#include <ored/configuration/conventions.hpp>
Public Member Functions | |
ZeroInflationIndexConvention () | |
Constructor. | |
ZeroInflationIndexConvention (const std::string &id, const std::string ®ionName, const std::string ®ionCode, bool revised, const std::string &frequency, const std::string &availabilityLag, const std::string ¤cy) | |
Detailed constructor. | |
QuantLib::Region | region () const |
bool | revised () const |
QuantLib::Frequency | frequency () const |
const QuantLib::Period & | availabilityLag () const |
const QuantLib::Currency & | currency () const |
void | fromXML (XMLNode *node) override |
XMLNode * | toXML (XMLDocument &doc) override |
void | build () 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. | |
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 zero inflation index conventions