private FixedFixingDateInfoViewModel fixedFixingDate()
{
FixedFixingDateInfoViewModel ffdivm = new FixedFixingDateInfoViewModel();
ffdivm.AutoCallFlag_ = "false";
ffdivm.Date_ = this.payoffDate_;
return(ffdivm);
}
private ReferenceCalculationViewModel refCalVM(string refID, string fixingDate)
{
ReferenceCalculationViewModel rcvm = this.referenceCalFactory_.getReferCalVM(refID);
FixedFixingDateInfoViewModel ffdivm = new FixedFixingDateInfoViewModel();
ffdivm.AutoCallFlag_ = "false";
ffdivm.Date_ = fixingDate;
rcvm.FixingDateInfoViewModel_ = ffdivm;
return(rcvm);
}
private ReturnCalculationViewModel vanillaReturnCalVM()
{
VanillaReturnCalViewModel vrcvm = new VanillaReturnCalViewModel();
vrcvm.Gearing_ = this.gearing_returnCal_;
vrcvm.Spread_ = this.spread_returnCal_;
ReferenceCalculationViewModel rcvm = this.referenceCalFactory_.getReferCalVM(this.referenceCal_ID_returnCal_);
FixedFixingDateInfoViewModel ffdivm = new FixedFixingDateInfoViewModel();
ffdivm.Date_ = this.eventDate_;
ffdivm.AutoCallFlag_ = "false";
rcvm.FixingDateInfoViewModel_ = ffdivm;
vrcvm.ReferenceCalculationInfoViewModel_.ReferenceCalculationViewModel_.Add(rcvm);
return(vrcvm);
}