ores.refdata.fra_convention
Table of Contents
A FRA convention ties a FRA instrument to an IBOR index whose own conventions (calendar, day count, settlement) govern the FRA. Corresponds to the <FRA> element in ORE conventions.xml.
Flags
Primary key
Unique convention identifier.
Examples: 'EUR-6M-FRA-CONVENTIONS', 'USD-3M-FRA-CONVENTIONS'.
std::string("EUR-6M-FRA-CONVENTIONS")
Natural keys
Columns
index
IBOR index identifier (e.g. 'EUR-EURIBOR-6M'). All settlement, calendar, and day count details are inherited from the referenced index convention.
std::string("EUR-EURIBOR-6M")
SQL
Flags
C++
Flags
Repository
Domain includes
#include <chrono> #include <string>
Entity includes
#include <string> #include "sqlgen/Timestamp.hpp"
Conventions
Table display
| column | header |
|---|---|
| id | Id |
| index | Index |
| modified_by | Modified By |
| version | Version |
Qt
Detail fields
| field | label | widget | type | is_key | is_required | placeholder |
|---|---|---|---|---|---|---|
| id | Id | idEdit | line_edit | true | true | Enter convention id |
| index | Index | indexEdit | line_edit | true | e.g. EUR-EURIBOR-6M |
Columns (Qt model)
| enum_name | field | header | type | width |
|---|---|---|---|---|
| Id | id | Id | string | 220 |
| Index | index | Index | string | 180 |
| Version | version | Version | int | 80 |
| ModifiedBy | modified_by | Modified By | string | 120 |
| RecordedAt | recorded_at | Recorded At | timestamp | 150 |
Custom repository methods
See also
- ores.refdata — component group overview.