private static void UpdateEntry(EntryObject entry, IEnumerable <string> properties)
{
var entryType = entry.GetType();
foreach (var name in properties)
{
var property = entryType.GetProperty(name);
var attribute = GetAttribute(property);
if (attribute == null || attribute.IsReadOnly)
{
continue;
}
var value = GetPropertyValue(entry, property);
if (value != null)
{
entry.Entry.Properties[attribute.Name].Value = value;
}
else
{
entry.Entry.Properties[attribute.Name].Clear();
}
}
}
private static AddOnNotionalFactor ReadAddOnNotionalFactor(EntryObject o)
{
foreach (String property in s_Properties.Except(s_PropertiesCommon.Union(s_PropertiesScalar)))
{
if (!String.IsNullOrEmpty((String)o.GetType().GetProperty(property)?.GetValue(o)))
{
throw new InvalidDataException($"The CRIF file cannot specify the {property} property for Param_AddOnNotionalFactor entries.");
}
}
if (!DataValidator.IsValidNotionalQualifier(o.Qualifier))
{
throw new InvalidDataException("The CRIF file contains a Param_AddOnNotionalFactor entry with an invalid Qualifier property.");
}
if (!Decimal.TryParse(o.Amount, NumberStyles.Any, CultureInfo.InvariantCulture, out Decimal factor))
{
throw new InvalidDataException("The CRIF file contains a Param_AddOnNotionalFactor entry with an invalid Amount property.");
}
factor /= 100m;
if ((factor <= 0m) || (factor > 1m))
{
throw new InvalidDataException("The CRIF file contains a Param_AddOnNotionalFactor entry whose factor is not between 0 and 100.");
}
RegulationsInfo regulationsInfo = ReadRegulationsInfo(o);
return(AddOnNotionalFactor.OfUnchecked(o.Qualifier, factor, regulationsInfo));
}
private static AddOnProductMultiplier ReadProductMultiplier(EntryObject o)
{
foreach (String property in s_Properties.Except(s_PropertiesCommon.Union(s_PropertiesScalar)))
{
if (!String.IsNullOrEmpty((String)o.GetType().GetProperty(property)?.GetValue(o)))
{
throw new InvalidDataException($"The CRIF file cannot specify the {property} property for Param_ProductClassMultiplier entries.");
}
}
if (!Enum.TryParse(o.Qualifier, out Model.Product product))
{
throw new InvalidDataException("The CRIF file contains a Param_ProductClassMultiplier entry with an invalid Qualifier property.");
}
if (!Decimal.TryParse(o.Amount, NumberStyles.Any, CultureInfo.InvariantCulture, out Decimal multiplier))
{
throw new InvalidDataException("The CRIF file contains a Param_ProductClassMultiplier entry with an invalid Amount property.");
}
multiplier -= 1m;
if (multiplier <= 0m)
{
throw new InvalidDataException("The CRIF file contains a Param_ProductClassMultiplier entry with a multiplier less than 1.");
}
RegulationsInfo regulationsInfo = ReadRegulationsInfo(o);
return(AddOnProductMultiplier.OfUnchecked(product, multiplier, regulationsInfo));
}
private List <string> GetAllPropertyNames(EntryObject entryObject)
{
var type = entryObject.GetType();
var propertyNames = new List <string>();
foreach (var item in type.GetProperties())
{
var attribute = GetAttribute(item);
if (attribute == null || string.IsNullOrEmpty(attribute.Name) || attribute.IsReadOnly)
{
continue;
}
propertyNames.Add(item.Name);
}
return(propertyNames);
}
private static AddOnFixedAmount ReadAddOnFixedAmount(EntryObject o)
{
if (o.InitialMarginModel != "SIMM")
{
throw new InvalidDataException("The CRIF file contains a Param_AddOnFixedAmount entry with the IMModel property not set to \"SIMM\".");
}
foreach (String property in s_Properties.Except(s_PropertiesAmount.Union(s_PropertiesCommon)))
{
if (!String.IsNullOrEmpty((String)o.GetType().GetProperty(property)?.GetValue(o)))
{
throw new InvalidDataException($"The CRIF file cannot specify the {property} property for Param_AddOnFixedAmount entries.");
}
}
Amount amount = ReadAmount(o);
RegulationsInfo regulationsInfo = ReadRegulationsInfo(o);
return(AddOnFixedAmount.OfUnchecked(amount, regulationsInfo));
}
private static AddOnNotional ReadAddOnNotional(EntryObject o)
{
foreach (String property in s_Properties.Except(s_PropertiesAmount.Union(s_PropertiesCommon).Union(s_PropertiesTrade)))
{
if (!String.IsNullOrEmpty((String)o.GetType().GetProperty(property)?.GetValue(o)))
{
throw new InvalidDataException($"The CRIF file cannot specify the {property} property for Notional entries.");
}
}
if (!DataValidator.IsValidNotionalQualifier(o.Qualifier))
{
throw new InvalidDataException("The CRIF file contains a Notional entry with an invalid Qualifier property.");
}
Amount amount = ReadAmount(o);
RegulationsInfo regulationsInfo = ReadRegulationsInfo(o);
TradeInfo tradeInfo = ReadTradeInfo(o);
return(AddOnNotional.OfUnchecked(o.Qualifier, amount, regulationsInfo, tradeInfo));
}
private static PresentValue ReadPresentValue(EntryObject o)
{
foreach (String property in s_Properties.Except(s_PropertiesAmount.Union(s_PropertiesCommon).Union(s_PropertiesTrade).Union(s_PropertiesModel)))
{
if (!String.IsNullOrEmpty((String)o.GetType().GetProperty(property)?.GetValue(o)))
{
throw new InvalidDataException($"The CRIF file cannot specify the {property} property for PV entries.");
}
}
if (!Enum.TryParse(o.ProductClass, out Schedule.Product product))
{
throw new InvalidDataException("The CRIF file contains a PV entry with an invalid ProductClass property.");
}
Amount amount = ReadAmount(o);
RegulationsInfo regulationsInfo = ReadRegulationsInfo(o);
TradeInfo tradeInfo = ReadTradeInfo(o);
return(PresentValue.OfUnchecked(product, amount, regulationsInfo, tradeInfo));
}
/// <summary>
/// Initializes a new instance of the <see cref="RelationshipManager"/> class.
/// </summary>
/// <param name="entryParent">The entry parent.</param>
public RelationshipManager(EntryObject entryParent)
{
EntryObject = entryParent;
_parentType = entryParent.GetType();
}