ores.refdata.deposit_convention

1. Flags
2. Columns
3. SQL
- 3.1. Flags
4. C++
5. See also

Specifies the settlement lag, calendar, and day count for short-term deposits used as the near-end instruments when bootstrapping a yield curve. Corresponds to the <Deposit> element in ORE conventions.xml. When index_based is true the remaining fields may be omitted and are instead inherited from the referenced IBOR index convention.

1. Flags

2. Columns

2.1. id

Unique convention identifier.

Examples: 'USD-LIBOR-CONVENTIONS', 'EUR-EURIBOR-CONVENTIONS'.

std::string("USD-LIBOR-CONVENTIONS")

2.2. index_based

Whether the deposit conventions are derived from an IBOR index. When true, index must be set and the remaining fields are optional.

true

2.3. index

IBOR index identifier (e.g. 'USD-LIBOR') used when index_based.

std::string("USD-LIBOR")

2.4. calendar

Settlement calendar (e.g. 'TARGET', 'US-FED').

std::nullopt

2.5. convention

Business day convention applied to settlement dates (canonical FpML).

std::nullopt

2.6. end_of_month

Whether end-of-month convention applies.

std::nullopt

2.7. day_count_fraction

Day count fraction code (canonical FpML, e.g. 'ACT/360').

std::nullopt

2.8. settlement_days

Number of business days from trade date to settlement.

std::nullopt

3. SQL

3.1. Flags

4. C++

4.1. Flags

4.2. Repository

4.3. Domain includes

#include <chrono>
#include <string>
#include <optional>

4.4. Entity includes

#include <string>
#include <optional>
#include "sqlgen/Timestamp.hpp"

4.5. Conventions

4.6. Table display

column	header
id	Id
index_based	Index Based
index	Index
calendar	Calendar
day_count_fraction	DCF
modified_by	Modified By
version	Version

4.7. Presentation

4.7.1. Detail fields

field	label	widget	type	is_key	is_required	placeholder
id	Id	idEdit	line_edit	true	true	Enter convention id
index_based	Index Based	indexBasedEdit	check_box
index	Index	indexEdit	line_edit			e.g. USD-LIBOR
calendar	Calendar	calendarEdit	line_edit			e.g. TARGET
convention	Convention	conventionEdit	line_edit			e.g. Following
day_count_fraction	Day Count Fraction	dayCountFractionEdit	line_edit			e.g. ACT/360
end_of_month	End Of Month	endOfMonthEdit	check_box
settlement_days	Settlement Days	settlementDaysEdit	spin_box

4.7.2. Columns

enum_name	field	header	type	width
Id	id	Id	string	200
IndexBased	index_based	Index Based	bool	100
Index	index	Index	string	140
Calendar	calendar	Calendar	string	120
DayCountFraction	day_count_fraction	DCF	string	100
Version	version	Version	int	80
ModifiedBy	modified_by	Modified By	string	120
RecordedAt	recorded_at	Recorded At	timestamp	150

4.8. Custom repository methods

5. See also

ores.refdata — component group overview.