Reference manual - version ored_version
#include <ored/configuration/conventions.hpp>
Inheritance diagram for CrossCcyFixFloatSwapConvention:Public Member Functions | |
Constructors | |
| CrossCcyFixFloatSwapConvention () | |
| Default constructor. | |
| CrossCcyFixFloatSwapConvention (const std::string &id, const std::string &settlementDays, const std::string &settlementCalendar, const std::string &settlementConvention, const std::string &fixedCurrency, const std::string &fixedFrequency, const std::string &fixedConvention, const std::string &fixedDayCounter, const std::string &index, const std::string &eom="", const std::string &strIsResettable="", const std::string &strFloatIndexIsResettable="") | |
| Detailed constructor. | |
Inspectors | |
| QuantLib::Natural | settlementDays () const |
| const QuantLib::Calendar & | settlementCalendar () const |
| QuantLib::BusinessDayConvention | settlementConvention () const |
| const QuantLib::Currency & | fixedCurrency () const |
| QuantLib::Frequency | fixedFrequency () const |
| QuantLib::BusinessDayConvention | fixedConvention () const |
| const QuantLib::DayCounter & | fixedDayCounter () const |
| boost::shared_ptr< QuantLib::IborIndex > | index () const |
| bool | eom () const |
| bool | isResettable () const |
| bool | floatIndexIsResettable () const |
Serialisation interface | |
| void | fromXML (XMLNode *node) override |
| XMLNode * | toXML (XMLDocument &doc) override |
| Public Member Functions inherited from Convention | |
| virtual | ~Convention () |
| Default destructor. | |
| const string & | id () const |
| Type | type () 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. | |
Convention interface | |
| void | build () override |
Additional Inherited Members | |
| Public Types inherited from Convention | |
| 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. | |
| Protected Member Functions inherited from Convention | |
| Convention () | |
| Convention (const string &id, Type type) | |
| Protected Attributes inherited from Convention | |
| Type | type_ |
| string | id_ |
Container for storing Cross Currency Fix vs Float Swap quote conventions
