Beispiel #1
0
        public YieldCurveValuation(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 zeroCurveNodeList = xmlNode.SelectNodes("zeroCurve");

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

            foreach (XmlNode item in zeroCurveNodeList)
            {
                if (item.Attributes["href"] != null || item.Attributes["id"] == null)
                {
                    if (item.Attributes["id"] != null)
                    {
                        zeroCurveIDRef = item.Attributes["id"].Name;
                        ZeroRateCurve ob = ZeroRateCurve();
                        IDManager.SetID(zeroCurveIDRef, ob);
                    }
                    else if (item.Attributes.ToString() == "href")
                    {
                        zeroCurveIDRef = item.Attributes["href"].Name;
                    }
                    else
                    {
                        zeroCurve = new ZeroRateCurve(item);
                    }
                }
            }


            XmlNodeList forwardCurveNodeList = xmlNode.SelectNodes("forwardCurve");

            foreach (XmlNode item in forwardCurveNodeList)
            {
                if (item.Attributes["href"] != null || item.Attributes["id"] == null)
                {
                    if (item.Attributes["id"] != null)
                    {
                        forwardCurveIDRef = item.Attributes["id"].Name;
                        List <ForwardRateCurve> ob = new List <ForwardRateCurve>();
                        ob.Add(new ForwardRateCurve(item));
                        IDManager.SetID(forwardCurveIDRef, ob);
                    }
                    else if (item.Attributes.ToString() == "href")
                    {
                        forwardCurveIDRef = item.Attributes["href"].Name;
                    }
                    else
                    {
                        forwardCurve.Add(new ForwardRateCurve(item));
                    }
                }
            }


            XmlNodeList discountFactorCurveNodeList = xmlNode.SelectNodes("discountFactorCurve");

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

            foreach (XmlNode item in discountFactorCurveNodeList)
            {
                if (item.Attributes["href"] != null || item.Attributes["id"] == null)
                {
                    if (item.Attributes["id"] != null)
                    {
                        discountFactorCurveIDRef = item.Attributes["id"].Name;
                        TermCurve ob = TermCurve();
                        IDManager.SetID(discountFactorCurveIDRef, ob);
                    }
                    else if (item.Attributes.ToString() == "href")
                    {
                        discountFactorCurveIDRef = item.Attributes["href"].Name;
                    }
                    else
                    {
                        discountFactorCurve = new TermCurve(item);
                    }
                }
            }
        }
 public YieldCurveValuation(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 zeroCurveNodeList = xmlNode.SelectNodes("zeroCurve");
     if (zeroCurveNodeList.Count > 1 )
     {
             throw new Exception();
     }
     
     foreach (XmlNode item in zeroCurveNodeList)
     {
         if (item.Attributes["href"] != null || item.Attributes["id"] == null) 
         {
             if (item.Attributes["id"] != null) 
             {
                 zeroCurveIDRef = item.Attributes["id"].Name;
                 ZeroRateCurve ob = ZeroRateCurve();
                 IDManager.SetID(zeroCurveIDRef, ob);
             }
             else if (item.Attributes.ToString() == "href")
             {
                 zeroCurveIDRef = item.Attributes["href"].Name;
             }
             else
             {
                 zeroCurve = new ZeroRateCurve(item);
             }
         }
     }
     
 
     XmlNodeList forwardCurveNodeList = xmlNode.SelectNodes("forwardCurve");
     
     foreach (XmlNode item in forwardCurveNodeList)
     {
         if (item.Attributes["href"] != null || item.Attributes["id"] == null) 
         {
             if (item.Attributes["id"] != null) 
             {
                 forwardCurveIDRef = item.Attributes["id"].Name;
                 List<ForwardRateCurve> ob = new List<ForwardRateCurve>();
                 ob.Add(new ForwardRateCurve(item));
                 IDManager.SetID(forwardCurveIDRef, ob);
             }
             else if (item.Attributes.ToString() == "href")
             {
                 forwardCurveIDRef = item.Attributes["href"].Name;
             }
             else
             {
             forwardCurve.Add(new ForwardRateCurve(item));
             }
         }
     }
     
 
     XmlNodeList discountFactorCurveNodeList = xmlNode.SelectNodes("discountFactorCurve");
     if (discountFactorCurveNodeList.Count > 1 )
     {
             throw new Exception();
     }
     
     foreach (XmlNode item in discountFactorCurveNodeList)
     {
         if (item.Attributes["href"] != null || item.Attributes["id"] == null) 
         {
             if (item.Attributes["id"] != null) 
             {
                 discountFactorCurveIDRef = item.Attributes["id"].Name;
                 TermCurve ob = TermCurve();
                 IDManager.SetID(discountFactorCurveIDRef, ob);
             }
             else if (item.Attributes.ToString() == "href")
             {
                 discountFactorCurveIDRef = item.Attributes["href"].Name;
             }
             else
             {
                 discountFactorCurve = new TermCurve(item);
             }
         }
     }
     
 
 }
        public YieldCurveValuation(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 zeroCurveNode = xmlNode.SelectSingleNode("zeroCurve");

            if (zeroCurveNode != null)
            {
                if (zeroCurveNode.Attributes["href"] != null || zeroCurveNode.Attributes["id"] != null)
                {
                    if (zeroCurveNode.Attributes["id"] != null)
                    {
                        zeroCurveIDRef_ = zeroCurveNode.Attributes["id"].Value;
                        ZeroRateCurve ob = new ZeroRateCurve(zeroCurveNode);
                        IDManager.SetID(zeroCurveIDRef_, ob);
                    }
                    else if (zeroCurveNode.Attributes["href"] != null)
                    {
                        zeroCurveIDRef_ = zeroCurveNode.Attributes["href"].Value;
                    }
                    else
                    {
                        zeroCurve_ = new ZeroRateCurve(zeroCurveNode);
                    }
                }
                else
                {
                    zeroCurve_ = new ZeroRateCurve(zeroCurveNode);
                }
            }


            XmlNodeList forwardCurveNodeList = xmlNode.SelectNodes("forwardCurve");

            if (forwardCurveNodeList != null)
            {
                this.forwardCurve_ = new List <ForwardRateCurve>();
                foreach (XmlNode item in forwardCurveNodeList)
                {
                    if (item.Attributes["href"] != null || item.Attributes["id"] != null)
                    {
                        if (item.Attributes["id"] != null)
                        {
                            forwardCurveIDRef_ = item.Attributes["id"].Value;
                            forwardCurve_.Add(new ForwardRateCurve(item));
                            IDManager.SetID(forwardCurveIDRef_, forwardCurve_[forwardCurve_.Count - 1]);
                        }
                        else if (item.Attributes["href"] != null)
                        {
                            forwardCurveIDRef_ = item.Attributes["href"].Value;
                        }
                        else
                        {
                            forwardCurve_.Add(new ForwardRateCurve(item));
                        }
                    }
                    else
                    {
                        forwardCurve_.Add(new ForwardRateCurve(item));
                    }
                }
            }


            XmlNode discountFactorCurveNode = xmlNode.SelectSingleNode("discountFactorCurve");

            if (discountFactorCurveNode != null)
            {
                if (discountFactorCurveNode.Attributes["href"] != null || discountFactorCurveNode.Attributes["id"] != null)
                {
                    if (discountFactorCurveNode.Attributes["id"] != null)
                    {
                        discountFactorCurveIDRef_ = discountFactorCurveNode.Attributes["id"].Value;
                        TermCurve ob = new TermCurve(discountFactorCurveNode);
                        IDManager.SetID(discountFactorCurveIDRef_, ob);
                    }
                    else if (discountFactorCurveNode.Attributes["href"] != null)
                    {
                        discountFactorCurveIDRef_ = discountFactorCurveNode.Attributes["href"].Value;
                    }
                    else
                    {
                        discountFactorCurve_ = new TermCurve(discountFactorCurveNode);
                    }
                }
                else
                {
                    discountFactorCurve_ = new TermCurve(discountFactorCurveNode);
                }
            }
        }
 public YieldCurveValuation(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 zeroCurveNode = xmlNode.SelectSingleNode("zeroCurve");
     
     if (zeroCurveNode != null)
     {
         if (zeroCurveNode.Attributes["href"] != null || zeroCurveNode.Attributes["id"] != null) 
         {
             if (zeroCurveNode.Attributes["id"] != null) 
             {
                 zeroCurveIDRef_ = zeroCurveNode.Attributes["id"].Value;
                 ZeroRateCurve ob = new ZeroRateCurve(zeroCurveNode);
                 IDManager.SetID(zeroCurveIDRef_, ob);
             }
             else if (zeroCurveNode.Attributes["href"] != null)
             {
                 zeroCurveIDRef_ = zeroCurveNode.Attributes["href"].Value;
             }
             else
             {
                 zeroCurve_ = new ZeroRateCurve(zeroCurveNode);
             }
         }
         else
         {
             zeroCurve_ = new ZeroRateCurve(zeroCurveNode);
         }
     }
     
 
     XmlNodeList forwardCurveNodeList = xmlNode.SelectNodes("forwardCurve");
     
     if (forwardCurveNodeList != null)
     {
         this.forwardCurve_ = new List<ForwardRateCurve>();
         foreach (XmlNode item in forwardCurveNodeList)
         {
             if (item.Attributes["href"] != null || item.Attributes["id"] != null) 
             {
                 if (item.Attributes["id"] != null) 
                 {
                     forwardCurveIDRef_ = item.Attributes["id"].Value;
                     forwardCurve_.Add(new ForwardRateCurve(item));
                     IDManager.SetID(forwardCurveIDRef_, forwardCurve_[forwardCurve_.Count - 1 ]);
                 }
                 else if (item.Attributes["href"] != null)
                 {
                     forwardCurveIDRef_ = item.Attributes["href"].Value;
                 }
                 else
                 {
                 forwardCurve_.Add(new ForwardRateCurve(item));
                 }
             }
             else
             {
                 forwardCurve_.Add(new ForwardRateCurve(item));
             }
         }
     }
     
 
     XmlNode discountFactorCurveNode = xmlNode.SelectSingleNode("discountFactorCurve");
     
     if (discountFactorCurveNode != null)
     {
         if (discountFactorCurveNode.Attributes["href"] != null || discountFactorCurveNode.Attributes["id"] != null) 
         {
             if (discountFactorCurveNode.Attributes["id"] != null) 
             {
                 discountFactorCurveIDRef_ = discountFactorCurveNode.Attributes["id"].Value;
                 TermCurve ob = new TermCurve(discountFactorCurveNode);
                 IDManager.SetID(discountFactorCurveIDRef_, ob);
             }
             else if (discountFactorCurveNode.Attributes["href"] != null)
             {
                 discountFactorCurveIDRef_ = discountFactorCurveNode.Attributes["href"].Value;
             }
             else
             {
                 discountFactorCurve_ = new TermCurve(discountFactorCurveNode);
             }
         }
         else
         {
             discountFactorCurve_ = new TermCurve(discountFactorCurveNode);
         }
     }
     
 
 }