CommodityFutureConvention::ProhibitedExpiry Class Reference

Class to hold prohibited expiry information. More...

#include <ored/configuration/conventions.hpp>

Inheritance diagram for CommodityFutureConvention::ProhibitedExpiry:

Public Member Functions
	ProhibitedExpiry (const QuantLib::Date &expiry, bool forFuture=true, QuantLib::BusinessDayConvention futureBdc=QuantLib::Preceding, bool forOption=true, QuantLib::BusinessDayConvention optionBdc=QuantLib::Preceding)
const QuantLib::Date &	expiry () const
bool	forFuture () const
QuantLib::BusinessDayConvention	futureBdc () const
bool	forOption () const
QuantLib::BusinessDayConvention	optionBdc () const
void	fromXML (XMLNode *node) override
XMLNode *	toXML (XMLDocument &doc) override
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.

Detailed Description

Class to hold prohibited expiry information.