ores.refdata.overnight_index_convention

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

Defines the fixing calendar, day count, and settlement lag for a risk-free overnight rate index. Corresponds to the <OvernightIndex> element in ORE conventions.xml.

1. Flags

2. Columns

2.1. id

Unique index identifier.

Examples: 'EUR-EONIA', 'USD-SOFR', 'GBP-SONIA'.

std::string("EUR-EONIA")

2.2. fixing_calendar

Calendar used to determine valid fixing dates (e.g. 'TARGET').

std::string("TARGET")

2.3. day_count_fraction

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

std::string("ACT/360")

2.4. settlement_days

Number of business days from fixing to value date (usually 0 or 1).

3. SQL

3.1. Flags

4. C++

4.1. Flags

4.2. Repository

4.3. Domain includes

#include <chrono>
#include <string>

4.4. Entity includes

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

4.5. Conventions

4.6. Table display

column	header
id	Id
fixing_calendar	Fixing Calendar
day_count_fraction	DCF
settlement_days	Settlement Days
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 index id
fixing_calendar	Fixing Calendar	fixingCalendarEdit	line_edit		true	e.g. TARGET
day_count_fraction	Day Count Fraction	dayCountFractionEdit	line_edit		true	e.g. ACT/360
settlement_days	Settlement Days	settlementDaysEdit	spin_box

4.7.2. Columns

enum_name	field	header	type	width
Id	id	Id	string	180
FixingCalendar	fixing_calendar	Fixing Calendar	string	130
DayCountFraction	day_count_fraction	DCF	string	100
SettlementDays	settlement_days	Settlement Days	int	110
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.