role another party plays on a trade. |
| ores.trading.trade_additional_field | A field a trade carries that ORE Studio does not model. |
| ores.trading.trade_portfolio | A portfolio a trade is reported in, beside the book it is filed in. |
| ores.trading.trade_type | ORE instrument type code (e.g. Swap, FxForward, CapFloor, Swaption). |
| ores.trading.trade_id_type | Trade identifier type code (e.g. UTI, USI, Internal). |
| ores.trading.party_role_type | FpML-aligned party role code (e.g. Counterparty, CalculationAgent, ExecutingBroker). |
| ores.trading.lifecycle_event | Trade lifecycle event type (e.g. New, Amendment, Novation, PartialTermination). |
| ores.trading.activity_type | Internal trade activity classification (e.g. new_booking, amendment, novation). |
| ores.trading.fpml_event_type | Standard FpML lc_EventType_Type coding scheme (New, Amendment, Novation, PartialTermination, FullTermination). |
| ores.trading.long_short_type | Position direction code (Long or Short). |
| ores.trading.entry_channel_type | How a trade reached the firm's books. |
| ores.trading.counterparty_scope_type | Who the firm faces on a trade. |
| ores.trading.booking_nature_type | Whether anything happened to cause a booking. |
| ores.trading.payoff_type | Option payoff type from the ORE optionData PayoffType. |
| ores.trading.return_type | Equity leg return type (Total or Price). |
| ores.trading.option_type | Option exercise right (Call or Put). |
| ores.trading.exercise_type | Exercise style (European, Bermudan or American). |
| ores.trading.settlement_type | Option settlement form (Cash or Physical). |
| ores.trading.barrier_type | Barrier style (UpAndIn, DownAndOut, KnockIn, …). |
| ores.trading.activity_category | High-level grouping of an internal trade activity type. |
| ores.trading.moment_type | Variance or volatility swap moment code. |
| ores.trading.price_type | Bond price quotation type (Clean or Dirty). |
| ores.trading.amortization_type | Notional amortization schedule kind. |
| ores.trading.average_type | Averaging method for an Asian-style option (Arithmetic or Geometric). |
| ores.trading.credit_instrument | Credit instrument economics for CreditDefaultSwap, CDSIndex, SyntheticCDO and their variants. |
| ores.trading.credit_basket_constituent | One name of a credit basket, keyed by trade and sequence number. |
| ores.trading.credit_default_swap_instrument | Credit default swap facts. |
| ores.trading.index_credit_default_swap_instrument | Index credit default swap facts. |
| ores.trading.index_credit_default_swap_option_instrument | Index credit default swap option facts. |
| ores.trading.synthetic_cdo_instrument | Synthetic CDO facts. |
| ores.trading.credit_linked_swap_instrument | Credit linked swap facts. |
| ores.trading.risk_participation_agreement_instrument | Risk participation agreement facts. |
| ores.trading.scripted_instrument | Scripted instrument economics for the AMC script-based product types. |
| ores.trading.vanilla_swap_instrument | Vanilla interest rate swap or cross-currency swap instrument. |
| ores.trading.callable_swap_instrument | Callable interest rate swap instrument. |
| ores.trading.inflation_swap_instrument | Inflation-linked interest rate swap instrument. |
| ores.trading.knock_out_swap_instrument | Knock-out interest rate swap instrument. |
| ores.trading.balance_guaranteed_swap_instrument | Balance Guaranteed Swap (BGS) instrument. |
| ores.trading.flexi_swap_instrument | Flexi swap instrument: a swap whose owner may vary the notional between a lower bound and the leg notional. |
| ores.trading.swaption_instrument | Swaption (option on an interest rate swap) instrument. |
| ores.trading.cap_floor_instrument | Interest rate cap or floor instrument. |
| ores.trading.fra_instrument | Forward Rate Agreement (FRA) instrument. |
| ores.trading.leg_type | ORE leg type code (e.g. Fixed, Floating, OIS, CMS, CPI). |
| ores.trading.floating_index_type | ORE floating rate index code (e.g. EUR-EURIBOR-6M, USD-SOFR, GBP-SONIA). |
2. Catalogues
- ores.trading.trade_type_catalogue — the trade types and the instrument table that holds each; the seed, the instrument tables' checks and the export routing are generated from it.
3. See also
- ores.trading — component overview.