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Reference manual - version ored_version
Convention Class Referenceabstract

Abstract base class for convention objects. More...

#include <ored/configuration/conventions.hpp>

Inheritance diagram for Convention:

Public Types

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 ,
  FxOptionTimeWeighting , BondYield
}
 Supported convention types.

Public Member Functions

virtual ~Convention ()
 Default destructor.
Inspectors
const stringid () const
Type type () const
Public Member Functions inherited from XMLSerializable
virtual void fromXML (XMLNode *node)=0
virtual XMLNode * toXML (XMLDocument &doc) const =0
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.
std::string toXMLStringUnformatted () const

convention interface definition

Type type_
string id_
virtual void build ()=0
 Convention (const string &id, Type type)

Detailed Description

Abstract base class for convention objects.

Member Function Documentation

◆ build()

virtual void build ( )
pure virtual

Implemented in CommodityFutureConvention.