ores.trading
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.
Entities
| Entity | Brief |
|---|---|
| ores.trading.trade | Trade capturing FpML Trade Header properties. |
| ores.trading.trade_identifier | External identifier (UTI, USI, internal) assigned to a trade. |
| ores.trading.trade_party_role | Counterparty role assignment on a trade. |
| 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.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.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.rpa_instrument | Risk Participation Agreement (RPA) instrument. |
| ores.trading.business_day_convention_type | ORE business day convention code (e.g. Following, ModifiedFollowing, Unadjusted). |
| ores.trading.day_count_fraction_type | ORE day count fraction convention code (e.g. A360, A365F, ActAct(ISDA)). |
| ores.trading.payment_frequency_type | ORE payment frequency code (e.g. Annual, Semiannual, Quarterly, Monthly). |
| 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). |
See also
- ores.trading — component overview.