ores.trading.moment_type

Table of Contents

Reference data table defining the closed moment set of a variance or volatility swap. The set is the ORE momentType simple type under external/ore/xsd/ore_types.xsd.

The values are the ORE XSD spellings, so a stored value round-trips through the ORE XML unchanged. No conversion is introduced here.

1. Flags

2. Columns

2.1. code

Unique moment type code.

Examples: 'Variance', 'Volatility'.

std::string("Variance")

2.2. description

Detailed description of the moment type.

std::string(faker::lorem::sentence())

3. SQL

3.1. Flags

3.2. Extra drops

drop function if exists ores_trading_validate_moment_type_fn;

4. C++

4.1. Flags

4.2. Repository

4.3. Domain includes

#include <string>

4.4. Conventions

4.5. Table display

column header
code Code
description Description
modified_by Modified By
version Version

4.6. Custom repository methods

5. See also

Emacs 29.3 (Org mode 9.6.15)