Reference manual - version ored_version
Container for storing Tenor Basis Swap conventions. More...
#include <ored/configuration/conventions.hpp>
Inheritance diagram for TenorBasisSwapConvention:Public Member Functions | |
Constructors | |
| TenorBasisSwapConvention () | |
| Default constructor. | |
| TenorBasisSwapConvention (const string &id, const string &longIndex, const string &shortIndex, const string &shortPayTenor="", const string &longPayTenor="", const string &spreadOnShort="", const string &includeSpread="", const string &subPeriodsCouponType="") | |
| Detailed constructor. | |
Inspectors | |
| boost::shared_ptr< IborIndex > | longIndex () const |
| boost::shared_ptr< IborIndex > | shortIndex () const |
| const string & | longIndexName () const |
| const string & | shortIndexName () const |
| const Period & | shortPayTenor () const |
| const Period & | longPayTenor () const |
| bool | spreadOnShort () const |
| bool | includeSpread () const |
| SubPeriodsCoupon1::Type | subPeriodsCouponType () const |
| 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. | |
Serialisation | |
| virtual void | fromXML (XMLNode *node) override |
| virtual XMLNode * | toXML (XMLDocument &doc) override |
| virtual 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 Tenor Basis Swap conventions.
