ores.refdata.deposit_convention
Table of Contents
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. party_id
The party that owns the document this row belongs to. Set from the session that writes the document, and enforced by row level security, so a party sees only its own configuration.
ctx.generate_uuid()
2.3. 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
2.4. index
IBOR index identifier (e.g. 'USD-LIBOR') used when index_based.
std::string("USD-LIBOR")
2.5. calendar
Settlement calendar (e.g. 'TARGET', 'US-FED').
std::nullopt
2.6. convention
Business day convention applied to settlement dates (canonical FpML).
std::nullopt
2.7. end_of_month
Whether end-of-month convention applies.
std::nullopt
2.8. day_count_fraction
Day count fraction code (canonical FpML, e.g. 'ACT/360').
std::nullopt
2.9. settlement_days
Number of business days from trade date to settlement.
std::nullopt
2.10. oresmd_uri
The oresmd URI of the market data this convention needs: the IBOR index of
a deposit when index_based is set, for example
'oresmd://ir/EUR?type=fixing&index=ibor&name=EURIBOR&tenor=6M' for
'EUR-EURIBOR-6M'. Classification: identifier — the index name is complete,
so the address pins one series.
The column holds the address as a value, so refdata depends on the oresmd format as a contract only and never on the marketdata library or its tables. Nullable, because no convention is required to state its address yet.
std::nullopt
3. SQL
3.1. Flags
4. C++
4.1. Flags
4.2. Repository
4.3. Domain includes
#include <string> #include <optional>
4.4. Entity includes
#include <string> #include <optional>
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.