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bbldc::DayCountConvention Struct Reference

#include <bbldc_daycountconvention.h>

List of all members.

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
}
 

Enumerated bbldc day-count conventions.

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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:

For terminology see bsldoc_glossary.

See Component bbldc_daycountconvention


Member Typedef Documentation


Member Enumeration Documentation

Enumerator:
e_ACTUAL_360 
e_ACTUAL_365_FIXED 

2 is deprecated

e_ISDA_ACTUAL_ACTUAL 

4 is deprecated

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

template<class STREAM >
static 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.

template<class STREAM >
static 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.

static int bbldc::DayCountConvention::maxSupportedBdexVersion ( int  versionSelector  )  [static]

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.

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.

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:

prints the following on standard output:

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.

static int bbldc::DayCountConvention::maxSupportedBdexVersion (  )  [static]

DEPRECATED: Use maxSupportedBdexVersion(int) instead.

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


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