A business day convention code from the FpML BusinessDayConventionEnum. More...
#include <business_day_convention.hpp>
Collaboration diagram for business_day_convention:
Public Attributes | |
| int | version = 0 |
| Version number for optimistic locking and change tracking. | |
| utility::uuid::tenant_id | tenant_id = utility::uuid::tenant_id::system() |
| Tenant identifier for multi-tenancy isolation. | |
| std::string | code |
| Canonical FpML code (e.g. "ModifiedFollowing", "Unadjusted"). | |
| std::string | name |
| Human-readable name (e.g. "Modified Following"). | |
| std::string | description |
| Description of the adjustment rule. | |
| int | display_order = 0 |
| Suggested display order in UI lists. | |
| std::string | modified_by |
| Username of the person who recorded this version. | |
| std::string | change_reason_code |
| Code identifying the reason for the change. | |
| std::string | change_commentary |
| Free-text commentary explaining the change. | |
| std::string | performed_by |
| Username of the account that performed this operation. | |
| std::chrono::system_clock::time_point | recorded_at |
| Timestamp when this version of the record was recorded. | |
Detailed Description
A business day convention code from the FpML BusinessDayConventionEnum.
Business day conventions describe how a date that falls on a non-business day should be adjusted. The canonical codes follow FpML 5.x naming:
- "Following" — next business day
- "ModifiedFollowing" — next business day unless it crosses a month boundary, in which case the preceding one
- "Preceding" — preceding business day
- "ModifiedPreceding" — preceding unless it crosses a month boundary
- "Unadjusted" — no adjustment
- "HalfMonthModifiedFollowing" — as modified following but also adjusted at the 15th of the month
- "Nearest" — closest business day (forward preferred)
ORE XML allows many aliases for the same convention (e.g. "F", "Following", "FOLLOWING"). The mapper normalises all aliases to the canonical FpML code.
