DepositConvention Class Reference

Container for storing Deposit conventions. More...

#include <ored/configuration/conventions.hpp>

Inheritance diagram for DepositConvention:

Collaboration diagram for DepositConvention:

Public Member Functions
Constructors
	DepositConvention ()
	Default constructor. More...
	DepositConvention (const string &id, const string &index)
	Index based constructor. More...
	DepositConvention (const string &id, const string &calendar, const string &convention, const string &eom, const string &dayCounter, const string &settlementDays)
	Detailed constructor. More...
Inspectors
const string &	index () const
const Calendar &	calendar () const
BusinessDayConvention	convention () const
bool	eom ()
const DayCounter &	dayCounter () const
const Size	settlementDays () const
bool	indexBased ()
Public Member Functions inherited from Convention
virtual	~Convention ()
	Default destructor. More...
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...

Serialisation
string	index_
Calendar	calendar_
BusinessDayConvention	convention_
bool	eom_
DayCounter	dayCounter_
Size	settlementDays_
bool	indexBased_
string	strCalendar_
string	strConvention_
string	strEom_
string	strDayCounter_
string	strSettlementDays_
virtual void	fromXML (XMLNode *node) override
virtual XMLNode *	toXML (XMLDocument &doc) const override
virtual void	build () override

Additional Inherited Members
Public Types inherited from Convention
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...
Protected Member Functions inherited from Convention
	Convention ()
	Convention (const string &id, Type type)
Protected Attributes inherited from Convention
Type	type_
string	id_

Detailed Description

Container for storing Deposit conventions.

Definition at line 252 of file conventions.hpp.

Constructor & Destructor Documentation

DepositConvention() [1/3]

DepositConvention

(

)

Default constructor.

Definition at line 257 of file conventions.hpp.

{}

DepositConvention() [2/3]

DepositConvention	(	const string &	id,
		const string &	index
	)

Index based constructor.

Definition at line 168 of file conventions.cpp.

    : Convention(id, Type::Deposit), index_(index), indexBased_(true) {}

DepositConvention() [3/3]

DepositConvention	(	const string &	id,
		const string &	calendar,
		const string &	convention,
		const string &	eom,
		const string &	dayCounter,
		const string &	settlementDays
	)

Detailed constructor.

Definition at line 171 of file conventions.cpp.

    : Convention(id, Type::Deposit), indexBased_(false), strCalendar_(calendar), strConvention_(convention),
      strEom_(eom), strDayCounter_(dayCounter), strSettlementDays_(settlementDays) {
    build();
}

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Member Function Documentation

index()

const string & index

(

)

const

Definition at line 267 of file conventions.hpp.

{ return index_; }

calendar()

const Calendar & calendar

(

)

const

Definition at line 268 of file conventions.hpp.

{ return calendar_; }

convention()

BusinessDayConvention convention

(

)

const

Definition at line 269 of file conventions.hpp.

{ return convention_; }

eom()

bool eom

(

)

Definition at line 270 of file conventions.hpp.

{ return eom_; }

dayCounter()

const DayCounter & dayCounter

(

)

const

Definition at line 271 of file conventions.hpp.

{ return dayCounter_; }

settlementDays()

const Size settlementDays

(

)

const

Definition at line 272 of file conventions.hpp.

{ return settlementDays_; }

indexBased()

bool indexBased

(

)

Definition at line 273 of file conventions.hpp.

{ return indexBased_; }

fromXML()

void fromXML ( XMLNode *  node )

overridevirtual

Implements XMLSerializable.

Definition at line 186 of file conventions.cpp.

                                             {
 
    XMLUtils::checkNode(node, "Deposit");
    type_ = Type::Deposit;
    id_ = XMLUtils::getChildValue(node, "Id", true);
    indexBased_ = XMLUtils::getChildValueAsBool(node, "IndexBased", true);
 
    // Get string values from xml
    if (indexBased_) {
        index_ = XMLUtils::getChildValue(node, "Index", true);
    } else {
        strCalendar_ = XMLUtils::getChildValue(node, "Calendar", true);
        strConvention_ = XMLUtils::getChildValue(node, "Convention", true);
        strEom_ = XMLUtils::getChildValue(node, "EOM", true);
        strDayCounter_ = XMLUtils::getChildValue(node, "DayCounter", true);
        strSettlementDays_ = XMLUtils::getChildValue(node, "SettlementDays", true);
        build();
    }
}

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toXML()

XMLNode * toXML ( XMLDocument &  doc ) const

overridevirtual

Implements XMLSerializable.

Definition at line 206 of file conventions.cpp.

                                                        {
 
    XMLNode* node = doc.allocNode("Deposit");
    XMLUtils::addChild(doc, node, "Id", id_);
    XMLUtils::addChild(doc, node, "IndexBased", indexBased_);
    if (indexBased_) {
        XMLUtils::addChild(doc, node, "Index", index_);
    } else {
        XMLUtils::addChild(doc, node, "Calendar", strCalendar_);
        XMLUtils::addChild(doc, node, "Convention", strConvention_);
        XMLUtils::addChild(doc, node, "EOM", strEom_);
        XMLUtils::addChild(doc, node, "DayCounter", strDayCounter_);
        XMLUtils::addChild(doc, node, "SettlementDays", strSettlementDays_);
    }
 
    return node;
}

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build()

void build ( )

overridevirtual

Implements Convention.

Definition at line 178 of file conventions.cpp.

                              {
    calendar_ = parseCalendar(strCalendar_);
    convention_ = parseBusinessDayConvention(strConvention_);
    eom_ = parseBool(strEom_);
    dayCounter_ = parseDayCounter(strDayCounter_);
    settlementDays_ = parseInteger(strSettlementDays_);
}

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Member Data Documentation

index_

string index_

private

Definition at line 284 of file conventions.hpp.

calendar_

Calendar calendar_

private

Definition at line 285 of file conventions.hpp.

convention_

BusinessDayConvention convention_

private

Definition at line 286 of file conventions.hpp.

eom_

bool eom_

private

Definition at line 287 of file conventions.hpp.

dayCounter_

DayCounter dayCounter_

private

Definition at line 288 of file conventions.hpp.

settlementDays_

Size settlementDays_

private

Definition at line 289 of file conventions.hpp.

indexBased_

bool indexBased_

private

Definition at line 290 of file conventions.hpp.

strCalendar_

string strCalendar_

private

Definition at line 293 of file conventions.hpp.

strConvention_

string strConvention_

private

Definition at line 294 of file conventions.hpp.

strEom_

string strEom_

private

Definition at line 295 of file conventions.hpp.

strDayCounter_

string strDayCounter_

private

Definition at line 296 of file conventions.hpp.

strSettlementDays_

string strSettlementDays_

private

Definition at line 297 of file conventions.hpp.