Convention Class Reference

Abstract base class for convention objects. More...

#include <ored/configuration/conventions.hpp>

Inheritance diagram for Convention:

Collaboration diagram for Convention:

Public Types
enum class	Type {   Zero , Deposit , Future , FRA ,   OIS , Swap , AverageOIS , TenorBasisSwap ,   TenorBasisTwoSwap , BMABasisSwap , FX , CrossCcyBasis ,   CrossCcyFixFloat , CDS , IborIndex , OvernightIndex ,   SwapIndex , ZeroInflationIndex , InflationSwap , SecuritySpread ,   CMSSpreadOption , CommodityForward , CommodityFuture , FxOption ,   BondYield }
	Supported convention types. More...

Public Member Functions
virtual	~Convention ()
	Default destructor. More...
Inspectors
const string &	id () const
Type	type () const
Public Member Functions inherited from XMLSerializable
virtual	~XMLSerializable ()
virtual void	fromXML (XMLNode *node)=0
virtual XMLNode *	toXML (XMLDocument &doc) const =0
void	fromFile (const std::string &filename)
void	toFile (const std::string &filename) const
void	fromXMLString (const std::string &xml)
	Parse from XML string. More...
std::string	toXMLString () const
	Parse from XML string. More...

convention interface definition
Type	type_
string	id_
virtual void	build ()=0
	Convention ()
	Convention (const string &id, Type type)

Detailed Description

Abstract base class for convention objects.

Definition at line 55 of file conventions.hpp.

Member Enumeration Documentation

Type

enum class Type

strong

Supported convention types.

Enumerator
Zero
Deposit
Future
FRA
OIS
Swap
AverageOIS
TenorBasisSwap
TenorBasisTwoSwap
BMABasisSwap
FX
CrossCcyBasis
CrossCcyFixFloat
CDS
IborIndex
OvernightIndex
SwapIndex
ZeroInflationIndex
InflationSwap
SecuritySpread
CMSSpreadOption
CommodityForward
CommodityFuture
FxOption
BondYield

Definition at line 58 of file conventions.hpp.

                    {
        Zero,
        Deposit,
        Future,
        FRA,
        OIS,
        Swap,
        AverageOIS,
        TenorBasisSwap,
        TenorBasisTwoSwap,
        BMABasisSwap,
        FX,
        CrossCcyBasis,
        CrossCcyFixFloat,
        CDS,
        IborIndex,
        OvernightIndex,
        SwapIndex,
        ZeroInflationIndex,
        InflationSwap,
        SecuritySpread,
        CMSSpreadOption,
        CommodityForward,
        CommodityFuture,
        FxOption,
    BondYield
    };

Constructor & Destructor Documentation

~Convention()

virtual ~Convention ( )

virtual

Default destructor.

Definition at line 87 of file conventions.hpp.

{}

Convention() [1/2]

Convention ( )

protected

Definition at line 101 of file conventions.hpp.

{}

Convention() [2/2]

Convention ( const string &  id, Type  type  )

protected

Definition at line 70 of file conventions.cpp.

: type_(type), id_(id) {}

Member Function Documentation

id()

const string & id

(

)

const

Definition at line 91 of file conventions.hpp.

{ return id_; }

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type()

Type type

(

)

const

Definition at line 92 of file conventions.hpp.

{ return type_; }

build()

virtual void build ( )

pure virtual

Implemented in ZeroRateConvention, DepositConvention, FutureConvention, FraConvention, OisConvention, IborIndexConvention, OvernightIndexConvention, SwapIndexConvention, IRSwapConvention, AverageOisConvention, TenorBasisSwapConvention, TenorBasisTwoSwapConvention, BMABasisSwapConvention, FXConvention, CrossCcyBasisSwapConvention, CrossCcyFixFloatSwapConvention, CdsConvention, InflationSwapConvention, SecuritySpreadConvention, CmsSpreadOptionConvention, CommodityForwardConvention, CommodityFutureConvention, FxOptionConvention, ZeroInflationIndexConvention, and BondYieldConvention.

Member Data Documentation

type_

Type type_

protected

Definition at line 103 of file conventions.hpp.

id_

string id_

protected

Definition at line 104 of file conventions.hpp.