public static Discounting Parse(decimal discountingRate, string dayCountFraction, DiscountingTypeEnum discountingTypeEnum)
{
var discounting = new Discounting
{
discountingType = discountingTypeEnum,
discountRate = discountingRate,
discountRateDayCountFraction =
DayCountFractionHelper.Parse(dayCountFraction)
//discountRateSpecified = true
};
return(discounting);
}
public static RateIndex Parse(string floatingRateIndex,
string currency,
string dayCountFraction)
{
var rateIndex = new RateIndex
{
currency = new IdentifiedCurrency()
{
Value = currency
},
dayCountFraction = DayCountFractionHelper.Parse(dayCountFraction),
floatingRateIndex = FloatingRateIndexHelper.Parse(floatingRateIndex),
};
return(rateIndex);
}
public static RateIndex Parse(string instrumentId,
string floatingRateIndex,
string currency,
string dayCountFraction,
string paymentFrequency,
string term)
{
var rateIndex = new RateIndex
{
currency = new IdentifiedCurrency()
{
Value = currency
},
dayCountFraction = DayCountFractionHelper.Parse(dayCountFraction),
floatingRateIndex = FloatingRateIndexHelper.Parse(floatingRateIndex),
id = instrumentId,
instrumentId = InstrumentIdArrayHelper.Parse(instrumentId),
paymentFrequency = PeriodHelper.Parse(paymentFrequency),
term = PeriodHelper.Parse(term)
};
return(rateIndex);
}