Ejemplo n.º 1
0
 /// <summary>
 /// Stores all relevant curve data.
 /// </summary>
 /// <param name="curveType">The curve type: Parent or Child</param>
 /// <param name="assetClass">The asset class: fx, rates etc.</param>
 /// <param name="properties">The properties for that curve. </param>
 public PricingStructureData(CurveType curveType, Constants.AssetClass assetClass, NamedValueSet properties)
 {
     CurveType  = curveType;
     AssetClass = assetClass;
     PricingStructureRiskSetType = PricingStructureRiskSetType.Parent;
     try
     {
         var pricingStructureRiskSetType = properties.GetValue <string>("PricingStructureRiskSetType", false);
         if (pricingStructureRiskSetType != null)
         {
             var result = EnumHelper.Parse <PricingStructureRiskSetType>(pricingStructureRiskSetType);
             PricingStructureRiskSetType = result;
         }
     }
     catch (System.Exception)
     {
         var exception = new System.Exception("PricingStructureRiskSetType does not exist");
         throw exception;
     }
 }
Ejemplo n.º 2
0
 /// <summary>
 /// Stores all relevant curve data.
 /// </summary>
 /// <param name="curveType">The curve type: Parent or Child</param>
 /// <param name="assetClass">The asset class: fx, rates etc.</param>
 public PricingStructureData(CurveType curveType, Constants.AssetClass assetClass)
 {
     CurveType  = curveType;
     AssetClass = assetClass;
     PricingStructureRiskSetType = PricingStructureRiskSetType.Parent;
 }