#include <ored/configuration/conventions.hpp>
Public Member Functions | |
BondYieldConvention () | |
Constructor. | |
BondYieldConvention (const std::string &id, const std::string &compoundingName, const std::string &frequencyName, const std::string &priceTypeName, Real accuracy, Size maxEvaluations, Real guess) | |
Detailed constructor. | |
std::string | compoundingName () const |
Compounding | compounding () const |
std::string | frequencyName () const |
Frequency | frequency () const |
QuantLib::Bond::Price::Type | priceType () const |
std::string | priceTypeName () const |
QuantLib::Real | accuracy () const |
QuantLib::Size | maxEvaluations () const |
QuantLib::Real | guess () const |
void | fromXML (XMLNode *node) override |
XMLNode * | toXML (XMLDocument &doc) override |
void | build () override |
Public Member Functions inherited from Convention | |
virtual | ~Convention () |
Default destructor. | |
const string & | id () const |
Type | type () const |
Public Member Functions inherited from XMLSerializable | |
void | fromFile (const std::string &filename) |
void | toFile (const std::string &filename) |
void | fromXMLString (const std::string &xml) |
Parse from XML string. | |
std::string | toXMLString () |
Parse from XML string. | |
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. | |
Protected Member Functions inherited from Convention | |
Convention () | |
Convention (const string &id, Type type) | |
Protected Attributes inherited from Convention | |
Type | type_ |
string | id_ |
Container for storing bond yield calculation conventions