#include <ored/configuration/conventions.hpp>

Inheritance diagram for BondYieldConvention:

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) const 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) const

void	fromXMLString (const std::string &xml)
	Parse from XML string.

std::string	toXMLString () const
	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_

Detailed Description

Container for storing bond yield calculation conventions

Public Member Functions