HalfMonthModifiedFollowing added to parser and updated allowable values doc

Author: Farah Khashman

Docs/UserGuide/allowablevalues.tex

@@ -46,6 +46,7 @@ \subsection{Allowable Values}
  \emph{P, Preceding, PRECEDING}\\ 
  \emph{MP, ModifiedPreceding, Modified Preceding, MODIFIEDP}\\ 
  \emph{U, Unadjusted, INDIFF } \\
+ \emph{HMMF, HalfMonthModifiedFollowing, HalfMonthMF, Half Month Modified Following, HALFMONTHMF}\\
  \emph{NEAREST } (takes future date in case of equal distance) } \\ \hline
   \caption{Allowable Values for Roll Conventions}
   \label{tab:convention}

OREData/ored/utilities/parsers.cpp

@@ -186,6 +186,11 @@ BusinessDayConvention parseBusinessDayConvention(const string& s) {
                                                    {"U", Unadjusted},
                                                    {"Unadjusted", Unadjusted},
                                                    {"INDIFF", Unadjusted},
+                                                   {"HalfMonthModifiedFollowing", HalfMonthModifiedFollowing},
+                                                   {"HMMF", HalfMonthModifiedFollowing},
+                                                   {"Half Month Modified Following", HalfMonthModifiedFollowing},
+                                                   {"HALFMONTHMF", HalfMonthModifiedFollowing},
+                                                   {"HalfMonthMF", HalfMonthModifiedFollowing},
                                                    {"NEAREST", Nearest},
                                                    {"NONE", Unadjusted},
                                                    {"NotApplicable", Unadjusted}};