ZeroInflationIndexConvention Class Reference

#include <ored/configuration/conventions.hpp>

Inheritance diagram for ZeroInflationIndexConvention:

Collaboration diagram for ZeroInflationIndexConvention:

Public Member Functions
	ZeroInflationIndexConvention ()
	Constructor. More...
	ZeroInflationIndexConvention (const std::string &id, const std::string &regionName, const std::string &regionCode, bool revised, const std::string &frequency, const std::string &availabilityLag, const std::string &currency)
	Detailed constructor. More...
QuantLib::Region	region () const
bool	revised () const
QuantLib::Frequency	frequency () const
const QuantLib::Period &	availabilityLag () const
const QuantLib::Currency &	currency () const
void	fromXML (XMLNode *node) override
XMLNode *	toXML (XMLDocument &doc) const override
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
std::string	regionName_
std::string	regionCode_
bool	revised_
std::string	strFrequency_
std::string	strAvailabilityLag_
std::string	strCurrency_
QuantLib::Frequency	frequency_
QuantLib::Period	availabilityLag_
QuantLib::Currency	currency_

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 zero inflation index conventions

Definition at line 1748 of file conventions.hpp.

Constructor & Destructor Documentation

ZeroInflationIndexConvention() [1/2]

ZeroInflationIndexConvention

(

)

Constructor.

Definition at line 2431 of file conventions.cpp.

    : revised_(false), frequency_(Monthly) {}

ZeroInflationIndexConvention() [2/2]

ZeroInflationIndexConvention	(	const std::string &	id,
		const std::string &	regionName,
		const std::string &	regionCode,
		bool	revised,
		const std::string &	frequency,
		const std::string &	availabilityLag,
		const std::string &	currency
	)

Detailed constructor.

Definition at line 2434 of file conventions.cpp.

    : Convention(id, Type::ZeroInflationIndex),
      regionName_(regionName),
      regionCode_(regionCode),
      revised_(revised),
      strFrequency_(frequency),
      strAvailabilityLag_(availabilityLag),
      strCurrency_(currency),
      frequency_(Monthly) {
    build();
}

Here is the call graph for this function:

Member Function Documentation

region()

QuantLib::Region region

(

)

const

Definition at line 2453 of file conventions.cpp.

                                                          {
    return QuantLib::CustomRegion(regionName_, regionCode_);
}

revised()

bool revised

(

)

const

Definition at line 1763 of file conventions.hpp.

{ return revised_; }

frequency()

QuantLib::Frequency frequency

(

)

const

Definition at line 1764 of file conventions.hpp.

{ return frequency_; }

availabilityLag()

const QuantLib::Period & availabilityLag

(

)

const

Definition at line 1765 of file conventions.hpp.

{ return availabilityLag_; }

currency()

const QuantLib::Currency & currency

(

)

const

Definition at line 1766 of file conventions.hpp.

{ return currency_; }

fromXML()

void fromXML ( XMLNode *  node )

overridevirtual

Implements XMLSerializable.

Definition at line 2463 of file conventions.cpp.

                                                        {
 
    XMLUtils::checkNode(node, "ZeroInflationIndex");
    type_ = Type::ZeroInflationIndex;
    id_ = XMLUtils::getChildValue(node, "Id", true);
 
    regionName_ = XMLUtils::getChildValue(node, "RegionName", true);
    regionCode_ = XMLUtils::getChildValue(node, "RegionCode", true);
    revised_ = parseBool(XMLUtils::getChildValue(node, "Revised", true));
    strFrequency_ = XMLUtils::getChildValue(node, "Frequency", true);
    strAvailabilityLag_ = XMLUtils::getChildValue(node, "AvailabilityLag", true);
    strCurrency_ = XMLUtils::getChildValue(node, "Currency", true);
 
    build();
}

Here is the call graph for this function:

toXML()

XMLNode * toXML ( XMLDocument &  doc ) const

overridevirtual

Implements XMLSerializable.

Definition at line 2479 of file conventions.cpp.

                                                                   {
 
    XMLNode* node = doc.allocNode("ZeroInflationIndex");
    XMLUtils::addChild(doc, node, "Id", id_);
    XMLUtils::addChild(doc, node, "RegionName", regionName_);
    XMLUtils::addChild(doc, node, "RegionCode", regionCode_);
    XMLUtils::addChild(doc, node, "Revised", revised_);
    XMLUtils::addChild(doc, node, "Frequency", strFrequency_);
    XMLUtils::addChild(doc, node, "AvailabilityLag", strAvailabilityLag_);
    XMLUtils::addChild(doc, node, "Currency", strCurrency_);
 
    return node;
}

Here is the call graph for this function:

build()

void build ( )

overridevirtual

Implements Convention.

Definition at line 2457 of file conventions.cpp.

                                         {
    frequency_ = parseFrequency(strFrequency_);
    availabilityLag_ = parsePeriod(strAvailabilityLag_);
    currency_ = parseCurrency(strCurrency_);
}

Here is the call graph for this function:

Here is the caller graph for this function:

Member Data Documentation

regionName_

std::string regionName_

private

Definition at line 1773 of file conventions.hpp.

regionCode_

std::string regionCode_

private

Definition at line 1774 of file conventions.hpp.

revised_

bool revised_

private

Definition at line 1775 of file conventions.hpp.

strFrequency_

std::string strFrequency_

private

Definition at line 1776 of file conventions.hpp.

strAvailabilityLag_

std::string strAvailabilityLag_

private

Definition at line 1777 of file conventions.hpp.

strCurrency_

std::string strCurrency_

private

Definition at line 1778 of file conventions.hpp.

frequency_

QuantLib::Frequency frequency_

private

Definition at line 1780 of file conventions.hpp.

availabilityLag_

QuantLib::Period availabilityLag_

private

Definition at line 1781 of file conventions.hpp.

currency_

QuantLib::Currency currency_

private

Definition at line 1782 of file conventions.hpp.