Class ConventionRecords

Namespace

NanoQL.Extensions.Conventions

Assembly

NanoQL.Extensions.dll

Built objects back to records: Describe(string, Calendar, ConventionSet?) and its overloads give the records that resolve, in a set, to an object equal to the one given, an index field by field.

public static class ConventionRecords

Inheritance

object

ConventionRecords

Inherited Members

object.GetType()

object.MemberwiseClone()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Remarks

A value equal to a preset's resolved object (a calendar by type, name and edits, a day counter by its own equality) is an alias of the preset. Any other value's fields are written out, its parts that equal no preset under generated names, name/1, name/2, which a user's name takes only beside its name in one snapshot, as this output does. A day counter that carries a trade's data (Actual/Actual (ISMA) with a schedule, 30/360 (ISDA) with a termination date) is no convention and is refused. A currency is one of QuantLib's by its code, its name and numeric code QuantLib's, since the three are its identity: one that differs from the set's in its other fields is described as an override of its code, the set holding one record per code, and one whose name or numeric code isn't QuantLib's is refused. An instrument convention is records already: it is described as its record with every field its base chain gives, under the name, its names those of the set it was resolved in. A unit of measure of a preset's class is described as an override of the set's preset where its data differ, the set holding one record per preset, and an alias of it; QuantLib's null commodity type as no record, a field left out.

Methods

Describe(string, Currency, ConventionSet?)

The records describing a currency under a name.

public static ConventionSnapshot Describe(string name, Currency value, ConventionSet? set = null)

Parameters

name string

The name the currency takes.

value Currency

The currency, one of QuantLib's by its code.

set ConventionSet

The set the records resolve in; QuantLib when null.

Returns

ConventionSnapshot

The records; the last defines name.

Exceptions

ArgumentNullException

name or value is null.

ArgumentException

No currency of QuantLib's has the value's code, or its name or numeric code isn't QuantLib's.

Describe(string, CommodityIndex, ConventionSet?)

The records describing a commodity index under a name.

[Experimental("NQL0001")]
public static ConventionSnapshot Describe(string name, CommodityIndex value, ConventionSet? set = null)

Parameters

name string

The name it takes.

value CommodityIndex

The index; its forward curve and exchange contracts are market and contract data, which no record holds.

set ConventionSet

The set the records resolve in; QuantLib when null.

Returns

ConventionSnapshot

The records; the last defines name.

Exceptions

ArgumentNullException

name or value is null.

Describe(string, CommoditySettings, ConventionSet?)

The records describing commodity settings under a name.

[Experimental("NQL0001")]
public static ConventionSnapshot Describe(string name, CommoditySettings value, ConventionSet? set = null)

Parameters

name string

The name it takes.

value CommoditySettings

The commodity settings.

set ConventionSet

The set the records resolve in; QuantLib when null.

Returns

ConventionSnapshot

The records; the last defines name.

Exceptions

ArgumentNullException

name or value is null.

Describe(string, CommodityType, ConventionSet?)

The records describing a commodity type under a name.

[Experimental("NQL0001")]
public static ConventionSnapshot Describe(string name, CommodityType value, ConventionSet? set = null)

Parameters

name string

The name it takes.

value CommodityType

The commodity type.

set ConventionSet

The set the records resolve in; QuantLib when null.

Returns

ConventionSnapshot

The records; the last defines name.

Exceptions

ArgumentNullException

name or value is null.

ArgumentException

The commodity type is QuantLib's null commodity type, which a record gives by leaving it out.

Describe(string, PaymentTerm, ConventionSet?)

The records describing a commodity payment term under a name.

[Experimental("NQL0001")]
public static ConventionSnapshot Describe(string name, PaymentTerm value, ConventionSet? set = null)

Parameters

name string

The name it takes.

value PaymentTerm

The commodity payment term.

set ConventionSet

The set the records resolve in; QuantLib when null.

Returns

ConventionSnapshot

The records; the last defines name.

Exceptions

ArgumentNullException

name or value is null.

Describe(string, QuantitySettings, ConventionSet?)

The records describing quantity settings under a name.

[Experimental("NQL0001")]
public static ConventionSnapshot Describe(string name, QuantitySettings value, ConventionSet? set = null)

Parameters

name string

The name it takes.

value QuantitySettings

The quantity settings.

set ConventionSet

The set the records resolve in; QuantLib when null.

Returns

ConventionSnapshot

The records; the last defines name.

Exceptions

ArgumentNullException

name or value is null.

Describe(string, UnitOfMeasure, ConventionSet?)

The records describing a unit of measure under a name.

[Experimental("NQL0001")]
public static ConventionSnapshot Describe(string name, UnitOfMeasure value, ConventionSet? set = null)

Parameters

name string

The name it takes.

value UnitOfMeasure

The unit of measure.

set ConventionSet

The set the records resolve in; QuantLib when null.

Returns

ConventionSnapshot

The records; the last defines name.

Exceptions

ArgumentNullException

name or value is null.

ArgumentException

The unit is a preset's whose triangulation unit the set's preset has and it has none, which no record gives.

Describe(string, UnitOfMeasureConversion, ConventionSet?)

The records describing a unit of measure conversion under a name.

[Experimental("NQL0001")]
public static ConventionSnapshot Describe(string name, UnitOfMeasureConversion value, ConventionSet? set = null)

Parameters

name string

The name it takes.

value UnitOfMeasureConversion

The unit of measure conversion.

set ConventionSet

The set the records resolve in; QuantLib when null.

Returns

ConventionSnapshot

The records; the last defines name.

Exceptions

ArgumentNullException

name or value is null.

ArgumentException

The conversion is a derived one, the chain of two others, which no record gives.

Describe(string, BondConvention)

The record describing a government bond market's convention under a name: its record with every field its base chain gives.

public static ConventionSnapshot Describe(string name, BondConvention value)

Parameters

name string

The name the convention takes.

value BondConvention

The convention.

Returns

ConventionSnapshot

The record, whose names resolve in the convention's set.

Exceptions

ArgumentNullException

name or value is null.

Describe(string, CapFloorConvention)

The record describing a cap and floor convention under a name: its record with every field its base chain gives.

public static ConventionSnapshot Describe(string name, CapFloorConvention value)

Parameters

name string

The name the convention takes.

value CapFloorConvention

The convention.

Returns

ConventionSnapshot

The record, whose names resolve in the convention's set.

Exceptions

ArgumentNullException

name or value is null.

Describe(string, CdsConvention)

The record describing a credit default swap convention under a name: its record with every field its base chain gives.

public static ConventionSnapshot Describe(string name, CdsConvention value)

Parameters

name string

The name the convention takes.

value CdsConvention

The convention.

Returns

ConventionSnapshot

The record, whose names resolve in the convention's set.

Exceptions

ArgumentNullException

name or value is null.

Describe(string, CmsConvention)

The record describing a CMS swap convention under a name: its record with every field its base chain gives.

public static ConventionSnapshot Describe(string name, CmsConvention value)

Parameters

name string

The name the convention takes.

value CmsConvention

The convention.

Returns

ConventionSnapshot

The record, whose names resolve in the convention's set.

Exceptions

ArgumentNullException

name or value is null.

Describe(string, CrossCurrencyBasisSwapConvention)

The record describing a cross-currency basis swap convention under a name: its record with every field its base chain gives.

[Experimental("NQL0001")]
public static ConventionSnapshot Describe(string name, CrossCurrencyBasisSwapConvention value)

Parameters

name string

The name the convention takes.

value CrossCurrencyBasisSwapConvention

The convention.

Returns

ConventionSnapshot

The record, whose names resolve in the convention's set.

Exceptions

ArgumentNullException

name or value is null.

Describe(string, CrossCurrencySwapConvention)

The record describing a cross-currency fixed-against-floating swap convention under a name: its record with every field its base chain gives.

[Experimental("NQL0001")]
public static ConventionSnapshot Describe(string name, CrossCurrencySwapConvention value)

Parameters

name string

The name the convention takes.

value CrossCurrencySwapConvention

The convention.

Returns

ConventionSnapshot

The record, whose names resolve in the convention's set.

Exceptions

ArgumentNullException

name or value is null.

Describe(string, FxSwapConvention)

The record describing an FX swap and forward convention under a name: its record with every field its base chain gives.

public static ConventionSnapshot Describe(string name, FxSwapConvention value)

Parameters

name string

The name the convention takes.

value FxSwapConvention

The convention.

Returns

ConventionSnapshot

The record, whose names resolve in the convention's set.

Exceptions

ArgumentNullException

name or value is null.

Describe(string, MultipleResetsSwapConvention)

The record describing a multiple-resets swap convention under a name: its record with every field its base chain gives.

public static ConventionSnapshot Describe(string name, MultipleResetsSwapConvention value)

Parameters

name string

The name the convention takes.

value MultipleResetsSwapConvention

The convention.

Returns

ConventionSnapshot

The record, whose names resolve in the convention's set.

Exceptions

ArgumentNullException

name or value is null.

Describe(string, OisConvention)

The record describing an overnight-indexed swap convention under a name: its record with every field its base chain gives.

public static ConventionSnapshot Describe(string name, OisConvention value)

Parameters

name string

The name the convention takes.

value OisConvention

The convention.

Returns

ConventionSnapshot

The record, whose names resolve in the convention's set.

Exceptions

ArgumentNullException

name or value is null.

Describe(string, ScheduleConvention)

The record describing a schedule convention under a name: its record with every field its base chain gives.

public static ConventionSnapshot Describe(string name, ScheduleConvention value)

Parameters

name string

The name the convention takes.

value ScheduleConvention

The convention.

Returns

ConventionSnapshot

The record, whose names resolve in the convention's set.

Exceptions

ArgumentNullException

name or value is null.

Describe(string, SwapConvention)

The record describing a swap convention under a name: its record with every field its base chain gives.

public static ConventionSnapshot Describe(string name, SwapConvention value)

Parameters

name string

The name the convention takes.

value SwapConvention

The convention.

Returns

ConventionSnapshot

The record, whose names resolve in the convention's set.

Exceptions

ArgumentNullException

name or value is null.

Describe(string, SwaptionConvention)

The record describing a swaption convention under a name: its record with every field its base chain gives.

public static ConventionSnapshot Describe(string name, SwaptionConvention value)

Parameters

name string

The name the convention takes.

value SwaptionConvention

The convention.

Returns

ConventionSnapshot

The record, whose names resolve in the convention's set.

Exceptions

ArgumentNullException

name or value is null.

Describe(string, YearOnYearInflationSwapConvention)

The record describing a year-on-year inflation swap convention under a name: its record with every field its base chain gives.

public static ConventionSnapshot Describe(string name, YearOnYearInflationSwapConvention value)

Parameters

name string

The name the convention takes.

value YearOnYearInflationSwapConvention

The convention.

Returns

ConventionSnapshot

The record, whose names resolve in the convention's set.

Exceptions

ArgumentNullException

name or value is null.

Describe(string, YoYInflationCapFloorConvention)

The record describing a year-on-year inflation cap and floor convention under a name: its record with every field its base chain gives.

public static ConventionSnapshot Describe(string name, YoYInflationCapFloorConvention value)

Parameters

name string

The name the convention takes.

value YoYInflationCapFloorConvention

The convention.

Returns

ConventionSnapshot

The record, whose names resolve in the convention's set.

Exceptions

ArgumentNullException

name or value is null.

Describe(string, ZeroCouponInflationSwapConvention)

The record describing a zero-coupon inflation swap convention under a name: its record with every field its base chain gives.

public static ConventionSnapshot Describe(string name, ZeroCouponInflationSwapConvention value)

Parameters

name string

The name the convention takes.

value ZeroCouponInflationSwapConvention

The convention.

Returns

ConventionSnapshot

The record, whose names resolve in the convention's set.

Exceptions

ArgumentNullException

name or value is null.

Describe(string, IborIndex, ConventionSet?)

The records describing an Ibor or overnight index under a name.

public static ConventionSnapshot Describe(string name, IborIndex value, ConventionSet? set = null)

Parameters

name string

The name the index takes.

value IborIndex

The index; its forwarding curve is a market object, which no record holds.

set ConventionSet

The set the records resolve in; QuantLib when null.

Returns

ConventionSnapshot

The records; the last defines name.

Exceptions

ArgumentNullException

name or value is null.

ArgumentException

The index is a EUR Libor or the CDI index, whose behaviour its fields don't give, and equals none of the set's presets; or it has no currency.

Describe(string, Calendar, ConventionSet?)

The records describing a calendar under a name.

public static ConventionSnapshot Describe(string name, Calendar value, ConventionSet? set = null)

Parameters

name string

The name the calendar takes.

value Calendar

The calendar.

set ConventionSet

The set the records resolve in; QuantLib when null.

Returns

ConventionSnapshot

The records; the last defines name.

Exceptions

ArgumentNullException

name or value is null.

ArgumentException

The calendar is of a type no record describes.

Describe(string, DayCounter, ConventionSet?)

The records describing a day counter under a name.

public static ConventionSnapshot Describe(string name, DayCounter value, ConventionSet? set = null)

Parameters

name string

The name the day counter takes.

value DayCounter

The day counter.

set ConventionSet

The set the records resolve in; QuantLib when null.

Returns

ConventionSnapshot

The records; the last defines name.

Exceptions

ArgumentNullException

name or value is null.

ArgumentException

The day counter carries a trade's data, or no record describes it.