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Reference manual - version ored_version
Public Types | Public Member Functions | List of all members
Convention Class Referenceabstract

Abstract base class for convention objects. More...

#include <ored/configuration/conventions.hpp>

+ Inheritance diagram for Convention:

Public Types

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.
 

Public Member Functions

virtual ~Convention ()
 Default destructor.
 
Inspectors
const string & id () const
 
Type type () const
 
- Public Member Functions inherited from XMLSerializable
virtual void fromXML (XMLNode *node)=0
 
virtual XMLNodetoXML (XMLDocument &doc)=0
 
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.
 

convention interface definition

Type type_
 
string id_
 
virtual void build ()=0
 
 Convention ()
 
 Convention (const string &id, Type type)
 

Detailed Description

Abstract base class for convention objects.