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 XMLNode *	toXML (XMLDocument &doc) const =0

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.

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.

Public Types