SwapIndexConvention Class Reference

Container for storing Swap Index conventions. More...

#include <ored/configuration/conventions.hpp>

Inheritance diagram for SwapIndexConvention:

Collaboration diagram for SwapIndexConvention:

Public Member Functions
	SwapIndexConvention ()
	SwapIndexConvention (const string &id, const string &conventions, const string &fixingCalendar="")
const string &	conventions () const
const string &	fixingCalendar () const
virtual void	fromXML (XMLNode *node) override
virtual XMLNode *	toXML (XMLDocument &doc) const override
virtual void	build () override
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...

Private Attributes
string	strConventions_
string	fixingCalendar_

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 Swap Index conventions.

Definition at line 494 of file conventions.hpp.

Constructor & Destructor Documentation

SwapIndexConvention() [1/2]

SwapIndexConvention

(

)

Definition at line 496 of file conventions.hpp.

{}

SwapIndexConvention() [2/2]

SwapIndexConvention	(	const string &	id,
		const string &	conventions,
		const string &	fixingCalendar = ""
	)

Definition at line 443 of file conventions.cpp.

    : Convention(id, Type::SwapIndex), strConventions_(conventions), fixingCalendar_(fixingCalendar) {}

Member Function Documentation

conventions()

const string & conventions

(

)

const

Definition at line 499 of file conventions.hpp.

{ return strConventions_; }

fixingCalendar()

const string & fixingCalendar

(

)

const

Definition at line 500 of file conventions.hpp.

{ return fixingCalendar_; }

fromXML()

void fromXML ( XMLNode *  node )

overridevirtual

Implements XMLSerializable.

Definition at line 446 of file conventions.cpp.

                                               {
 
    XMLUtils::checkNode(node, "SwapIndex");
    type_ = Type::SwapIndex;
    id_ = XMLUtils::getChildValue(node, "Id", true);
 
    // Get string values from xml
    strConventions_ = XMLUtils::getChildValue(node, "Conventions", true);
    fixingCalendar_ = XMLUtils::getChildValue(node, "FixingCalendar", false);
}

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toXML()

XMLNode * toXML ( XMLDocument &  doc ) const

overridevirtual

Implements XMLSerializable.

Definition at line 457 of file conventions.cpp.

                                                          {
 
    XMLNode* node = doc.allocNode("SwapIndex");
    XMLUtils::addChild(doc, node, "Id", id_);
    XMLUtils::addChild(doc, node, "Conventions", strConventions_);
    XMLUtils::addChild(doc, node, "FixingCalendar", fixingCalendar_);
 
    return node;
}

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build()

virtual void build ( )

overridevirtual

Implements Convention.

Definition at line 504 of file conventions.hpp.

{};

Member Data Documentation

strConventions_

string strConventions_

private

Definition at line 507 of file conventions.hpp.

fixingCalendar_

string fixingCalendar_

private

Definition at line 508 of file conventions.hpp.