Conventions Class Reference

Repository for currency dependent market conventions. More...

#include <ored/configuration/conventions.hpp>

Inheritance diagram for Conventions:

Public Member Functions
	Conventions ()
	Default constructor.
boost::shared_ptr< Convention >	get (const string &id) const
std::pair< bool, boost::shared_ptr< Convention > >	get (const std::string &id, const Convention::Type &type) const
std::set< boost::shared_ptr< Convention > >	get (const Convention::Type &type) const
boost::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 boost::shared_ptr< Convention > &convention) const
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.

Serialisation
virtual void	fromXML (XMLNode *node) override
virtual XMLNode *	toXML (XMLDocument &doc) override

Detailed Description

Repository for currency dependent market conventions.

Member Function Documentation

get() [1/3]

boost::shared_ptr<Convention> get

(

const string &

id

)

const

Returns the convention if found and throws if not

get() [2/3]

std::pair<bool, boost::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<boost::shared_ptr<Convention> > get

(

const Convention::Type &

type

)

const

Get all conventions of a given type

getFxConvention()

boost::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 boost::shared_ptr< Convention > &

convention

)

const

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