internal void InitializeInstanceFields()
 {
     legs_Renamed      = DirectMetaProperty.ofImmutable(this, "legs", typeof(ResolvedSwap), (Type)typeof(ImmutableList));
     startDate_Renamed = DirectMetaProperty.ofDerived(this, "startDate", typeof(ResolvedSwap), typeof(LocalDate));
     endDate_Renamed   = DirectMetaProperty.ofDerived(this, "endDate", typeof(ResolvedSwap), typeof(LocalDate));
     metaPropertyMap$  = new DirectMetaPropertyMap(this, null, "legs", "startDate", "endDate");
 }
 internal void InitializeInstanceFields()
 {
     tickSize_Renamed     = DirectMetaProperty.ofImmutable(this, "tickSize", typeof(SecurityPriceInfo), Double.TYPE);
     tickValue_Renamed    = DirectMetaProperty.ofImmutable(this, "tickValue", typeof(SecurityPriceInfo), typeof(CurrencyAmount));
     contractSize_Renamed = DirectMetaProperty.ofImmutable(this, "contractSize", typeof(SecurityPriceInfo), Double.TYPE);
     currency_Renamed     = DirectMetaProperty.ofDerived(this, "currency", typeof(SecurityPriceInfo), typeof(Currency));
     metaPropertyMap$     = new DirectMetaPropertyMap(this, null, "tickSize", "tickValue", "contractSize", "currency");
 }
Ejemplo n.º 3
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 internal void InitializeInstanceFields()
 {
     info_Renamed          = DirectMetaProperty.ofImmutable(this, "info", typeof(BondFutureOptionPosition), typeof(PositionInfo));
     product_Renamed       = DirectMetaProperty.ofImmutable(this, "product", typeof(BondFutureOptionPosition), typeof(BondFutureOption));
     longQuantity_Renamed  = DirectMetaProperty.ofImmutable(this, "longQuantity", typeof(BondFutureOptionPosition), Double.TYPE);
     shortQuantity_Renamed = DirectMetaProperty.ofImmutable(this, "shortQuantity", typeof(BondFutureOptionPosition), Double.TYPE);
     quantity_Renamed      = DirectMetaProperty.ofDerived(this, "quantity", typeof(BondFutureOptionPosition), Double.TYPE);
     metaPropertyMap$      = new DirectMetaPropertyMap(this, null, "info", "product", "longQuantity", "shortQuantity", "quantity");
 }
Ejemplo n.º 4
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 internal void InitializeInstanceFields()
 {
     info_Renamed           = DirectMetaProperty.ofImmutable(this, "info", typeof(DsfSecurity), typeof(SecurityInfo));
     notional_Renamed       = DirectMetaProperty.ofImmutable(this, "notional", typeof(DsfSecurity), Double.TYPE);
     lastTradeDate_Renamed  = DirectMetaProperty.ofImmutable(this, "lastTradeDate", typeof(DsfSecurity), typeof(LocalDate));
     underlyingSwap_Renamed = DirectMetaProperty.ofImmutable(this, "underlyingSwap", typeof(DsfSecurity), typeof(Swap));
     currency_Renamed       = DirectMetaProperty.ofDerived(this, "currency", typeof(DsfSecurity), typeof(Currency));
     metaPropertyMap$       = new DirectMetaPropertyMap(this, null, "info", "notional", "lastTradeDate", "underlyingSwap", "currency");
 }
Ejemplo n.º 5
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 internal void InitializeInstanceFields()
 {
     info_Renamed          = DirectMetaProperty.ofImmutable(this, "info", typeof(GenericSecurityPosition), typeof(PositionInfo));
     security_Renamed      = DirectMetaProperty.ofImmutable(this, "security", typeof(GenericSecurityPosition), typeof(GenericSecurity));
     longQuantity_Renamed  = DirectMetaProperty.ofImmutable(this, "longQuantity", typeof(GenericSecurityPosition), Double.TYPE);
     shortQuantity_Renamed = DirectMetaProperty.ofImmutable(this, "shortQuantity", typeof(GenericSecurityPosition), Double.TYPE);
     quantity_Renamed      = DirectMetaProperty.ofDerived(this, "quantity", typeof(GenericSecurityPosition), Double.TYPE);
     metaPropertyMap$      = new DirectMetaPropertyMap(this, null, "info", "security", "longQuantity", "shortQuantity", "quantity");
 }
 internal void InitializeInstanceFields()
 {
     info_Renamed          = DirectMetaProperty.ofImmutable(this, "info", typeof(IborFutureSecurity), typeof(SecurityInfo));
     notional_Renamed      = DirectMetaProperty.ofImmutable(this, "notional", typeof(IborFutureSecurity), Double.TYPE);
     lastTradeDate_Renamed = DirectMetaProperty.ofImmutable(this, "lastTradeDate", typeof(IborFutureSecurity), typeof(LocalDate));
     index_Renamed         = DirectMetaProperty.ofImmutable(this, "index", typeof(IborFutureSecurity), typeof(IborIndex));
     rounding_Renamed      = DirectMetaProperty.ofImmutable(this, "rounding", typeof(IborFutureSecurity), typeof(Rounding));
     currency_Renamed      = DirectMetaProperty.ofDerived(this, "currency", typeof(IborFutureSecurity), typeof(Currency));
     metaPropertyMap$      = new DirectMetaPropertyMap(this, null, "info", "notional", "lastTradeDate", "index", "rounding", "currency");
 }
Ejemplo n.º 7
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 internal void InitializeInstanceFields()
 {
     payReceive_Renamed      = DirectMetaProperty.ofImmutable(this, "payReceive", typeof(KnownAmountSwapLeg), typeof(PayReceive));
     accrualSchedule_Renamed = DirectMetaProperty.ofImmutable(this, "accrualSchedule", typeof(KnownAmountSwapLeg), typeof(PeriodicSchedule));
     paymentSchedule_Renamed = DirectMetaProperty.ofImmutable(this, "paymentSchedule", typeof(KnownAmountSwapLeg), typeof(PaymentSchedule));
     amount_Renamed          = DirectMetaProperty.ofImmutable(this, "amount", typeof(KnownAmountSwapLeg), typeof(ValueSchedule));
     currency_Renamed        = DirectMetaProperty.ofImmutable(this, "currency", typeof(KnownAmountSwapLeg), typeof(Currency));
     type_Renamed            = DirectMetaProperty.ofDerived(this, "type", typeof(KnownAmountSwapLeg), typeof(SwapLegType));
     startDate_Renamed       = DirectMetaProperty.ofDerived(this, "startDate", typeof(KnownAmountSwapLeg), typeof(AdjustableDate));
     endDate_Renamed         = DirectMetaProperty.ofDerived(this, "endDate", typeof(KnownAmountSwapLeg), typeof(AdjustableDate));
     metaPropertyMap$        = new DirectMetaPropertyMap(this, null, "payReceive", "accrualSchedule", "paymentSchedule", "amount", "currency", "type", "startDate", "endDate");
 }
 internal void InitializeInstanceFields()
 {
     payReceive_Renamed       = DirectMetaProperty.ofImmutable(this, "payReceive", typeof(RateCalculationSwapLeg), typeof(PayReceive));
     accrualSchedule_Renamed  = DirectMetaProperty.ofImmutable(this, "accrualSchedule", typeof(RateCalculationSwapLeg), typeof(PeriodicSchedule));
     paymentSchedule_Renamed  = DirectMetaProperty.ofImmutable(this, "paymentSchedule", typeof(RateCalculationSwapLeg), typeof(PaymentSchedule));
     notionalSchedule_Renamed = DirectMetaProperty.ofImmutable(this, "notionalSchedule", typeof(RateCalculationSwapLeg), typeof(NotionalSchedule));
     calculation_Renamed      = DirectMetaProperty.ofImmutable(this, "calculation", typeof(RateCalculationSwapLeg), typeof(RateCalculation));
     type_Renamed             = DirectMetaProperty.ofDerived(this, "type", typeof(RateCalculationSwapLeg), typeof(SwapLegType));
     startDate_Renamed        = DirectMetaProperty.ofDerived(this, "startDate", typeof(RateCalculationSwapLeg), typeof(AdjustableDate));
     endDate_Renamed          = DirectMetaProperty.ofDerived(this, "endDate", typeof(RateCalculationSwapLeg), typeof(AdjustableDate));
     currency_Renamed         = DirectMetaProperty.ofDerived(this, "currency", typeof(RateCalculationSwapLeg), typeof(Currency));
     metaPropertyMap$         = new DirectMetaPropertyMap(this, null, "payReceive", "accrualSchedule", "paymentSchedule", "notionalSchedule", "calculation", "type", "startDate", "endDate", "currency");
 }
Ejemplo n.º 9
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 internal void InitializeInstanceFields()
 {
     info_Renamed          = DirectMetaProperty.ofImmutable(this, "info", typeof(OvernightFutureSecurity), typeof(SecurityInfo));
     notional_Renamed      = DirectMetaProperty.ofImmutable(this, "notional", typeof(OvernightFutureSecurity), Double.TYPE);
     accrualFactor_Renamed = DirectMetaProperty.ofImmutable(this, "accrualFactor", typeof(OvernightFutureSecurity), Double.TYPE);
     lastTradeDate_Renamed = DirectMetaProperty.ofImmutable(this, "lastTradeDate", typeof(OvernightFutureSecurity), typeof(LocalDate));
     startDate_Renamed     = DirectMetaProperty.ofImmutable(this, "startDate", typeof(OvernightFutureSecurity), typeof(LocalDate));
     endDate_Renamed       = DirectMetaProperty.ofImmutable(this, "endDate", typeof(OvernightFutureSecurity), typeof(LocalDate));
     index_Renamed         = DirectMetaProperty.ofImmutable(this, "index", typeof(OvernightFutureSecurity), typeof(OvernightIndex));
     accrualMethod_Renamed = DirectMetaProperty.ofImmutable(this, "accrualMethod", typeof(OvernightFutureSecurity), typeof(OvernightAccrualMethod));
     rounding_Renamed      = DirectMetaProperty.ofImmutable(this, "rounding", typeof(OvernightFutureSecurity), typeof(Rounding));
     currency_Renamed      = DirectMetaProperty.ofDerived(this, "currency", typeof(OvernightFutureSecurity), typeof(Currency));
     metaPropertyMap$      = new DirectMetaPropertyMap(this, null, "info", "notional", "accrualFactor", "lastTradeDate", "startDate", "endDate", "index", "accrualMethod", "rounding", "currency");
 }