ores.refdata.zero_convention

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

Specifies the day count fraction and compounding method used when bootstrapping a discount or zero-rate curve in ORE. Corresponds to the <Zero> element in ORE conventions.xml. The id field is the natural key (ORE <Id> element).

1. Flags

2. Columns

2.1. id

Unique convention identifier.

Examples: 'EUR-ZERO-CONVENTIONS', 'USD-ZERO-CONVENTIONS'.

std::string("EUR-ZERO-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. tenor_based

Whether the curve is defined on a tenor grid (true) or on absolute dates (false).

true

2.4. day_count_fraction

Day count fraction code (canonical FpML, e.g. 'ACT/365.FIXED').

std::string("ACT/365.FIXED")

2.5. compounding

Compounding method (canonical CDM, e.g. 'Continuous'). Present only when tenor_based is true.

std::string("Continuous")

2.6. compounding_frequency

Frequency at which the rate is compounded (canonical CDM). Present only when compounding is 'Compounded'.

std::nullopt

2.7. tenor_calendar

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

std::string("TARGET")

2.8. spot_lag

Number of business days from today to the spot date.

std::nullopt

2.9. spot_calendar

Calendar used to compute the spot date.

std::nullopt

2.10. roll_convention

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

std::nullopt

2.11. end_of_month

Whether end-of-month convention applies.

std::nullopt

2.12. oresmd_uri

The oresmd URI of the market data this convention needs. The convention sets only the day count and compounding a zero or discount curve is bootstrapped with, so it names no series. Classification: requirement — the address states a curve-level need, with the term-structure point left open for resolution to pick. Uncertain: the oresmd grammar has no curve URI yet, so no such address can be written today.

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
tenor_based	Tenor Based
day_count_fraction	DCF
compounding	Compounding
tenor_calendar	Tenor Calendar
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
day_count_fraction	Day Count Fraction	dayCountFractionEdit	line_edit		true	e.g. ACT/365.FIXED
compounding	Compounding	compoundingEdit	line_edit			e.g. Continuous
compounding_frequency	Compounding Frequency	compoundingFrequencyEdit	line_edit			e.g. Annual
tenor_calendar	Tenor Calendar	tenorCalendarEdit	line_edit			e.g. TARGET
spot_calendar	Spot Calendar	spotCalendarEdit	line_edit
roll_convention	Roll Convention	rollConventionEdit	line_edit

4.7.2. Columns

enum_name	field	header	type	width
Id	id	Id	string	200
TenorBased	tenor_based	Tenor Based	bool	100
DayCountFraction	day_count_fraction	DCF	string	140
Compounding	compounding	Compounding	string	120
TenorCalendar	tenor_calendar	Tenor Calendar	string	130
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.