Abstract base class for convention objects. More...
#include <ored/configuration/conventions.hpp>
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)=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) | |
Abstract base class for convention objects.