#include <ored/configuration/conventions.hpp>

Inheritance diagram for CommodityForwardConvention:

Public Member Functions
Constructors
	CommodityForwardConvention ()
	Default constructor.

	CommodityForwardConvention (const string &id, const string &spotDays="", const string &pointsFactor="", const string &advanceCalendar="", const string &spotRelative="", BusinessDayConvention bdc=Following, bool outright=true)
	Detailed constructor.

Inspectors
Natural	spotDays () const

Real	pointsFactor () const

const Calendar &	advanceCalendar () const

string	strAdvanceCalendar () const

bool	spotRelative () const

BusinessDayConvention	bdc () const

bool	outright () const

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.

Serialisation
virtual void	fromXML (XMLNode *node) override

virtual XMLNode *	toXML (XMLDocument &doc) 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.

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 Commodity forward quote conventions

Public Member Functions