ores.trading.risk_participation_agreement_instrument

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.

The activity that wrote this version.

The credit curve of the agreement, from the required CreditCurveId element.

std::string("RED:2I65BYEG6")

The issuer the agreement names, from the IssuerId element. Null when the document states none.

The fixed recovery rate as a fraction. Null when the document states none.

The share of the underlying's loss the agreement participates in, from the required ParticipationRate element, as a fraction. Continuous, so a binary float.

0.9

Whether the accrued premium settles on default, from SettlesAccrual. Null when the document states none.

Whether the underlying's option is naked, from the underlying's NakedOption. Null when the document states none.

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;
}

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;
}