ores.trading.payoff_type

Table of Contents

Reference data table defining the closed payoff set ORE states on optionData.PayoffType and optionData.PayoffType2 (external/ore/xsd/instruments.xsd, lines 337 and 338).

ORE declares those elements as bare xs:string with no enum, so there is no XSD enumeration to read. The set is the one the ORE example corpus actually uses: every PayoffType element across external/ore/examples/ is one of Accumulator, Asian, AverageStrike, Decumulator, TargetExact, TargetFull or Vanilla, and nothing else. The list is the corpus's, not the model's own; the model previously stated "Accumulator, Decumulator, or TaRF" and never wrote it.

TargetFull and TargetExact are two of these seven, not a separate ORE set: equity_accumulator_instrument.target_type holds one of them, and the ORE tarfData.TargetType element is a scripted free-style number that no corpus document states.

1. Flags

2. Columns

2.1. code

Unique payoff type code.

Examples: 'Accumulator', 'Decumulator', 'TargetFull'.

std::string("Decumulator")

2.2. description

Detailed description of the payoff type.

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

3. SQL

3.1. Flags

3.2. Extra drops

drop function if exists ores_trading_validate_payoff_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)