nanoql's market conventions: calendars, day counters, currencies, regions, indexes, instruments' conventions and commodities' conventions, named by nanoql's API, each a record whose business fields are child elements. Other tools' elements and attributes in their own namespaces are kept. A set of convention records, in any order, as a document's root or inside another document. Each name is unique within its value kind: calendars, day counters, currencies, regions, indexes, each instrument convention kind, units of measure, and each other commodity kind; an alias's name among the calendars, day counters, currencies, regions, indexes and units of measure. One of QuantLib's calendars, by its type and market (TARGET, UnitedStates.NYSE): its rules are code, its holiday edits data. QuantLib's name of the calendar, which a preset keeps; the base's when left out. A date added to the calendar's holidays, as addHoliday adds it. A date removed from the calendar's holidays, as removeHoliday removes it. A named calendar: its base calendar with holidays added or removed. Under the base's own name, an edit of that calendar wherever it is built. A date added to the base's holidays. A date removed from the base's holidays. Two or more calendars joined by a rule. The rule joining the members: JoinHolidays when left out without a base. A joined calendar's name, in order; two or more, or none to take the base's. A calendar whose weekend days and holidays are data; its name is the calendar's own. A weekend day. A holiday. A date removed from the holidays, a weekend day among them. One of QuantLib's day counters, by its type and convention or flag (Thirty360.BondBasis, Actual360.IncludeLastDay): its formula is code. QuantLib's name of the day counter, which a preset keeps; the base's when left out. For Business252 only: the calendar whose business days are counted. A named day counter on a base: the base itself, or Business252 counting another calendar's business days. On a Business252 base only: the calendar whose business days are counted. One of QuantLib's currencies, by its ISO 4217 code, with the data its constructor reads. A record based on a currency gives only the fields it changes. QuantLib's name of the currency, which a preset keeps; the base's when left out. The ISO 4217 numeric code, QuantLib's, which a preset keeps; the base's when left out. The currency's symbol. The symbol of its fraction. The number of fractions in a unit. The rounding convention. The code of the currency used for triangulated exchange; empty for none. Another name for its base, in the base's value kind: an FpML or ISDA code, one of QuantLib's aliases, or a firm's own code. One of QuantLib's regions by its class (EURegion), keeping its name, or a region of a user's own. The region's name, QuantLib's for a preset, which is its identity; the base's when left out. The region's code; the base's when left out. An Ibor index: one of QuantLib's presets by its class (Euribor6M, DailyTenorUSDLibor, BMAIndex), usually its family at a tenor, or an index of a user's own. A field left out is the base's, then QuantLib's. The family name the index reports. The tenor. The fixing days. The currency's code. The fixing calendar's name. The business-day convention. Whether the end-of-month rule applies. The day counter's name. A user's own index's class: Ibor, Libor or Custom; Ibor when left out without a base. A Libor's financial-centre calendar's name, which London's joins. A custom index's value calendar's name. A custom index's maturity calendar's name. An Ibor index family: one of QuantLib's families by its class (Euribor, USDLibor), built at any tenor its units take, or a family of a user's own. The family name the index reports. The fixing days. The fixing days at a tenor of one day, where they differ. The currency's code. The fixing calendar's name; a Libor's, London's. A Libor family's financial-centre calendar's name. The day counter's name. A tenor unit the family takes, with its convention and end of month; none to take the base's. An overnight index: one of QuantLib's presets by its class (Sofr), or an index of a user's own; its convention is Following, without end of month. The family name the index reports. The fixing days. The currency's code. The fixing calendar's name. The day counter's name. A swap index family: one of QuantLib's families by its class (EuriborSwapIsdaFixA), or a family of a user's own, built at a tenor on an Ibor index's name. The family name the index reports. The settlement days. The currency's code. The fixing calendar's name. The fixed leg's tenor. The fixed leg's business-day convention. The fixed leg's day counter's name. The floating leg's Ibor index's name, or an Ibor family's. The tenor of the Ibor family IborIndex names; none for an index. The floating leg's Ibor index's name, or an Ibor family's, up to and including one year, where it differs. The tenor of the Ibor family ShortIborIndex names; none for an index. The fixed leg's tenor up to and including one year, where it differs. An overnight-indexed swap index of a user's own, built at a tenor on an overnight index's name. The family name the index reports. The settlement days. The currency's code. The overnight index's name. Whether the swap's value dates telescope. How the overnight rates are averaged: Simple or Compound. A zero inflation index: one of QuantLib's presets by its class (EUHICP), or an index of a user's own on a region's name. The family name the index reports. The region's record name. Whether its fixings are revised. The publication frequency. The availability lag. The currency's code. A year-on-year inflation index: one of QuantLib's quoted presets by its class (YYEUHICP), or an index of a user's own, quoted from its fields or the ratio of an underlying zero index's. A ratio index's zero inflation index's name; none for a quoted index. A quoted index's family name. A quoted index's region's record name. Whether a quoted index's fixings are revised. A quoted index's publication frequency. A quoted index's availability lag. A quoted index's currency's code. A schedule's conventions (ScheduleConvention), which feed MakeSchedule; the dates are the trade's. The schedule's tenor. The schedule's frequency, in place of its tenor. The calendar's name. The business-day convention. The termination date's business-day convention. The date-generation rule. Whether the dates stay at month end. A fixed-against-Ibor swap's conventions (SwapConvention), which feed MakeVanillaSwap and SwapRateHelper; or, named MakeVanillaSwap. and a currency's code, the builder's defaults for that currency. The settlement days; the index's value date by default. The calendar the settlement days are counted on; the floating leg's by default. The fixed leg's tenor. The fixed leg's tenor at the swap tenors on one side of a threshold; a currency's default record only. The fixed leg's calendar's name; the index's fixing calendar by default. The fixed leg's business-day convention. The fixed leg's termination-date convention. The fixed leg's date-generation rule. Whether the fixed leg's dates stay at month end. The fixed leg's day counter's name. The floating leg's Ibor index's name, or an Ibor family's; none in a currency's default record. The tenor of the Ibor family Index names; none for an index. The floating leg's tenor; the index's by default. The floating leg's calendar's name; the index's fixing calendar by default. The floating leg's business-day convention; the index's by default. The floating leg's termination-date convention; the index's convention by default. The floating leg's date-generation rule. Whether the floating leg's dates stay at month end; the maturity's default too. The floating coupons' day counter's name; the index's by default. The payment convention; the floating schedule's by default. An overnight-indexed swap's conventions (OisConvention), which feed MakeOIS and OISRateHelper; or, named MakeOIS, or MakeOIS. and an index's class name, the builder's defaults. The overnight index's name; none in a default record. The settlement days. The calendar the settlement days are counted on; the overnight leg's by default. The payment lag, in business days. The payment dates' business-day convention. Both legs' payment frequency, the fixed leg's unless FixedLegFrequency is given. The payment calendar's name; each leg's schedule calendar by default. The fixed leg's payment frequency. The fixed leg's calendar's name; the index's fixing calendar by default. The fixed leg's business-day convention. The fixed leg's termination-date convention. The fixed leg's date-generation rule. Whether the fixed leg's dates stay at month end; by default, with neither leg's given, whether the start date is at month end. The fixed leg's day counter's name; the index's by default. The overnight leg's calendar's name; the index's fixing calendar by default. The overnight leg's business-day convention. The overnight leg's termination-date convention. The overnight leg's date-generation rule. Whether the overnight leg's dates and the maturity stay at month end; by default, with neither leg's given, whether the start date is at month end. Whether the value dates are telescopic. Whether the overnight rates are compounded or averaged. The lookback days; none by default, the coupons fixing by the index's fixing days. The lockout days. Whether the observation shift applies. A credit default swap's conventions (CdsConvention), which feed MakeCreditDefaultSwap, SpreadCdsHelper and UpfrontCdsHelper; or, named MakeCreditDefaultSwap, the builder's defaults. The helpers' settlement days. The calendar's name. The coupon frequency. The business-day convention of the schedule and the payments. The date-generation rule. The accrual's day counter's name. The last period's accrual day counter's name. Whether the accrued coupon is due on a default. Whether the payments a default triggers are due at the default time. Whether the seller pays the accrued current coupon at the cash settlement date. The business days from the trade date to the cash settlement date. The model the helpers price with. A zero-coupon inflation swap's conventions (ZeroCouponInflationSwapConvention), which feed ZeroCouponInflationSwap and ZeroCouponInflationSwapHelper. The zero inflation index's name. The observation lag. How the index is observed. The fixed leg's calendar's name. The fixed leg's business-day convention. The day counter's name. The inflation leg's calendar's name; the fixed leg's by default. The inflation leg's business-day convention; the fixed leg's by default. Whether the observation dates are adjusted. A year-on-year inflation swap's conventions (YearOnYearInflationSwapConvention), which feed YearOnYearInflationSwapHelper. The year-on-year inflation index's name. The observation lag. How the index is observed. The calendar's name. The payment convention. The day counter's name. A cross-currency basis swap's conventions (CrossCurrencyBasisSwapConvention), which feed the constant-notional or, marked to market, the mark-to-market basis swap helper. The fixing days. The calendar's name. The business-day convention. Whether the dates stay at month end. The FX base currency leg's Ibor index's name, or an Ibor family's. The tenor of the Ibor family BaseCurrencyIndex names; none for an index. The FX quote currency leg's Ibor index's name, or an Ibor family's. The tenor of the Ibor family QuoteCurrencyIndex names; none for an index. Whether the FX base currency is the collateral currency. Whether the basis is on the FX base currency leg. The base currency leg's payment frequency, and the quote currency leg's unless QuoteCurrencyPaymentFrequency is given; the index's tenor by default. The quote currency leg's payment frequency. The payment lag, in business days. Whether the floating coupons are indexed rather than par coupons; the context's switch by default. Whether the payment lag applies to the notional exchanges; constant-notional swaps only. Whether the swap is marked to market. Whether the FX base currency leg's notional resets; marked to market only. The FX reset's fixing days; marked to market only. The FX reset's fixing calendar's name; marked to market only. A cross-currency fixed-against-floating swap's conventions (CrossCurrencySwapConvention), which feed the constant-notional cross-currency swap helper. The fixing days. The calendar's name. The business-day convention. Whether the dates stay at month end. The fixed leg's frequency. The fixed leg's day counter's name. The floating leg's Ibor index's name, or an Ibor family's. The tenor of the Ibor family FloatingIndex names; none for an index. Whether the fixed leg's currency is the collateral currency. The payment lag, in business days. The floating leg's payment frequency; the index's tenor by default. Whether the floating coupons are indexed rather than par coupons; the context's switch by default. An FX swap's and forward's conventions (FxSwapConvention), which feed FxSwapRateHelper and FxForward. The base currency's code. The quote currency's code. The spot days. The calendar's name. The business-day convention. Whether the dates stay at month end. Whether the base currency is the collateral currency. The trading calendar's name. A forward's payment calendar's name. A cap's or floor's conventions (CapFloorConvention), which feed MakeCapFloor; or, named MakeCapFloor, the builder's defaults. The Ibor index's name, or an Ibor family's; none in the default record. The tenor of the Ibor family Index names; none for an index. The coupons' tenor; the index's by default. The leg's calendar's name; the index's fixing calendar by default. The leg's business-day convention; the index's by default. The leg's termination-date convention; the index's convention by default. The leg's date-generation rule; the swap builder's default by default. Whether the leg's dates stay at month end; the swap builder's default by default. The leg's day counter's name; the index's by default. Whether the first caplet is excluded; the default record only. A swaption's conventions (SwaptionConvention), which feed MakeSwaption; or, named MakeSwaption, the builder's defaults. The swap index family's name, or an overnight-indexed swap index's; none in the default record. The settlement type. The settlement method. The business-day convention the option tenor is advanced by. The exercise calendar's name; the swap index's fixing calendar by default. A CMS swap's conventions (CmsConvention), which feed MakeCms; or, named MakeCms, the builder's defaults. The CMS leg's swap index family's name; none in the default record. The swap index's tenor. The CMS leg's tenor. The CMS leg's calendar's name; the swap index's fixing calendar by default. The CMS leg's business-day convention. The CMS leg's termination-date convention. The CMS leg's date-generation rule. Whether the CMS leg's dates stay at month end. The CMS leg's day counter's name. The floating leg's Ibor index's name, or an Ibor family's; the swap index's own by default. The tenor of the Ibor family FloatingLegIndex names; none for an index. The floating leg's tenor; the index's by default. The floating leg's calendar's name; the index's fixing calendar by default. The floating leg's business-day convention; the index's by default. The floating leg's termination-date convention; the index's convention by default. The floating leg's date-generation rule. Whether the floating leg's dates stay at month end. The floating leg's day counter's name; the index's by default. A multiple-resets swap's conventions (MultipleResetsSwapConvention), which feed MakeMultipleResetsSwap; or, named MakeMultipleResetsSwap, the builder's defaults. The Ibor index's name, or an Ibor family's; none in the default record. The tenor of the Ibor family Index names; none for an index. The resets per floating coupon; none in the default record. The settlement days; the index's fixing days by default. The fixed leg's frequency; the coupons' resets times the index's tenor by default. The fixed leg's day counter's name; the index's by default. The fixed leg's business-day convention. Whether a coupon's resets are compounded or averaged. A year-on-year inflation cap's or floor's conventions (YoYInflationCapFloorConvention), which feed MakeYoYInflationCapFloor; or, named MakeYoYInflationCapFloor, the builder's defaults. The year-on-year inflation index's name; none in the default record. The observation lag; none in the default record. How the index is observed; none in the default record. The calendar's name; none in the default record. The coupons' payment day counter's name. The payment dates' business-day convention. The days from the evaluation date to the start. A government bond market's conventions (BondConvention), which feed FixedRateBond and FixedRateBondHelper; or, named FixedRateBond, the defaults a set's bonds take; or, named BTP, the preset's conventions. The settlement days. The schedule's frequency. The schedule's calendar's name. The schedule's business-day convention. The schedule's termination-date convention. The schedule's date-generation rule. Whether the schedule's dates stay at month end. The coupons' accrual day counter's name. The payment dates' business-day convention. The payment calendar's name; the schedule's by default. The redemption, per 100 of face. The ex-coupon period. The ex-coupon period's calendar's name. The ex-coupon dates' business-day convention. Whether the ex-coupon dates stay at month end. Whether the helper's price is clean or dirty. A commodity type (CommodityType), which CommodityType takes: its name and code. The commodity type's name; the record's by default. Its code, its identity. A unit of measure (UnitOfMeasure): one of QuantLib's eight presets, by its class's name, or a unit of a user's own, which UnitOfMeasure takes. The unit's name; the record's by default. Its code, its identity: a preset's QuantLib's. What it measures. The unit of measure conversions go through when no direct one is known; a preset's only. A conversion factor between two units of measure (UnitOfMeasureConversion), which a set's UnitOfMeasureConversions adds to QuantLib's known factors. The commodity type's name; QuantLib's null commodity type, which its known factors take, by default. The source unit's name. The target unit's name. The value of one source unit in the target unit. A commodity payment term (PaymentTerm), which PaymentTerm takes. The payment term's name, its identity; the record's by default. The event the payment date is counted from. The days from the event to the payment. The calendar the payment date is adjusted on. A commodity index's conventions (CommodityIndex), which CommodityIndex takes; its forward curve and exchange contracts are market and contract data, which no record holds. The index's name; the record's by default. The commodity type's name; QuantLib's null commodity type by default. The currency's code. The unit of measure's name. The fixing calendar's name. The quantity of a lot. The nearby offset into the exchange contracts. The commodity settings (CommoditySettings), which CommoditySettings takes; named CommoditySettings, QuantLib's defaults. The settings' currency's code; QuantLib's USD by default. The settings' unit of measure's name; QuantLib's barrels by default. The quantity settings (QuantitySettings), which QuantitySettings takes; named QuantitySettings, QuantLib's defaults. How quantities in different units combine; no conversion by default. The unit a base-unit conversion converts to; none by default. The record's name, unique within its value kind. The record this one is based on, whose fields it takes where it gives none; its own name for the record it replaces. The record's name, unique within its value kind. The record this one is based on; its own name for the record it replaces. A rounding convention: its type, and for every type but None its precision and rounding digit. How a value is rounded. The decimal places kept. The digit at and above which a value rounds up. A record's name: not empty, without leading or trailing white space. A name, or empty for none. A date from 1 January 1901 to 31 December 2199, QuantLib's range, without a time zone. A day of the week, by nanoql's names. How a joint calendar joins its members. A rounding's type. A tenor unit an Ibor family takes, with its business-day convention and end-of-month rule. The tenor's unit. The convention at that unit. Whether the end-of-month rule applies at that unit. A period in QuantLib's short form, one or more of a length and a unit: D, W, M or Y (6M, 1Y6M). A tenor's unit. A frequency, by nanoql's names. The class a user's own Ibor index is built as. How an overnight leg averages its rates. A business-day convention, by nanoql's names or by the FpML codes that are their exact aliases. Whether a bond's quoted price is clean or dirty. How an inflation index is observed between its fixings. The model a credit default swap helper prices with. A schedule's date-generation rule, by nanoql's names. A swaption's settlement method. A swaption's settlement type. How a swap's tenor compares with a threshold. A currency's fixed leg tenor at the swap tenors on one side of a threshold. How the swap's tenor compares with the threshold. The threshold. The fixed leg's tenor where the comparison holds. The event a payment term's date is counted from. How quantities in different units of measure combine. What a unit of measure measures.