All convention types extracted from a single ORE conventions.xml file. More...
#include <conventions_mapper.hpp>
Collaboration diagram for mapped_conventions:
Public Attributes | |
| std::vector< refdata::domain::zero_convention > | zero |
| std::vector< refdata::domain::deposit_convention > | deposit |
| std::vector< refdata::domain::swap_convention > | swap |
| std::vector< refdata::domain::ois_convention > | ois |
| std::vector< refdata::domain::fra_convention > | fra |
| std::vector< refdata::domain::ibor_index_convention > | ibor_index |
| std::vector< refdata::domain::overnight_index_convention > | overnight_index |
| std::vector< refdata::domain::fx_convention > | fx |
| std::vector< refdata::domain::cds_convention > | cds |
Detailed Description
All convention types extracted from a single ORE conventions.xml file.
The nine fields correspond to the nine convention categories currently modelled in the ORES refdata domain. ORE conventions.xml contains additional types (AverageOIS, TenorBasisSwap, CrossCurrencyBasis, InflationSwap, etc.) that are not yet modelled and are silently skipped during import.
