Repository for currency dependent market conventions. More...

#include <ored/configuration/conventions.hpp>

Inheritance diagram for Conventions:

Public Member Functions
	Conventions ()
	Default constructor.

QuantLib::ext::shared_ptr< Convention >	get (const string &id) const

std::pair< bool, QuantLib::ext::shared_ptr< Convention > >	get (const std::string &id, const Convention::Type &type) const

std::set< QuantLib::ext::shared_ptr< Convention > >	get (const Convention::Type &type) const

QuantLib::ext::shared_ptr< Convention >	getFxConvention (const string &ccy1, const string &ccy2) const

bool	has (const std::string &id) const
	Checks if we have a convention with the given `id`.

bool	has (const std::string &id, const Convention::Type &type) const
	Checks if we have a convention with the given `id` and `type`.

void	clear () const

void	add (const QuantLib::ext::shared_ptr< Convention > &convention) const

Public Member Functions inherited from XMLSerializable
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.

Serialisation
virtual void	fromXML (XMLNode *node) override

virtual XMLNode *	toXML (XMLDocument &doc) const override

Detailed Description

Repository for currency dependent market conventions.

Member Function Documentation

◆ get() [1/3]

QuantLib::ext::shared_ptr<Convention> get ( const string & id ) const

Returns the convention if found and throws if not

◆ get() [2/3]

std::pair<bool, QuantLib::ext::shared_ptr<Convention> > get	(	const std::string &	id,
		const Convention::Type &	type
	)		const

Get a convention with the given id and type. If no convention of the given type with the given id is found, the first element of the returned pair is false and the second element is a nullptr. If a convention is found, the first element of the returned pair is true and the second element holds the convention.

◆ get() [3/3]

std::set<QuantLib::ext::shared_ptr<Convention> > get ( const Convention::Type & type ) const

Get all conventions of a given type

◆ getFxConvention()

QuantLib::ext::shared_ptr<Convention> getFxConvention	(	const string &	ccy1,
		const string &	ccy2
	)		const

Find a convention for an FX pair

◆ clear()

void clear ( ) const

Clear all conventions

◆ add()

void add ( const QuantLib::ext::shared_ptr< Convention > & convention ) const

Add a convention. This will overwrite an existing convention with the same id

Public Member Functions

Serialisation