console.rb

order = Order.new
#=> #<Order id: nil, created_at: nil, updated_at: nil, created_by: nil>

order.order_lines.new
# => #<OrderLine id: nil, product_id: nil, created_at: nil, updated_at: nil>

order.order_lines.last.order
#=> nil

model.rb

class Order < ActiveRecord::Base
  has_many :order_lines
  accepts_nested_attributes_for :order_lines
end

class OrderLines < ActiveRecord::Base
  belongs_to :order
end