ores.refdata.fx_convention
Table of Contents
Defines the spot settlement lag, pip factor, and adjustment conventions for a currency pair. Corresponds to the <FX> element in ORE conventions.xml. The id typically takes the form 'CCY1-CCY2-FX-CONVENTIONS'.
Flags
Primary key
Unique convention identifier.
Examples: 'EUR-USD-FX-CONVENTIONS', 'GBP-USD-FX-CONVENTIONS'.
std::string("EUR-USD-FX-CONVENTIONS")
Natural keys
Columns
spot_days
Number of business days from trade to spot settlement (usually 2).
2
source_currency
ISO 4217 code of the source (base) currency (e.g. 'EUR').
std::string("EUR")
target_currency
ISO 4217 code of the target (quote) currency (e.g. 'USD').
std::string("USD")
points_factor
Divisor applied to quoted FX points to obtain the rate increment (e.g. 10000.0 for most pairs).
10000.0
advance_calendar
Calendar used when advancing from spot to forward dates.
std::nullopt
spot_relative
Whether forward dates are generated relative to the spot date.
std::nullopt
end_of_month
Whether end-of-month convention applies.
std::nullopt
convention
Business day convention for forward dates (canonical FpML).
std::nullopt
SQL
Flags
C++
Flags
Repository
Domain includes
#include <chrono> #include <string> #include <optional>
Entity includes
#include <string> #include <optional> #include "sqlgen/Timestamp.hpp"
Conventions
Table display
| column | header |
|---|---|
| id | Id |
| source_currency | Source CCY |
| target_currency | Target CCY |
| spot_days | Spot Days |
| 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 |
| source_currency | Source Currency | sourceCurrencyEdit | line_edit | true | e.g. EUR | |
| target_currency | Target Currency | targetCurrencyEdit | line_edit | true | e.g. USD | |
| spot_days | Spot Days | spotDaysEdit | spin_box | |||
| advance_calendar | Advance Calendar | advanceCalendarEdit | line_edit | e.g. TARGET | ||
| convention | Convention | conventionEdit | line_edit | e.g. ModifiedFollowing | ||
| spot_relative | Spot Relative | spotRelativeEdit | check_box | |||
| end_of_month | End Of Month | endOfMonthEdit | check_box |
Columns (Qt model)
| enum_name | field | header | type | width |
|---|---|---|---|---|
| Id | id | Id | string | 220 |
| SourceCurrency | source_currency | Source CCY | string | 90 |
| TargetCurrency | target_currency | Target CCY | string | 90 |
| SpotDays | spot_days | Spot Days | int | 80 |
| 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.