public CreditCurveValuation(XmlNode xmlNode)
 : base(xmlNode)
 {
     XmlNodeList inputsNodeList = xmlNode.SelectNodes("inputs");
     if (inputsNodeList.Count > 1 )
     {
             throw new Exception();
     }
     
     foreach (XmlNode item in inputsNodeList)
     {
         if (item.Attributes["href"] != null || item.Attributes["id"] == null) 
         {
             if (item.Attributes["id"] != null) 
             {
                 inputsIDRef = item.Attributes["id"].Name;
                 QuotedAssetSet ob = QuotedAssetSet();
                 IDManager.SetID(inputsIDRef, ob);
             }
             else if (item.Attributes.ToString() == "href")
             {
                 inputsIDRef = item.Attributes["href"].Name;
             }
             else
             {
                 inputs = new QuotedAssetSet(item);
             }
         }
     }
     
 
     XmlNodeList defaultProbabilityCurveNodeList = xmlNode.SelectNodes("defaultProbabilityCurve");
     if (defaultProbabilityCurveNodeList.Count > 1 )
     {
             throw new Exception();
     }
     
     foreach (XmlNode item in defaultProbabilityCurveNodeList)
     {
         if (item.Attributes["href"] != null || item.Attributes["id"] == null) 
         {
             if (item.Attributes["id"] != null) 
             {
                 defaultProbabilityCurveIDRef = item.Attributes["id"].Name;
                 DefaultProbabilityCurve ob = DefaultProbabilityCurve();
                 IDManager.SetID(defaultProbabilityCurveIDRef, ob);
             }
             else if (item.Attributes.ToString() == "href")
             {
                 defaultProbabilityCurveIDRef = item.Attributes["href"].Name;
             }
             else
             {
                 defaultProbabilityCurve = new DefaultProbabilityCurve(item);
             }
         }
     }
     
 
     XmlNodeList recoveryRateNodeList = xmlNode.SelectNodes("recoveryRate");
     if (recoveryRateNodeList.Count > 1 )
     {
             throw new Exception();
     }
     
     foreach (XmlNode item in recoveryRateNodeList)
     {
         if (item.Attributes["href"] != null || item.Attributes["id"] == null) 
         {
             if (item.Attributes["id"] != null) 
             {
                 recoveryRateIDRef = item.Attributes["id"].Name;
                 XsdTypeDecimal ob = XsdTypeDecimal();
                 IDManager.SetID(recoveryRateIDRef, ob);
             }
             else if (item.Attributes.ToString() == "href")
             {
                 recoveryRateIDRef = item.Attributes["href"].Name;
             }
             else
             {
                 recoveryRate = new XsdTypeDecimal(item);
             }
         }
     }
     
 
     XmlNodeList recoveryRateCurveNodeList = xmlNode.SelectNodes("recoveryRateCurve");
     if (recoveryRateCurveNodeList.Count > 1 )
     {
             throw new Exception();
     }
     
     foreach (XmlNode item in recoveryRateCurveNodeList)
     {
         if (item.Attributes["href"] != null || item.Attributes["id"] == null) 
         {
             if (item.Attributes["id"] != null) 
             {
                 recoveryRateCurveIDRef = item.Attributes["id"].Name;
                 TermCurve ob = TermCurve();
                 IDManager.SetID(recoveryRateCurveIDRef, ob);
             }
             else if (item.Attributes.ToString() == "href")
             {
                 recoveryRateCurveIDRef = item.Attributes["href"].Name;
             }
             else
             {
                 recoveryRateCurve = new TermCurve(item);
             }
         }
     }
     
 
 }
Beispiel #2
0
        public CreditCurveValuation(XmlNode xmlNode)
            : base(xmlNode)
        {
            XmlNode inputsNode = xmlNode.SelectSingleNode("inputs");

            if (inputsNode != null)
            {
                if (inputsNode.Attributes["href"] != null || inputsNode.Attributes["id"] != null)
                {
                    if (inputsNode.Attributes["id"] != null)
                    {
                        inputsIDRef_ = inputsNode.Attributes["id"].Value;
                        QuotedAssetSet ob = new QuotedAssetSet(inputsNode);
                        IDManager.SetID(inputsIDRef_, ob);
                    }
                    else if (inputsNode.Attributes["href"] != null)
                    {
                        inputsIDRef_ = inputsNode.Attributes["href"].Value;
                    }
                    else
                    {
                        inputs_ = new QuotedAssetSet(inputsNode);
                    }
                }
                else
                {
                    inputs_ = new QuotedAssetSet(inputsNode);
                }
            }


            XmlNode defaultProbabilityCurveNode = xmlNode.SelectSingleNode("defaultProbabilityCurve");

            if (defaultProbabilityCurveNode != null)
            {
                if (defaultProbabilityCurveNode.Attributes["href"] != null || defaultProbabilityCurveNode.Attributes["id"] != null)
                {
                    if (defaultProbabilityCurveNode.Attributes["id"] != null)
                    {
                        defaultProbabilityCurveIDRef_ = defaultProbabilityCurveNode.Attributes["id"].Value;
                        DefaultProbabilityCurve ob = new DefaultProbabilityCurve(defaultProbabilityCurveNode);
                        IDManager.SetID(defaultProbabilityCurveIDRef_, ob);
                    }
                    else if (defaultProbabilityCurveNode.Attributes["href"] != null)
                    {
                        defaultProbabilityCurveIDRef_ = defaultProbabilityCurveNode.Attributes["href"].Value;
                    }
                    else
                    {
                        defaultProbabilityCurve_ = new DefaultProbabilityCurve(defaultProbabilityCurveNode);
                    }
                }
                else
                {
                    defaultProbabilityCurve_ = new DefaultProbabilityCurve(defaultProbabilityCurveNode);
                }
            }


            XmlNode recoveryRateNode = xmlNode.SelectSingleNode("recoveryRate");

            if (recoveryRateNode != null)
            {
                if (recoveryRateNode.Attributes["href"] != null || recoveryRateNode.Attributes["id"] != null)
                {
                    if (recoveryRateNode.Attributes["id"] != null)
                    {
                        recoveryRateIDRef_ = recoveryRateNode.Attributes["id"].Value;
                        XsdTypeDecimal ob = new XsdTypeDecimal(recoveryRateNode);
                        IDManager.SetID(recoveryRateIDRef_, ob);
                    }
                    else if (recoveryRateNode.Attributes["href"] != null)
                    {
                        recoveryRateIDRef_ = recoveryRateNode.Attributes["href"].Value;
                    }
                    else
                    {
                        recoveryRate_ = new XsdTypeDecimal(recoveryRateNode);
                    }
                }
                else
                {
                    recoveryRate_ = new XsdTypeDecimal(recoveryRateNode);
                }
            }


            XmlNode recoveryRateCurveNode = xmlNode.SelectSingleNode("recoveryRateCurve");

            if (recoveryRateCurveNode != null)
            {
                if (recoveryRateCurveNode.Attributes["href"] != null || recoveryRateCurveNode.Attributes["id"] != null)
                {
                    if (recoveryRateCurveNode.Attributes["id"] != null)
                    {
                        recoveryRateCurveIDRef_ = recoveryRateCurveNode.Attributes["id"].Value;
                        TermCurve ob = new TermCurve(recoveryRateCurveNode);
                        IDManager.SetID(recoveryRateCurveIDRef_, ob);
                    }
                    else if (recoveryRateCurveNode.Attributes["href"] != null)
                    {
                        recoveryRateCurveIDRef_ = recoveryRateCurveNode.Attributes["href"].Value;
                    }
                    else
                    {
                        recoveryRateCurve_ = new TermCurve(recoveryRateCurveNode);
                    }
                }
                else
                {
                    recoveryRateCurve_ = new TermCurve(recoveryRateCurveNode);
                }
            }
        }
Beispiel #3
0
        public CreditCurveValuation(XmlNode xmlNode)
            : base(xmlNode)
        {
            XmlNodeList inputsNodeList = xmlNode.SelectNodes("inputs");

            if (inputsNodeList.Count > 1)
            {
                throw new Exception();
            }

            foreach (XmlNode item in inputsNodeList)
            {
                if (item.Attributes["href"] != null || item.Attributes["id"] == null)
                {
                    if (item.Attributes["id"] != null)
                    {
                        inputsIDRef = item.Attributes["id"].Name;
                        QuotedAssetSet ob = QuotedAssetSet();
                        IDManager.SetID(inputsIDRef, ob);
                    }
                    else if (item.Attributes.ToString() == "href")
                    {
                        inputsIDRef = item.Attributes["href"].Name;
                    }
                    else
                    {
                        inputs = new QuotedAssetSet(item);
                    }
                }
            }


            XmlNodeList defaultProbabilityCurveNodeList = xmlNode.SelectNodes("defaultProbabilityCurve");

            if (defaultProbabilityCurveNodeList.Count > 1)
            {
                throw new Exception();
            }

            foreach (XmlNode item in defaultProbabilityCurveNodeList)
            {
                if (item.Attributes["href"] != null || item.Attributes["id"] == null)
                {
                    if (item.Attributes["id"] != null)
                    {
                        defaultProbabilityCurveIDRef = item.Attributes["id"].Name;
                        DefaultProbabilityCurve ob = DefaultProbabilityCurve();
                        IDManager.SetID(defaultProbabilityCurveIDRef, ob);
                    }
                    else if (item.Attributes.ToString() == "href")
                    {
                        defaultProbabilityCurveIDRef = item.Attributes["href"].Name;
                    }
                    else
                    {
                        defaultProbabilityCurve = new DefaultProbabilityCurve(item);
                    }
                }
            }


            XmlNodeList recoveryRateNodeList = xmlNode.SelectNodes("recoveryRate");

            if (recoveryRateNodeList.Count > 1)
            {
                throw new Exception();
            }

            foreach (XmlNode item in recoveryRateNodeList)
            {
                if (item.Attributes["href"] != null || item.Attributes["id"] == null)
                {
                    if (item.Attributes["id"] != null)
                    {
                        recoveryRateIDRef = item.Attributes["id"].Name;
                        XsdTypeDecimal ob = XsdTypeDecimal();
                        IDManager.SetID(recoveryRateIDRef, ob);
                    }
                    else if (item.Attributes.ToString() == "href")
                    {
                        recoveryRateIDRef = item.Attributes["href"].Name;
                    }
                    else
                    {
                        recoveryRate = new XsdTypeDecimal(item);
                    }
                }
            }


            XmlNodeList recoveryRateCurveNodeList = xmlNode.SelectNodes("recoveryRateCurve");

            if (recoveryRateCurveNodeList.Count > 1)
            {
                throw new Exception();
            }

            foreach (XmlNode item in recoveryRateCurveNodeList)
            {
                if (item.Attributes["href"] != null || item.Attributes["id"] == null)
                {
                    if (item.Attributes["id"] != null)
                    {
                        recoveryRateCurveIDRef = item.Attributes["id"].Name;
                        TermCurve ob = TermCurve();
                        IDManager.SetID(recoveryRateCurveIDRef, ob);
                    }
                    else if (item.Attributes.ToString() == "href")
                    {
                        recoveryRateCurveIDRef = item.Attributes["href"].Name;
                    }
                    else
                    {
                        recoveryRateCurve = new TermCurve(item);
                    }
                }
            }
        }
 public CreditCurveValuation(XmlNode xmlNode)
 : base(xmlNode)
 {
     XmlNode inputsNode = xmlNode.SelectSingleNode("inputs");
     
     if (inputsNode != null)
     {
         if (inputsNode.Attributes["href"] != null || inputsNode.Attributes["id"] != null) 
         {
             if (inputsNode.Attributes["id"] != null) 
             {
                 inputsIDRef_ = inputsNode.Attributes["id"].Value;
                 QuotedAssetSet ob = new QuotedAssetSet(inputsNode);
                 IDManager.SetID(inputsIDRef_, ob);
             }
             else if (inputsNode.Attributes["href"] != null)
             {
                 inputsIDRef_ = inputsNode.Attributes["href"].Value;
             }
             else
             {
                 inputs_ = new QuotedAssetSet(inputsNode);
             }
         }
         else
         {
             inputs_ = new QuotedAssetSet(inputsNode);
         }
     }
     
 
     XmlNode defaultProbabilityCurveNode = xmlNode.SelectSingleNode("defaultProbabilityCurve");
     
     if (defaultProbabilityCurveNode != null)
     {
         if (defaultProbabilityCurveNode.Attributes["href"] != null || defaultProbabilityCurveNode.Attributes["id"] != null) 
         {
             if (defaultProbabilityCurveNode.Attributes["id"] != null) 
             {
                 defaultProbabilityCurveIDRef_ = defaultProbabilityCurveNode.Attributes["id"].Value;
                 DefaultProbabilityCurve ob = new DefaultProbabilityCurve(defaultProbabilityCurveNode);
                 IDManager.SetID(defaultProbabilityCurveIDRef_, ob);
             }
             else if (defaultProbabilityCurveNode.Attributes["href"] != null)
             {
                 defaultProbabilityCurveIDRef_ = defaultProbabilityCurveNode.Attributes["href"].Value;
             }
             else
             {
                 defaultProbabilityCurve_ = new DefaultProbabilityCurve(defaultProbabilityCurveNode);
             }
         }
         else
         {
             defaultProbabilityCurve_ = new DefaultProbabilityCurve(defaultProbabilityCurveNode);
         }
     }
     
 
     XmlNode recoveryRateNode = xmlNode.SelectSingleNode("recoveryRate");
     
     if (recoveryRateNode != null)
     {
         if (recoveryRateNode.Attributes["href"] != null || recoveryRateNode.Attributes["id"] != null) 
         {
             if (recoveryRateNode.Attributes["id"] != null) 
             {
                 recoveryRateIDRef_ = recoveryRateNode.Attributes["id"].Value;
                 XsdTypeDecimal ob = new XsdTypeDecimal(recoveryRateNode);
                 IDManager.SetID(recoveryRateIDRef_, ob);
             }
             else if (recoveryRateNode.Attributes["href"] != null)
             {
                 recoveryRateIDRef_ = recoveryRateNode.Attributes["href"].Value;
             }
             else
             {
                 recoveryRate_ = new XsdTypeDecimal(recoveryRateNode);
             }
         }
         else
         {
             recoveryRate_ = new XsdTypeDecimal(recoveryRateNode);
         }
     }
     
 
     XmlNode recoveryRateCurveNode = xmlNode.SelectSingleNode("recoveryRateCurve");
     
     if (recoveryRateCurveNode != null)
     {
         if (recoveryRateCurveNode.Attributes["href"] != null || recoveryRateCurveNode.Attributes["id"] != null) 
         {
             if (recoveryRateCurveNode.Attributes["id"] != null) 
             {
                 recoveryRateCurveIDRef_ = recoveryRateCurveNode.Attributes["id"].Value;
                 TermCurve ob = new TermCurve(recoveryRateCurveNode);
                 IDManager.SetID(recoveryRateCurveIDRef_, ob);
             }
             else if (recoveryRateCurveNode.Attributes["href"] != null)
             {
                 recoveryRateCurveIDRef_ = recoveryRateCurveNode.Attributes["href"].Value;
             }
             else
             {
                 recoveryRateCurve_ = new TermCurve(recoveryRateCurveNode);
             }
         }
         else
         {
             recoveryRateCurve_ = new TermCurve(recoveryRateCurveNode);
         }
     }
     
 
 }