bbldc::DayCountConvention Struct Reference

#include <bbldc_daycountconvention.h>

Public Types
enum	Enum {   e_ACTUAL_360 = 0 , e_ACTUAL_365_FIXED = 1 , e_ISDA_ACTUAL_ACTUAL = 3 , e_ISMA_30_360 = 5 ,   e_PSA_30_360_EOM = 6 , e_SIA_30_360_EOM = 7 , e_SIA_30_360_NEOM = 8 , e_PERIOD_ICMA_ACTUAL_ACTUAL = 9 ,   e_CALENDAR_BUS_252 = 10 , e_ISDA_30_360_EOM = 11 , e_NL_365 = 12 , e_ACTUAL_365_25 = 13 ,   BBEDC_ACTUAL_360 = e_ACTUAL_360 , BBEDC_ACTUAL_365_FIXED = e_ACTUAL_365_FIXED , BBEDC_ICMA_ACTUAL_ACTUAL_NOT_IMPLEMENTED = 2 , BBEDC_ISDA_ACTUAL_ACTUAL = e_ISDA_ACTUAL_ACTUAL ,   BBEDC_ISMA_ACTUAL_ACTUAL_NOT_IMPLEMENTED = 4 , BBEDC_ISMA_30_360 = e_ISMA_30_360 , BBEDC_PSA_30_360_EOM = e_PSA_30_360_EOM , BBEDC_SIA_30_360_EOM = e_SIA_30_360_EOM ,   BBEDC_SIA_30_360_NEOM = e_SIA_30_360_NEOM , ACTUAL_360 = BBEDC_ACTUAL_360 , ACTUAL_365_FIXED = BBEDC_ACTUAL_365_FIXED , ICMA_ACTUAL_ACTUAL_NOT_IMPLEMENTED ,   ISDA_ACTUAL_ACTUAL = BBEDC_ISDA_ACTUAL_ACTUAL , ISMA_ACTUAL_ACTUAL_NOT_IMPLEMENTED , ISMA_30_360 = BBEDC_ISMA_30_360 , PSA_30_360_EOM = BBEDC_PSA_30_360_EOM ,   SIA_30_360_EOM = BBEDC_SIA_30_360_EOM , SIA_30_360_NEOM = BBEDC_SIA_30_360_NEOM }
typedef Enum	Type

Static Public Member Functions
template<class STREAM >
static STREAM &	bdexStreamIn (STREAM &stream, DayCountConvention::Enum &variable, int version)
template<class STREAM >
static STREAM &	bdexStreamOut (STREAM &stream, DayCountConvention::Enum value, int version)
static int	maxSupportedBdexVersion (int versionSelector)
static bsl::ostream &	print (bsl::ostream &stream, DayCountConvention::Enum value, int level=0, int spacesPerLevel=4)
static const char *	toAscii (Enum convention)
static int	maxSupportedBdexVersion ()

Detailed Description

This struct provides a namespace for enumerating the set of day-count conventions supported within bbldc. See Enum in the TYPES sub-section for details.

This struct:

• supports a complete set of enumeration operations For terminology see bsldoc_glossary .

Member Typedef Documentation

Type

typedef Enum bbldc::DayCountConvention::Type

Member Enumeration Documentation

Enum

enum bbldc::DayCountConvention::Enum

Enumerator
e_ACTUAL_360
e_ACTUAL_365_FIXED
e_ISDA_ACTUAL_ACTUAL
e_ISMA_30_360
e_PSA_30_360_EOM
e_SIA_30_360_EOM
e_SIA_30_360_NEOM
e_PERIOD_ICMA_ACTUAL_ACTUAL
e_CALENDAR_BUS_252
e_ISDA_30_360_EOM
e_NL_365
e_ACTUAL_365_25
BBEDC_ACTUAL_360
BBEDC_ACTUAL_365_FIXED
BBEDC_ICMA_ACTUAL_ACTUAL_NOT_IMPLEMENTED
BBEDC_ISDA_ACTUAL_ACTUAL
BBEDC_ISMA_ACTUAL_ACTUAL_NOT_IMPLEMENTED
BBEDC_ISMA_30_360
BBEDC_PSA_30_360_EOM
BBEDC_SIA_30_360_EOM
BBEDC_SIA_30_360_NEOM
ACTUAL_360
ACTUAL_365_FIXED
ICMA_ACTUAL_ACTUAL_NOT_IMPLEMENTED
ISDA_ACTUAL_ACTUAL
ISMA_ACTUAL_ACTUAL_NOT_IMPLEMENTED
ISMA_30_360
PSA_30_360_EOM
SIA_30_360_EOM
SIA_30_360_NEOM

Member Function Documentation

bdexStreamIn()

template<class STREAM >

STREAM & bbldc::DayCountConvention::bdexStreamIn ( STREAM &  stream, DayCountConvention::Enum &  variable, int  version  )

static

Assign to the specified variable the value read from the specified input stream using the specified version format, and return a reference to stream. If stream is initially invalid, this operation has no effect. If version is not supported, variable is unaltered and stream is invalidated, but otherwise unmodified. If version is supported but stream becomes invalid during this operation, variable has an undefined, but valid, state. Note that no version is read from stream. See the bslx package-level documentation for more information on BDEX streaming of value-semantic types and containers.

bdexStreamOut()

template<class STREAM >

STREAM & bbldc::DayCountConvention::bdexStreamOut ( STREAM &  stream, DayCountConvention::Enum  value, int  version  )

static

Write the value of the specified value, using the specified version format, to the specified output stream, and return a reference to stream. If stream is initially invalid, this operation has no effect. If version is not supported, stream is invalidated, but otherwise unmodified. Note that version is not written to stream. See the bslx package-level documentation for more information on BDEX streaming of value-semantic types and containers.

maxSupportedBdexVersion() [1/2]

int bbldc::DayCountConvention::maxSupportedBdexVersion ( )

inlinestatic

Deprecated:

Use maxSupportedBdexVersion(int) instead.

Return the most current BDEX streaming version number supported by this class.

maxSupportedBdexVersion() [2/2]

int bbldc::DayCountConvention::maxSupportedBdexVersion ( int  versionSelector )

inlinestatic

Return the maximum valid BDEX format version, as indicated by the specified versionSelector, to be passed to the bdexStreamOut method. Note that it is highly recommended that versionSelector be formatted as "YYYYMMDD", a date representation. Also note that versionSelector should be a compile-time-chosen value that selects a format version supported by both externalizer and unexternalizer. See the bslx package-level documentation for more information on BDEX streaming of value-semantic types and containers.

print()

static bsl::ostream & bbldc::DayCountConvention::print ( bsl::ostream &  stream, DayCountConvention::Enum  value, int  level = 0, int  spacesPerLevel = 4  )

static

Write the string representation of the specified enumeration value to the specified output stream, and return a reference to stream. Optionally specify an initial indentation level, whose absolute value is incremented recursively for nested objects. If level is specified, optionally specify spacesPerLevel, whose absolute value indicates the number of spaces per indentation level for this and all of its nested objects. If level is negative, suppress indentation of the first line. If spacesPerLevel is negative, format the entire output on one line, suppressing all but the initial indentation (as governed by level). The behavior is undefined unless value is in the range [e_ACTUAL_360 .. e_ACTUAL_365_35]. See toAscii for what constitutes the string representation of a bbldc::DayCountConvention::Enum value.

toAscii()

static const char * bbldc::DayCountConvention::toAscii ( Enum  convention )

static

Return the abbreviated character-string representation of the enumerator corresponding to the specified convention. This representation matches the enumerator's name (e.g., e_ACTUAL_360) with the "e_" prefix elided. For example:

bsl::cout << bbldc::DayCountConvention::toAscii(
                          bbldc::DayCountConvention::e_ACTUAL_360);

prints the following on standard output:

ACTUAL_360

Note that specifying a convention that does not match any of the enumerators will result in an unspecified string representation being returned that is distinct from the values returned for any valid enumerator.

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The documentation for this struct was generated from the following file:

• bbldc_daycountconvention.h