/////<summary>
///// An id for a ratecurve.
/////</summary>
/////<param name="pricingStructureType">The pricing structure type.</param>
/////<param name="curveName">The curve name.</param>
/////<param name="buildDateTime">The build date time.</param>
/////<param name="algorithm">The algorithm.</param>
//public BondCurveIdentifier(PricingStructureTypeEnum pricingStructureType, string curveName, DateTime buildDateTime, string algorithm)
// : base(pricingStructureType, curveName, buildDateTime, algorithm)
//{
// SetProperties(PricingStructureType);
//}
/////<summary>
///// An id for a ratecurve.
/////</summary>
/////<param name="pricingStructureType"></param>
/////<param name="curveName"></param>
/////<param name="buildDateTime"></param>
//public BondCurveIdentifier(PricingStructureTypeEnum pricingStructureType, string curveName, DateTime buildDateTime)
// : this(pricingStructureType, curveName, buildDateTime, "Default")
//{}
///// <summary>
///// An id for a ratecurve.
///// </summary>
///// <param name="curveId"></param>
///// <param name="baseDate"></param>
//public BondCurveIdentifier(string curveId, DateTime baseDate)
// : base(curveId)
//{
// BaseDate = baseDate;
// SetProperties(PricingStructureType);
//}
private void SetProperties()
{
switch (PricingStructureType)
{
case PricingStructureTypeEnum.BondDiscountCurve:
case PricingStructureTypeEnum.BondCurve:
string creditInstrumentId = PropertyHelper.ExtractCreditInstrumentId(Properties);
string creditSeniority = PropertyHelper.ExtractCreditSeniority(Properties);
CreditInstrumentId = creditInstrumentId;
CreditSeniority = creditSeniority;
break;
}
}
private void SetProperties()
{
switch (PricingStructureType)
{
case PricingStructureTypeEnum.RateCurve:
case PricingStructureTypeEnum.RateBasisCurve:
ForecastRateIndex = ForecastRateIndexHelper.Parse(Index, IndexTenor);
break;
case PricingStructureTypeEnum.RateSpreadCurve:
case PricingStructureTypeEnum.ClearedRateCurve:
ForecastRateIndex = ForecastRateIndexHelper.Parse(Index, IndexTenor);
ReferenceCurveTypeAndName = PropertyHelper.ExtractReferenceCurveName(Properties);
ReferenceCurveUniqueId = PropertyHelper.ExtractReferenceCurveUniqueId(Properties);
break;
case PricingStructureTypeEnum.DiscountCurve:
string creditInstrumentId = PropertyHelper.ExtractCreditInstrumentId(Properties);
string creditSeniority = PropertyHelper.ExtractCreditSeniority(Properties);
CreditInstrumentId = InstrumentIdHelper.Parse(creditInstrumentId);
CreditSeniority = CreditSeniorityHelper.Parse(creditSeniority);
break;
case PricingStructureTypeEnum.RateXccyCurve:
//ForecastRateIndex = ForecastRateIndexHelper.Parse(Index, IndexTenor);
string discountInstrumentId = PropertyHelper.ExtractCreditInstrumentId(Properties);
string discountSeniority = PropertyHelper.ExtractCreditSeniority(Properties);
CreditInstrumentId = InstrumentIdHelper.Parse(discountInstrumentId);
CreditSeniority = CreditSeniorityHelper.Parse(discountSeniority);
ReferenceCurveTypeAndName = PropertyHelper.ExtractReferenceCurveName(Properties);
ReferenceCurveUniqueId = PropertyHelper.ExtractReferenceCurveUniqueId(Properties);
ReferenceFxCurveTypeAndName = PropertyHelper.ExtractReferenceFxCurveName(Properties);
ReferenceFxCurveUniqueId = PropertyHelper.ExtractReferenceFxCurveUniqueId(Properties);
ReferenceCurrency2CurveTypeAndName = PropertyHelper.ExtractReferenceCurrency2CurveName(Properties);
ReferenceCurrency2CurveId = PropertyHelper.ExtractReferenceCurrency2CurveId(Properties);
break;
case PricingStructureTypeEnum.InflationCurve:
ForecastRateIndex = ForecastRateIndexHelper.Parse(Index, IndexTenor);
var inflationLag = PropertyHelper.ExtractInflationLag(Properties);
if (inflationLag != "Unknown")
{
InflationLag = PeriodHelper.Parse(inflationLag);
}
break;
case PricingStructureTypeEnum.XccySpreadCurve:
PricingStructureType = PricingStructureTypeEnum.RateSpreadCurve;
break;
}
}
