ores.trading.vanilla_swap_instrument

1. Flags
2. Columns
3. Foreign keys
- 3.1. trade_id
- 3.2. trade_activity_id
4. SQL
- 4.1. Flags
- 4.2. Checks
5. C++
6. See also

Represents a plain vanilla interest rate swap or cross-currency swap instrument linking two legs via the swap_legs table.

This row is the family's fact table, not its identity. The header, ores.trading.rate_instruments, holds the trade type code, the party, the instrument's start and maturity dates and its description; this table holds only the product's own fields, and joins the header by trade_id.

1. Flags

2. Columns

2.1. trade_id

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.

2.2. trade_activity_id

The activity that wrote this version.

2.3. settlement_lag

Optional settlement lag in business days.

Number of business days between execution and effective date.

2.4. settlement

How the swap settles, as Settlement states it: Cash for a non-deliverable swap, Physical otherwise.

2.5. round_netted_floating_legs

Whether the swap rounds its netted floating legs, as RoundNettedFloatingLegs states it.

2.6. netting_precision

The precision the netted floating legs are rounded to, as NettingPrecision states it.

3. Foreign keys

3.1. trade_id

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;
}

3.2. trade_activity_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;
}

4. SQL

4.1. Flags

4.2. Checks

expression
"settlement_lag" is null or "settlement_lag" >= 0

5. C++

The C++ domain class is a fact table's: the two keys stay flat, the implicit scaffolding columns carry the version and the tenant, and the columns below are the product's own fields. The row carries no instrument_identity and no audit member, because it carries neither the identity nor the party: the header, ores.trading.rate_instruments, owns both and this row joins it by trade_id. The SQL schema, DB entity and column lists are unaffected. The entity templates consume these annotations; domain and repository profiles regenerate correctly.

5.1. Flags

5.2. Repository

5.3. Domain includes

#include <optional>
#include <boost/uuid/uuid.hpp>

5.4. Conventions

5.5. Table display

column	header
trade_id	ID
settlement_lag	Settlement Lag
modified_by	Modified By
version	Version

5.6. Custom repository methods

5.7. Write observation

The trade's economic digest observes every write of this component. The observer's specialisation must be visible where the repository writes, so the repository includes it.

#include "ores.trading.core/repository/trade_write_observation.hpp"

6. See also

ores.trading — component group overview.