FraConvention Class Reference

Container for storing Forward rate Agreement conventions. More...

#include <ored/configuration/conventions.hpp>

Inheritance diagram for FraConvention:

Collaboration diagram for FraConvention:

Public Member Functions
Constructors
	FraConvention ()
	Default constructor. More...
	FraConvention (const string &id, const string &index)
	Index based constructor. More...
Inspectors
QuantLib::ext::shared_ptr< IborIndex >	index () const
const string &	indexName () const
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	strIndex_
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 Forward rate Agreement conventions.

Definition at line 342 of file conventions.hpp.

Constructor & Destructor Documentation

FraConvention() [1/2]

FraConvention

(

)

Default constructor.

Definition at line 347 of file conventions.hpp.

{}

FraConvention() [2/2]

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

Index based constructor.

Definition at line 261 of file conventions.cpp.

                                                                  : Convention(id, Type::FRA), strIndex_(index) {
    parseIborIndex(strIndex_);
}

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Member Function Documentation

index()

QuantLib::ext::shared_ptr< IborIndex > index

(

)

const

Definition at line 283 of file conventions.cpp.

{ return parseIborIndex(strIndex_); }

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indexName()

const string & indexName

(

)

const

Definition at line 355 of file conventions.hpp.

{ return strIndex_; }

fromXML()

void fromXML ( XMLNode *  node )

overridevirtual

Implements XMLSerializable.

Definition at line 265 of file conventions.cpp.

                                         {
 
    XMLUtils::checkNode(node, "FRA");
    type_ = Type::FRA;
    id_ = XMLUtils::getChildValue(node, "Id", true);
    strIndex_ = XMLUtils::getChildValue(node, "Index", true);
    parseIborIndex(strIndex_);
}

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toXML()

XMLNode * toXML ( XMLDocument &  doc ) const

overridevirtual

Implements XMLSerializable.

Definition at line 274 of file conventions.cpp.

                                                    {
 
    XMLNode* node = doc.allocNode("FRA");
    XMLUtils::addChild(doc, node, "Id", id_);
    XMLUtils::addChild(doc, node, "Index", strIndex_);
 
    return node;
}

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build()

virtual void build ( )

overridevirtual

Implements Convention.

Definition at line 362 of file conventions.hpp.

{}

Member Data Documentation

strIndex_

string strIndex_

private

Definition at line 366 of file conventions.hpp.