public ForecastRateIndex(XmlNode xmlNode)
{
XmlNodeList floatingRateIndexNodeList = xmlNode.SelectNodes("floatingRateIndex");
if (floatingRateIndexNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in floatingRateIndexNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
floatingRateIndexIDRef = item.Attributes["id"].Name;
FloatingRateIndex ob = FloatingRateIndex();
IDManager.SetID(floatingRateIndexIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
floatingRateIndexIDRef = item.Attributes["href"].Name;
}
else
{
floatingRateIndex = new FloatingRateIndex(item);
}
}
}
XmlNodeList indexTenorNodeList = xmlNode.SelectNodes("indexTenor");
if (indexTenorNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in indexTenorNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
indexTenorIDRef = item.Attributes["id"].Name;
Period ob = Period();
IDManager.SetID(indexTenorIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
indexTenorIDRef = item.Attributes["href"].Name;
}
else
{
indexTenor = new Period(item);
}
}
}
}
public ForecastRateIndex(XmlNode xmlNode)
{
XmlNode floatingRateIndexNode = xmlNode.SelectSingleNode("floatingRateIndex");
if (floatingRateIndexNode != null)
{
if (floatingRateIndexNode.Attributes["href"] != null || floatingRateIndexNode.Attributes["id"] != null)
{
if (floatingRateIndexNode.Attributes["id"] != null)
{
floatingRateIndexIDRef_ = floatingRateIndexNode.Attributes["id"].Value;
FloatingRateIndex ob = new FloatingRateIndex(floatingRateIndexNode);
IDManager.SetID(floatingRateIndexIDRef_, ob);
}
else if (floatingRateIndexNode.Attributes["href"] != null)
{
floatingRateIndexIDRef_ = floatingRateIndexNode.Attributes["href"].Value;
}
else
{
floatingRateIndex_ = new FloatingRateIndex(floatingRateIndexNode);
}
}
else
{
floatingRateIndex_ = new FloatingRateIndex(floatingRateIndexNode);
}
}
XmlNode indexTenorNode = xmlNode.SelectSingleNode("indexTenor");
if (indexTenorNode != null)
{
if (indexTenorNode.Attributes["href"] != null || indexTenorNode.Attributes["id"] != null)
{
if (indexTenorNode.Attributes["id"] != null)
{
indexTenorIDRef_ = indexTenorNode.Attributes["id"].Value;
Period ob = new Period(indexTenorNode);
IDManager.SetID(indexTenorIDRef_, ob);
}
else if (indexTenorNode.Attributes["href"] != null)
{
indexTenorIDRef_ = indexTenorNode.Attributes["href"].Value;
}
else
{
indexTenor_ = new Period(indexTenorNode);
}
}
else
{
indexTenor_ = new Period(indexTenorNode);
}
}
}
public ForecastRateIndex(XmlNode xmlNode)
{
XmlNodeList floatingRateIndexNodeList = xmlNode.SelectNodes("floatingRateIndex");
if (floatingRateIndexNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in floatingRateIndexNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
floatingRateIndexIDRef = item.Attributes["id"].Name;
FloatingRateIndex ob = FloatingRateIndex();
IDManager.SetID(floatingRateIndexIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
floatingRateIndexIDRef = item.Attributes["href"].Name;
}
else
{
floatingRateIndex = new FloatingRateIndex(item);
}
}
}
XmlNodeList indexTenorNodeList = xmlNode.SelectNodes("indexTenor");
if (indexTenorNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in indexTenorNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
indexTenorIDRef = item.Attributes["id"].Name;
Period ob = Period();
IDManager.SetID(indexTenorIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
indexTenorIDRef = item.Attributes["href"].Name;
}
else
{
indexTenor = new Period(item);
}
}
}
}
public ForecastRateIndex(XmlNode xmlNode)
{
XmlNode floatingRateIndexNode = xmlNode.SelectSingleNode("floatingRateIndex");
if (floatingRateIndexNode != null)
{
if (floatingRateIndexNode.Attributes["href"] != null || floatingRateIndexNode.Attributes["id"] != null)
{
if (floatingRateIndexNode.Attributes["id"] != null)
{
floatingRateIndexIDRef_ = floatingRateIndexNode.Attributes["id"].Value;
FloatingRateIndex ob = new FloatingRateIndex(floatingRateIndexNode);
IDManager.SetID(floatingRateIndexIDRef_, ob);
}
else if (floatingRateIndexNode.Attributes["href"] != null)
{
floatingRateIndexIDRef_ = floatingRateIndexNode.Attributes["href"].Value;
}
else
{
floatingRateIndex_ = new FloatingRateIndex(floatingRateIndexNode);
}
}
else
{
floatingRateIndex_ = new FloatingRateIndex(floatingRateIndexNode);
}
}
XmlNode indexTenorNode = xmlNode.SelectSingleNode("indexTenor");
if (indexTenorNode != null)
{
if (indexTenorNode.Attributes["href"] != null || indexTenorNode.Attributes["id"] != null)
{
if (indexTenorNode.Attributes["id"] != null)
{
indexTenorIDRef_ = indexTenorNode.Attributes["id"].Value;
Period ob = new Period(indexTenorNode);
IDManager.SetID(indexTenorIDRef_, ob);
}
else if (indexTenorNode.Attributes["href"] != null)
{
indexTenorIDRef_ = indexTenorNode.Attributes["href"].Value;
}
else
{
indexTenor_ = new Period(indexTenorNode);
}
}
else
{
indexTenor_ = new Period(indexTenorNode);
}
}
}
public InterestShortFall(XmlNode xmlNode)
{
XmlNodeList interestShortfallCapNodeList = xmlNode.SelectNodes("interestShortfallCap");
if (interestShortfallCapNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in interestShortfallCapNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
interestShortfallCapIDRef = item.Attributes["id"].Name;
InterestShortfallCapEnum ob = InterestShortfallCapEnum();
IDManager.SetID(interestShortfallCapIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
interestShortfallCapIDRef = item.Attributes["href"].Name;
}
else
{
interestShortfallCap = new InterestShortfallCapEnum(item);
}
}
}
XmlNodeList compoundingNodeList = xmlNode.SelectNodes("compounding");
if (compoundingNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in compoundingNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
compoundingIDRef = item.Attributes["id"].Name;
XsdTypeBoolean ob = XsdTypeBoolean();
IDManager.SetID(compoundingIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
compoundingIDRef = item.Attributes["href"].Name;
}
else
{
compounding = new XsdTypeBoolean(item);
}
}
}
XmlNodeList rateSourceNodeList = xmlNode.SelectNodes("rateSource");
if (rateSourceNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in rateSourceNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
rateSourceIDRef = item.Attributes["id"].Name;
FloatingRateIndex ob = FloatingRateIndex();
IDManager.SetID(rateSourceIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
rateSourceIDRef = item.Attributes["href"].Name;
}
else
{
rateSource = new FloatingRateIndex(item);
}
}
}
}
public FloatingRate(XmlNode xmlNode)
: base(xmlNode)
{
XmlNodeList floatingRateIndexNodeList = xmlNode.SelectNodes("floatingRateIndex");
if (floatingRateIndexNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in floatingRateIndexNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
floatingRateIndexIDRef = item.Attributes["id"].Name;
FloatingRateIndex ob = FloatingRateIndex();
IDManager.SetID(floatingRateIndexIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
floatingRateIndexIDRef = item.Attributes["href"].Name;
}
else
{
floatingRateIndex = new FloatingRateIndex(item);
}
}
}
XmlNodeList indexTenorNodeList = xmlNode.SelectNodes("indexTenor");
if (indexTenorNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in indexTenorNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
indexTenorIDRef = item.Attributes["id"].Name;
Period ob = Period();
IDManager.SetID(indexTenorIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
indexTenorIDRef = item.Attributes["href"].Name;
}
else
{
indexTenor = new Period(item);
}
}
}
XmlNodeList floatingRateMultiplierScheduleNodeList = xmlNode.SelectNodes("floatingRateMultiplierSchedule");
if (floatingRateMultiplierScheduleNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in floatingRateMultiplierScheduleNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
floatingRateMultiplierScheduleIDRef = item.Attributes["id"].Name;
Schedule ob = Schedule();
IDManager.SetID(floatingRateMultiplierScheduleIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
floatingRateMultiplierScheduleIDRef = item.Attributes["href"].Name;
}
else
{
floatingRateMultiplierSchedule = new Schedule(item);
}
}
}
XmlNodeList spreadScheduleNodeList = xmlNode.SelectNodes("spreadSchedule");
foreach (XmlNode item in spreadScheduleNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
spreadScheduleIDRef = item.Attributes["id"].Name;
List<SpreadSchedule> ob = new List<SpreadSchedule>();
ob.Add(new SpreadSchedule(item));
IDManager.SetID(spreadScheduleIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
spreadScheduleIDRef = item.Attributes["href"].Name;
}
else
{
spreadSchedule.Add(new SpreadSchedule(item));
}
}
}
XmlNodeList rateTreatmentNodeList = xmlNode.SelectNodes("rateTreatment");
if (rateTreatmentNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in rateTreatmentNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
rateTreatmentIDRef = item.Attributes["id"].Name;
RateTreatmentEnum ob = RateTreatmentEnum();
IDManager.SetID(rateTreatmentIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
rateTreatmentIDRef = item.Attributes["href"].Name;
}
else
{
rateTreatment = new RateTreatmentEnum(item);
}
}
}
XmlNodeList capRateScheduleNodeList = xmlNode.SelectNodes("capRateSchedule");
foreach (XmlNode item in capRateScheduleNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
capRateScheduleIDRef = item.Attributes["id"].Name;
List<StrikeSchedule> ob = new List<StrikeSchedule>();
ob.Add(new StrikeSchedule(item));
IDManager.SetID(capRateScheduleIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
capRateScheduleIDRef = item.Attributes["href"].Name;
}
else
{
capRateSchedule.Add(new StrikeSchedule(item));
}
}
}
XmlNodeList floorRateScheduleNodeList = xmlNode.SelectNodes("floorRateSchedule");
foreach (XmlNode item in floorRateScheduleNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
floorRateScheduleIDRef = item.Attributes["id"].Name;
List<StrikeSchedule> ob = new List<StrikeSchedule>();
ob.Add(new StrikeSchedule(item));
IDManager.SetID(floorRateScheduleIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
floorRateScheduleIDRef = item.Attributes["href"].Name;
}
else
{
floorRateSchedule.Add(new StrikeSchedule(item));
}
}
}
}
public RateIndex(XmlNode xmlNode)
: base(xmlNode)
{
XmlNode floatingRateIndexNode = xmlNode.SelectSingleNode("floatingRateIndex");
if (floatingRateIndexNode != null)
{
if (floatingRateIndexNode.Attributes["href"] != null || floatingRateIndexNode.Attributes["id"] != null)
{
if (floatingRateIndexNode.Attributes["id"] != null)
{
floatingRateIndexIDRef_ = floatingRateIndexNode.Attributes["id"].Value;
FloatingRateIndex ob = new FloatingRateIndex(floatingRateIndexNode);
IDManager.SetID(floatingRateIndexIDRef_, ob);
}
else if (floatingRateIndexNode.Attributes["href"] != null)
{
floatingRateIndexIDRef_ = floatingRateIndexNode.Attributes["href"].Value;
}
else
{
floatingRateIndex_ = new FloatingRateIndex(floatingRateIndexNode);
}
}
else
{
floatingRateIndex_ = new FloatingRateIndex(floatingRateIndexNode);
}
}
XmlNode termNode = xmlNode.SelectSingleNode("term");
if (termNode != null)
{
if (termNode.Attributes["href"] != null || termNode.Attributes["id"] != null)
{
if (termNode.Attributes["id"] != null)
{
termIDRef_ = termNode.Attributes["id"].Value;
Period ob = new Period(termNode);
IDManager.SetID(termIDRef_, ob);
}
else if (termNode.Attributes["href"] != null)
{
termIDRef_ = termNode.Attributes["href"].Value;
}
else
{
term_ = new Period(termNode);
}
}
else
{
term_ = new Period(termNode);
}
}
XmlNode paymentFrequencyNode = xmlNode.SelectSingleNode("paymentFrequency");
if (paymentFrequencyNode != null)
{
if (paymentFrequencyNode.Attributes["href"] != null || paymentFrequencyNode.Attributes["id"] != null)
{
if (paymentFrequencyNode.Attributes["id"] != null)
{
paymentFrequencyIDRef_ = paymentFrequencyNode.Attributes["id"].Value;
Period ob = new Period(paymentFrequencyNode);
IDManager.SetID(paymentFrequencyIDRef_, ob);
}
else if (paymentFrequencyNode.Attributes["href"] != null)
{
paymentFrequencyIDRef_ = paymentFrequencyNode.Attributes["href"].Value;
}
else
{
paymentFrequency_ = new Period(paymentFrequencyNode);
}
}
else
{
paymentFrequency_ = new Period(paymentFrequencyNode);
}
}
XmlNode dayCountFractionNode = xmlNode.SelectSingleNode("dayCountFraction");
if (dayCountFractionNode != null)
{
if (dayCountFractionNode.Attributes["href"] != null || dayCountFractionNode.Attributes["id"] != null)
{
if (dayCountFractionNode.Attributes["id"] != null)
{
dayCountFractionIDRef_ = dayCountFractionNode.Attributes["id"].Value;
DayCountFraction ob = new DayCountFraction(dayCountFractionNode);
IDManager.SetID(dayCountFractionIDRef_, ob);
}
else if (dayCountFractionNode.Attributes["href"] != null)
{
dayCountFractionIDRef_ = dayCountFractionNode.Attributes["href"].Value;
}
else
{
dayCountFraction_ = new DayCountFraction(dayCountFractionNode);
}
}
else
{
dayCountFraction_ = new DayCountFraction(dayCountFractionNode);
}
}
}
public RateIndex(XmlNode xmlNode)
: base(xmlNode)
{
XmlNodeList floatingRateIndexNodeList = xmlNode.SelectNodes("floatingRateIndex");
if (floatingRateIndexNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in floatingRateIndexNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
floatingRateIndexIDRef = item.Attributes["id"].Name;
FloatingRateIndex ob = FloatingRateIndex();
IDManager.SetID(floatingRateIndexIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
floatingRateIndexIDRef = item.Attributes["href"].Name;
}
else
{
floatingRateIndex = new FloatingRateIndex(item);
}
}
}
XmlNodeList termNodeList = xmlNode.SelectNodes("term");
if (termNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in termNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
termIDRef = item.Attributes["id"].Name;
Period ob = Period();
IDManager.SetID(termIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
termIDRef = item.Attributes["href"].Name;
}
else
{
term = new Period(item);
}
}
}
XmlNodeList paymentFrequencyNodeList = xmlNode.SelectNodes("paymentFrequency");
if (paymentFrequencyNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in paymentFrequencyNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
paymentFrequencyIDRef = item.Attributes["id"].Name;
Period ob = Period();
IDManager.SetID(paymentFrequencyIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
paymentFrequencyIDRef = item.Attributes["href"].Name;
}
else
{
paymentFrequency = new Period(item);
}
}
}
XmlNodeList dayCountFractionNodeList = xmlNode.SelectNodes("dayCountFraction");
if (dayCountFractionNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in dayCountFractionNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
dayCountFractionIDRef = item.Attributes["id"].Name;
DayCountFraction ob = DayCountFraction();
IDManager.SetID(dayCountFractionIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
dayCountFractionIDRef = item.Attributes["href"].Name;
}
else
{
dayCountFraction = new DayCountFraction(item);
}
}
}
}
public SwapCurveValuation(XmlNode xmlNode)
{
XmlNodeList floatingRateIndexNodeList = xmlNode.SelectNodes("floatingRateIndex");
if (floatingRateIndexNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in floatingRateIndexNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
floatingRateIndexIDRef = item.Attributes["id"].Name;
FloatingRateIndex ob = FloatingRateIndex();
IDManager.SetID(floatingRateIndexIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
floatingRateIndexIDRef = item.Attributes["href"].Name;
}
else
{
floatingRateIndex = new FloatingRateIndex(item);
}
}
}
XmlNodeList indexTenorNodeList = xmlNode.SelectNodes("indexTenor");
if (indexTenorNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in indexTenorNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
indexTenorIDRef = item.Attributes["id"].Name;
Period ob = Period();
IDManager.SetID(indexTenorIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
indexTenorIDRef = item.Attributes["href"].Name;
}
else
{
indexTenor = new Period(item);
}
}
}
XmlNodeList spreadNodeList = xmlNode.SelectNodes("spread");
if (spreadNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in spreadNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
spreadIDRef = item.Attributes["id"].Name;
XsdTypeDecimal ob = XsdTypeDecimal();
IDManager.SetID(spreadIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
spreadIDRef = item.Attributes["href"].Name;
}
else
{
spread = new XsdTypeDecimal(item);
}
}
}
XmlNodeList sideNodeList = xmlNode.SelectNodes("side");
if (sideNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in sideNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
sideIDRef = item.Attributes["id"].Name;
QuotationSideEnum ob = QuotationSideEnum();
IDManager.SetID(sideIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
sideIDRef = item.Attributes["href"].Name;
}
else
{
side = new QuotationSideEnum(item);
}
}
}
}
public FloatingRate(XmlNode xmlNode)
: base(xmlNode)
{
XmlNode floatingRateIndexNode = xmlNode.SelectSingleNode("floatingRateIndex");
if (floatingRateIndexNode != null)
{
if (floatingRateIndexNode.Attributes["href"] != null || floatingRateIndexNode.Attributes["id"] != null)
{
if (floatingRateIndexNode.Attributes["id"] != null)
{
floatingRateIndexIDRef_ = floatingRateIndexNode.Attributes["id"].Value;
FloatingRateIndex ob = new FloatingRateIndex(floatingRateIndexNode);
IDManager.SetID(floatingRateIndexIDRef_, ob);
}
else if (floatingRateIndexNode.Attributes["href"] != null)
{
floatingRateIndexIDRef_ = floatingRateIndexNode.Attributes["href"].Value;
}
else
{
floatingRateIndex_ = new FloatingRateIndex(floatingRateIndexNode);
}
}
else
{
floatingRateIndex_ = new FloatingRateIndex(floatingRateIndexNode);
}
}
XmlNode indexTenorNode = xmlNode.SelectSingleNode("indexTenor");
if (indexTenorNode != null)
{
if (indexTenorNode.Attributes["href"] != null || indexTenorNode.Attributes["id"] != null)
{
if (indexTenorNode.Attributes["id"] != null)
{
indexTenorIDRef_ = indexTenorNode.Attributes["id"].Value;
Period ob = new Period(indexTenorNode);
IDManager.SetID(indexTenorIDRef_, ob);
}
else if (indexTenorNode.Attributes["href"] != null)
{
indexTenorIDRef_ = indexTenorNode.Attributes["href"].Value;
}
else
{
indexTenor_ = new Period(indexTenorNode);
}
}
else
{
indexTenor_ = new Period(indexTenorNode);
}
}
XmlNode floatingRateMultiplierScheduleNode = xmlNode.SelectSingleNode("floatingRateMultiplierSchedule");
if (floatingRateMultiplierScheduleNode != null)
{
if (floatingRateMultiplierScheduleNode.Attributes["href"] != null || floatingRateMultiplierScheduleNode.Attributes["id"] != null)
{
if (floatingRateMultiplierScheduleNode.Attributes["id"] != null)
{
floatingRateMultiplierScheduleIDRef_ = floatingRateMultiplierScheduleNode.Attributes["id"].Value;
Schedule ob = new Schedule(floatingRateMultiplierScheduleNode);
IDManager.SetID(floatingRateMultiplierScheduleIDRef_, ob);
}
else if (floatingRateMultiplierScheduleNode.Attributes["href"] != null)
{
floatingRateMultiplierScheduleIDRef_ = floatingRateMultiplierScheduleNode.Attributes["href"].Value;
}
else
{
floatingRateMultiplierSchedule_ = new Schedule(floatingRateMultiplierScheduleNode);
}
}
else
{
floatingRateMultiplierSchedule_ = new Schedule(floatingRateMultiplierScheduleNode);
}
}
XmlNodeList spreadScheduleNodeList = xmlNode.SelectNodes("spreadSchedule");
if (spreadScheduleNodeList != null)
{
this.spreadSchedule_ = new List<SpreadSchedule>();
foreach (XmlNode item in spreadScheduleNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] != null)
{
if (item.Attributes["id"] != null)
{
spreadScheduleIDRef_ = item.Attributes["id"].Value;
spreadSchedule_.Add(new SpreadSchedule(item));
IDManager.SetID(spreadScheduleIDRef_, spreadSchedule_[spreadSchedule_.Count - 1 ]);
}
else if (item.Attributes["href"] != null)
{
spreadScheduleIDRef_ = item.Attributes["href"].Value;
}
else
{
spreadSchedule_.Add(new SpreadSchedule(item));
}
}
else
{
spreadSchedule_.Add(new SpreadSchedule(item));
}
}
}
XmlNode rateTreatmentNode = xmlNode.SelectSingleNode("rateTreatment");
if (rateTreatmentNode != null)
{
if (rateTreatmentNode.Attributes["href"] != null || rateTreatmentNode.Attributes["id"] != null)
{
if (rateTreatmentNode.Attributes["id"] != null)
{
rateTreatmentIDRef_ = rateTreatmentNode.Attributes["id"].Value;
RateTreatmentEnum ob = new RateTreatmentEnum(rateTreatmentNode);
IDManager.SetID(rateTreatmentIDRef_, ob);
}
else if (rateTreatmentNode.Attributes["href"] != null)
{
rateTreatmentIDRef_ = rateTreatmentNode.Attributes["href"].Value;
}
else
{
rateTreatment_ = new RateTreatmentEnum(rateTreatmentNode);
}
}
else
{
rateTreatment_ = new RateTreatmentEnum(rateTreatmentNode);
}
}
XmlNodeList capRateScheduleNodeList = xmlNode.SelectNodes("capRateSchedule");
if (capRateScheduleNodeList != null)
{
this.capRateSchedule_ = new List<StrikeSchedule>();
foreach (XmlNode item in capRateScheduleNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] != null)
{
if (item.Attributes["id"] != null)
{
capRateScheduleIDRef_ = item.Attributes["id"].Value;
capRateSchedule_.Add(new StrikeSchedule(item));
IDManager.SetID(capRateScheduleIDRef_, capRateSchedule_[capRateSchedule_.Count - 1 ]);
}
else if (item.Attributes["href"] != null)
{
capRateScheduleIDRef_ = item.Attributes["href"].Value;
}
else
{
capRateSchedule_.Add(new StrikeSchedule(item));
}
}
else
{
capRateSchedule_.Add(new StrikeSchedule(item));
}
}
}
XmlNodeList floorRateScheduleNodeList = xmlNode.SelectNodes("floorRateSchedule");
if (floorRateScheduleNodeList != null)
{
this.floorRateSchedule_ = new List<StrikeSchedule>();
foreach (XmlNode item in floorRateScheduleNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] != null)
{
if (item.Attributes["id"] != null)
{
floorRateScheduleIDRef_ = item.Attributes["id"].Value;
floorRateSchedule_.Add(new StrikeSchedule(item));
IDManager.SetID(floorRateScheduleIDRef_, floorRateSchedule_[floorRateSchedule_.Count - 1 ]);
}
else if (item.Attributes["href"] != null)
{
floorRateScheduleIDRef_ = item.Attributes["href"].Value;
}
else
{
floorRateSchedule_.Add(new StrikeSchedule(item));
}
}
else
{
floorRateSchedule_.Add(new StrikeSchedule(item));
}
}
}
}
public FloatingRate(XmlNode xmlNode)
: base(xmlNode)
{
XmlNodeList floatingRateIndexNodeList = xmlNode.SelectNodes("floatingRateIndex");
if (floatingRateIndexNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in floatingRateIndexNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
floatingRateIndexIDRef = item.Attributes["id"].Name;
FloatingRateIndex ob = FloatingRateIndex();
IDManager.SetID(floatingRateIndexIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
floatingRateIndexIDRef = item.Attributes["href"].Name;
}
else
{
floatingRateIndex = new FloatingRateIndex(item);
}
}
}
XmlNodeList indexTenorNodeList = xmlNode.SelectNodes("indexTenor");
if (indexTenorNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in indexTenorNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
indexTenorIDRef = item.Attributes["id"].Name;
Period ob = Period();
IDManager.SetID(indexTenorIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
indexTenorIDRef = item.Attributes["href"].Name;
}
else
{
indexTenor = new Period(item);
}
}
}
XmlNodeList floatingRateMultiplierScheduleNodeList = xmlNode.SelectNodes("floatingRateMultiplierSchedule");
if (floatingRateMultiplierScheduleNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in floatingRateMultiplierScheduleNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
floatingRateMultiplierScheduleIDRef = item.Attributes["id"].Name;
Schedule ob = Schedule();
IDManager.SetID(floatingRateMultiplierScheduleIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
floatingRateMultiplierScheduleIDRef = item.Attributes["href"].Name;
}
else
{
floatingRateMultiplierSchedule = new Schedule(item);
}
}
}
XmlNodeList spreadScheduleNodeList = xmlNode.SelectNodes("spreadSchedule");
foreach (XmlNode item in spreadScheduleNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
spreadScheduleIDRef = item.Attributes["id"].Name;
List <SpreadSchedule> ob = new List <SpreadSchedule>();
ob.Add(new SpreadSchedule(item));
IDManager.SetID(spreadScheduleIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
spreadScheduleIDRef = item.Attributes["href"].Name;
}
else
{
spreadSchedule.Add(new SpreadSchedule(item));
}
}
}
XmlNodeList rateTreatmentNodeList = xmlNode.SelectNodes("rateTreatment");
if (rateTreatmentNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in rateTreatmentNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
rateTreatmentIDRef = item.Attributes["id"].Name;
RateTreatmentEnum ob = RateTreatmentEnum();
IDManager.SetID(rateTreatmentIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
rateTreatmentIDRef = item.Attributes["href"].Name;
}
else
{
rateTreatment = new RateTreatmentEnum(item);
}
}
}
XmlNodeList capRateScheduleNodeList = xmlNode.SelectNodes("capRateSchedule");
foreach (XmlNode item in capRateScheduleNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
capRateScheduleIDRef = item.Attributes["id"].Name;
List <StrikeSchedule> ob = new List <StrikeSchedule>();
ob.Add(new StrikeSchedule(item));
IDManager.SetID(capRateScheduleIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
capRateScheduleIDRef = item.Attributes["href"].Name;
}
else
{
capRateSchedule.Add(new StrikeSchedule(item));
}
}
}
XmlNodeList floorRateScheduleNodeList = xmlNode.SelectNodes("floorRateSchedule");
foreach (XmlNode item in floorRateScheduleNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
floorRateScheduleIDRef = item.Attributes["id"].Name;
List <StrikeSchedule> ob = new List <StrikeSchedule>();
ob.Add(new StrikeSchedule(item));
IDManager.SetID(floorRateScheduleIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
floorRateScheduleIDRef = item.Attributes["href"].Name;
}
else
{
floorRateSchedule.Add(new StrikeSchedule(item));
}
}
}
}
public Fra(XmlNode xmlNode)
: base(xmlNode)
{
XmlNode buyerPartyReferenceNode = xmlNode.SelectSingleNode("buyerPartyReference");
if (buyerPartyReferenceNode != null)
{
if (buyerPartyReferenceNode.Attributes["href"] != null || buyerPartyReferenceNode.Attributes["id"] != null)
{
if (buyerPartyReferenceNode.Attributes["id"] != null)
{
buyerPartyReferenceIDRef_ = buyerPartyReferenceNode.Attributes["id"].Value;
PartyReference ob = new PartyReference(buyerPartyReferenceNode);
IDManager.SetID(buyerPartyReferenceIDRef_, ob);
}
else if (buyerPartyReferenceNode.Attributes["href"] != null)
{
buyerPartyReferenceIDRef_ = buyerPartyReferenceNode.Attributes["href"].Value;
}
else
{
buyerPartyReference_ = new PartyReference(buyerPartyReferenceNode);
}
}
else
{
buyerPartyReference_ = new PartyReference(buyerPartyReferenceNode);
}
}
XmlNode buyerAccountReferenceNode = xmlNode.SelectSingleNode("buyerAccountReference");
if (buyerAccountReferenceNode != null)
{
if (buyerAccountReferenceNode.Attributes["href"] != null || buyerAccountReferenceNode.Attributes["id"] != null)
{
if (buyerAccountReferenceNode.Attributes["id"] != null)
{
buyerAccountReferenceIDRef_ = buyerAccountReferenceNode.Attributes["id"].Value;
AccountReference ob = new AccountReference(buyerAccountReferenceNode);
IDManager.SetID(buyerAccountReferenceIDRef_, ob);
}
else if (buyerAccountReferenceNode.Attributes["href"] != null)
{
buyerAccountReferenceIDRef_ = buyerAccountReferenceNode.Attributes["href"].Value;
}
else
{
buyerAccountReference_ = new AccountReference(buyerAccountReferenceNode);
}
}
else
{
buyerAccountReference_ = new AccountReference(buyerAccountReferenceNode);
}
}
XmlNode sellerPartyReferenceNode = xmlNode.SelectSingleNode("sellerPartyReference");
if (sellerPartyReferenceNode != null)
{
if (sellerPartyReferenceNode.Attributes["href"] != null || sellerPartyReferenceNode.Attributes["id"] != null)
{
if (sellerPartyReferenceNode.Attributes["id"] != null)
{
sellerPartyReferenceIDRef_ = sellerPartyReferenceNode.Attributes["id"].Value;
PartyReference ob = new PartyReference(sellerPartyReferenceNode);
IDManager.SetID(sellerPartyReferenceIDRef_, ob);
}
else if (sellerPartyReferenceNode.Attributes["href"] != null)
{
sellerPartyReferenceIDRef_ = sellerPartyReferenceNode.Attributes["href"].Value;
}
else
{
sellerPartyReference_ = new PartyReference(sellerPartyReferenceNode);
}
}
else
{
sellerPartyReference_ = new PartyReference(sellerPartyReferenceNode);
}
}
XmlNode sellerAccountReferenceNode = xmlNode.SelectSingleNode("sellerAccountReference");
if (sellerAccountReferenceNode != null)
{
if (sellerAccountReferenceNode.Attributes["href"] != null || sellerAccountReferenceNode.Attributes["id"] != null)
{
if (sellerAccountReferenceNode.Attributes["id"] != null)
{
sellerAccountReferenceIDRef_ = sellerAccountReferenceNode.Attributes["id"].Value;
AccountReference ob = new AccountReference(sellerAccountReferenceNode);
IDManager.SetID(sellerAccountReferenceIDRef_, ob);
}
else if (sellerAccountReferenceNode.Attributes["href"] != null)
{
sellerAccountReferenceIDRef_ = sellerAccountReferenceNode.Attributes["href"].Value;
}
else
{
sellerAccountReference_ = new AccountReference(sellerAccountReferenceNode);
}
}
else
{
sellerAccountReference_ = new AccountReference(sellerAccountReferenceNode);
}
}
XmlNode adjustedEffectiveDateNode = xmlNode.SelectSingleNode("adjustedEffectiveDate");
if (adjustedEffectiveDateNode != null)
{
if (adjustedEffectiveDateNode.Attributes["href"] != null || adjustedEffectiveDateNode.Attributes["id"] != null)
{
if (adjustedEffectiveDateNode.Attributes["id"] != null)
{
adjustedEffectiveDateIDRef_ = adjustedEffectiveDateNode.Attributes["id"].Value;
RequiredIdentifierDate ob = new RequiredIdentifierDate(adjustedEffectiveDateNode);
IDManager.SetID(adjustedEffectiveDateIDRef_, ob);
}
else if (adjustedEffectiveDateNode.Attributes["href"] != null)
{
adjustedEffectiveDateIDRef_ = adjustedEffectiveDateNode.Attributes["href"].Value;
}
else
{
adjustedEffectiveDate_ = new RequiredIdentifierDate(adjustedEffectiveDateNode);
}
}
else
{
adjustedEffectiveDate_ = new RequiredIdentifierDate(adjustedEffectiveDateNode);
}
}
XmlNode adjustedTerminationDateNode = xmlNode.SelectSingleNode("adjustedTerminationDate");
if (adjustedTerminationDateNode != null)
{
if (adjustedTerminationDateNode.Attributes["href"] != null || adjustedTerminationDateNode.Attributes["id"] != null)
{
if (adjustedTerminationDateNode.Attributes["id"] != null)
{
adjustedTerminationDateIDRef_ = adjustedTerminationDateNode.Attributes["id"].Value;
XsdTypeDate ob = new XsdTypeDate(adjustedTerminationDateNode);
IDManager.SetID(adjustedTerminationDateIDRef_, ob);
}
else if (adjustedTerminationDateNode.Attributes["href"] != null)
{
adjustedTerminationDateIDRef_ = adjustedTerminationDateNode.Attributes["href"].Value;
}
else
{
adjustedTerminationDate_ = new XsdTypeDate(adjustedTerminationDateNode);
}
}
else
{
adjustedTerminationDate_ = new XsdTypeDate(adjustedTerminationDateNode);
}
}
XmlNode paymentDateNode = xmlNode.SelectSingleNode("paymentDate");
if (paymentDateNode != null)
{
if (paymentDateNode.Attributes["href"] != null || paymentDateNode.Attributes["id"] != null)
{
if (paymentDateNode.Attributes["id"] != null)
{
paymentDateIDRef_ = paymentDateNode.Attributes["id"].Value;
AdjustableDate ob = new AdjustableDate(paymentDateNode);
IDManager.SetID(paymentDateIDRef_, ob);
}
else if (paymentDateNode.Attributes["href"] != null)
{
paymentDateIDRef_ = paymentDateNode.Attributes["href"].Value;
}
else
{
paymentDate_ = new AdjustableDate(paymentDateNode);
}
}
else
{
paymentDate_ = new AdjustableDate(paymentDateNode);
}
}
XmlNode fixingDateOffsetNode = xmlNode.SelectSingleNode("fixingDateOffset");
if (fixingDateOffsetNode != null)
{
if (fixingDateOffsetNode.Attributes["href"] != null || fixingDateOffsetNode.Attributes["id"] != null)
{
if (fixingDateOffsetNode.Attributes["id"] != null)
{
fixingDateOffsetIDRef_ = fixingDateOffsetNode.Attributes["id"].Value;
RelativeDateOffset ob = new RelativeDateOffset(fixingDateOffsetNode);
IDManager.SetID(fixingDateOffsetIDRef_, ob);
}
else if (fixingDateOffsetNode.Attributes["href"] != null)
{
fixingDateOffsetIDRef_ = fixingDateOffsetNode.Attributes["href"].Value;
}
else
{
fixingDateOffset_ = new RelativeDateOffset(fixingDateOffsetNode);
}
}
else
{
fixingDateOffset_ = new RelativeDateOffset(fixingDateOffsetNode);
}
}
XmlNode dayCountFractionNode = xmlNode.SelectSingleNode("dayCountFraction");
if (dayCountFractionNode != null)
{
if (dayCountFractionNode.Attributes["href"] != null || dayCountFractionNode.Attributes["id"] != null)
{
if (dayCountFractionNode.Attributes["id"] != null)
{
dayCountFractionIDRef_ = dayCountFractionNode.Attributes["id"].Value;
DayCountFraction ob = new DayCountFraction(dayCountFractionNode);
IDManager.SetID(dayCountFractionIDRef_, ob);
}
else if (dayCountFractionNode.Attributes["href"] != null)
{
dayCountFractionIDRef_ = dayCountFractionNode.Attributes["href"].Value;
}
else
{
dayCountFraction_ = new DayCountFraction(dayCountFractionNode);
}
}
else
{
dayCountFraction_ = new DayCountFraction(dayCountFractionNode);
}
}
XmlNode calculationPeriodNumberOfDaysNode = xmlNode.SelectSingleNode("calculationPeriodNumberOfDays");
if (calculationPeriodNumberOfDaysNode != null)
{
if (calculationPeriodNumberOfDaysNode.Attributes["href"] != null || calculationPeriodNumberOfDaysNode.Attributes["id"] != null)
{
if (calculationPeriodNumberOfDaysNode.Attributes["id"] != null)
{
calculationPeriodNumberOfDaysIDRef_ = calculationPeriodNumberOfDaysNode.Attributes["id"].Value;
XsdTypePositiveInteger ob = new XsdTypePositiveInteger(calculationPeriodNumberOfDaysNode);
IDManager.SetID(calculationPeriodNumberOfDaysIDRef_, ob);
}
else if (calculationPeriodNumberOfDaysNode.Attributes["href"] != null)
{
calculationPeriodNumberOfDaysIDRef_ = calculationPeriodNumberOfDaysNode.Attributes["href"].Value;
}
else
{
calculationPeriodNumberOfDays_ = new XsdTypePositiveInteger(calculationPeriodNumberOfDaysNode);
}
}
else
{
calculationPeriodNumberOfDays_ = new XsdTypePositiveInteger(calculationPeriodNumberOfDaysNode);
}
}
XmlNode notionalNode = xmlNode.SelectSingleNode("notional");
if (notionalNode != null)
{
if (notionalNode.Attributes["href"] != null || notionalNode.Attributes["id"] != null)
{
if (notionalNode.Attributes["id"] != null)
{
notionalIDRef_ = notionalNode.Attributes["id"].Value;
Money ob = new Money(notionalNode);
IDManager.SetID(notionalIDRef_, ob);
}
else if (notionalNode.Attributes["href"] != null)
{
notionalIDRef_ = notionalNode.Attributes["href"].Value;
}
else
{
notional_ = new Money(notionalNode);
}
}
else
{
notional_ = new Money(notionalNode);
}
}
XmlNode fixedRateNode = xmlNode.SelectSingleNode("fixedRate");
if (fixedRateNode != null)
{
if (fixedRateNode.Attributes["href"] != null || fixedRateNode.Attributes["id"] != null)
{
if (fixedRateNode.Attributes["id"] != null)
{
fixedRateIDRef_ = fixedRateNode.Attributes["id"].Value;
XsdTypeDecimal ob = new XsdTypeDecimal(fixedRateNode);
IDManager.SetID(fixedRateIDRef_, ob);
}
else if (fixedRateNode.Attributes["href"] != null)
{
fixedRateIDRef_ = fixedRateNode.Attributes["href"].Value;
}
else
{
fixedRate_ = new XsdTypeDecimal(fixedRateNode);
}
}
else
{
fixedRate_ = new XsdTypeDecimal(fixedRateNode);
}
}
XmlNode floatingRateIndexNode = xmlNode.SelectSingleNode("floatingRateIndex");
if (floatingRateIndexNode != null)
{
if (floatingRateIndexNode.Attributes["href"] != null || floatingRateIndexNode.Attributes["id"] != null)
{
if (floatingRateIndexNode.Attributes["id"] != null)
{
floatingRateIndexIDRef_ = floatingRateIndexNode.Attributes["id"].Value;
FloatingRateIndex ob = new FloatingRateIndex(floatingRateIndexNode);
IDManager.SetID(floatingRateIndexIDRef_, ob);
}
else if (floatingRateIndexNode.Attributes["href"] != null)
{
floatingRateIndexIDRef_ = floatingRateIndexNode.Attributes["href"].Value;
}
else
{
floatingRateIndex_ = new FloatingRateIndex(floatingRateIndexNode);
}
}
else
{
floatingRateIndex_ = new FloatingRateIndex(floatingRateIndexNode);
}
}
XmlNodeList indexTenorNodeList = xmlNode.SelectNodes("indexTenor");
if (indexTenorNodeList != null)
{
this.indexTenor_ = new List<Period>();
foreach (XmlNode item in indexTenorNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] != null)
{
if (item.Attributes["id"] != null)
{
indexTenorIDRef_ = item.Attributes["id"].Value;
indexTenor_.Add(new Period(item));
IDManager.SetID(indexTenorIDRef_, indexTenor_[indexTenor_.Count - 1 ]);
}
else if (item.Attributes["href"] != null)
{
indexTenorIDRef_ = item.Attributes["href"].Value;
}
else
{
indexTenor_.Add(new Period(item));
}
}
else
{
indexTenor_.Add(new Period(item));
}
}
}
XmlNode fraDiscountingNode = xmlNode.SelectSingleNode("fraDiscounting");
if (fraDiscountingNode != null)
{
if (fraDiscountingNode.Attributes["href"] != null || fraDiscountingNode.Attributes["id"] != null)
{
if (fraDiscountingNode.Attributes["id"] != null)
{
fraDiscountingIDRef_ = fraDiscountingNode.Attributes["id"].Value;
FraDiscountingEnum ob = new FraDiscountingEnum(fraDiscountingNode);
IDManager.SetID(fraDiscountingIDRef_, ob);
}
else if (fraDiscountingNode.Attributes["href"] != null)
{
fraDiscountingIDRef_ = fraDiscountingNode.Attributes["href"].Value;
}
else
{
fraDiscounting_ = new FraDiscountingEnum(fraDiscountingNode);
}
}
else
{
fraDiscounting_ = new FraDiscountingEnum(fraDiscountingNode);
}
}
}
public Fra(XmlNode xmlNode)
: base(xmlNode)
{
XmlNode buyerPartyReferenceNode = xmlNode.SelectSingleNode("buyerPartyReference");
if (buyerPartyReferenceNode != null)
{
if (buyerPartyReferenceNode.Attributes["href"] != null || buyerPartyReferenceNode.Attributes["id"] != null)
{
if (buyerPartyReferenceNode.Attributes["id"] != null)
{
buyerPartyReferenceIDRef_ = buyerPartyReferenceNode.Attributes["id"].Value;
PartyReference ob = new PartyReference(buyerPartyReferenceNode);
IDManager.SetID(buyerPartyReferenceIDRef_, ob);
}
else if (buyerPartyReferenceNode.Attributes["href"] != null)
{
buyerPartyReferenceIDRef_ = buyerPartyReferenceNode.Attributes["href"].Value;
}
else
{
buyerPartyReference_ = new PartyReference(buyerPartyReferenceNode);
}
}
else
{
buyerPartyReference_ = new PartyReference(buyerPartyReferenceNode);
}
}
XmlNode buyerAccountReferenceNode = xmlNode.SelectSingleNode("buyerAccountReference");
if (buyerAccountReferenceNode != null)
{
if (buyerAccountReferenceNode.Attributes["href"] != null || buyerAccountReferenceNode.Attributes["id"] != null)
{
if (buyerAccountReferenceNode.Attributes["id"] != null)
{
buyerAccountReferenceIDRef_ = buyerAccountReferenceNode.Attributes["id"].Value;
AccountReference ob = new AccountReference(buyerAccountReferenceNode);
IDManager.SetID(buyerAccountReferenceIDRef_, ob);
}
else if (buyerAccountReferenceNode.Attributes["href"] != null)
{
buyerAccountReferenceIDRef_ = buyerAccountReferenceNode.Attributes["href"].Value;
}
else
{
buyerAccountReference_ = new AccountReference(buyerAccountReferenceNode);
}
}
else
{
buyerAccountReference_ = new AccountReference(buyerAccountReferenceNode);
}
}
XmlNode sellerPartyReferenceNode = xmlNode.SelectSingleNode("sellerPartyReference");
if (sellerPartyReferenceNode != null)
{
if (sellerPartyReferenceNode.Attributes["href"] != null || sellerPartyReferenceNode.Attributes["id"] != null)
{
if (sellerPartyReferenceNode.Attributes["id"] != null)
{
sellerPartyReferenceIDRef_ = sellerPartyReferenceNode.Attributes["id"].Value;
PartyReference ob = new PartyReference(sellerPartyReferenceNode);
IDManager.SetID(sellerPartyReferenceIDRef_, ob);
}
else if (sellerPartyReferenceNode.Attributes["href"] != null)
{
sellerPartyReferenceIDRef_ = sellerPartyReferenceNode.Attributes["href"].Value;
}
else
{
sellerPartyReference_ = new PartyReference(sellerPartyReferenceNode);
}
}
else
{
sellerPartyReference_ = new PartyReference(sellerPartyReferenceNode);
}
}
XmlNode sellerAccountReferenceNode = xmlNode.SelectSingleNode("sellerAccountReference");
if (sellerAccountReferenceNode != null)
{
if (sellerAccountReferenceNode.Attributes["href"] != null || sellerAccountReferenceNode.Attributes["id"] != null)
{
if (sellerAccountReferenceNode.Attributes["id"] != null)
{
sellerAccountReferenceIDRef_ = sellerAccountReferenceNode.Attributes["id"].Value;
AccountReference ob = new AccountReference(sellerAccountReferenceNode);
IDManager.SetID(sellerAccountReferenceIDRef_, ob);
}
else if (sellerAccountReferenceNode.Attributes["href"] != null)
{
sellerAccountReferenceIDRef_ = sellerAccountReferenceNode.Attributes["href"].Value;
}
else
{
sellerAccountReference_ = new AccountReference(sellerAccountReferenceNode);
}
}
else
{
sellerAccountReference_ = new AccountReference(sellerAccountReferenceNode);
}
}
XmlNode adjustedEffectiveDateNode = xmlNode.SelectSingleNode("adjustedEffectiveDate");
if (adjustedEffectiveDateNode != null)
{
if (adjustedEffectiveDateNode.Attributes["href"] != null || adjustedEffectiveDateNode.Attributes["id"] != null)
{
if (adjustedEffectiveDateNode.Attributes["id"] != null)
{
adjustedEffectiveDateIDRef_ = adjustedEffectiveDateNode.Attributes["id"].Value;
RequiredIdentifierDate ob = new RequiredIdentifierDate(adjustedEffectiveDateNode);
IDManager.SetID(adjustedEffectiveDateIDRef_, ob);
}
else if (adjustedEffectiveDateNode.Attributes["href"] != null)
{
adjustedEffectiveDateIDRef_ = adjustedEffectiveDateNode.Attributes["href"].Value;
}
else
{
adjustedEffectiveDate_ = new RequiredIdentifierDate(adjustedEffectiveDateNode);
}
}
else
{
adjustedEffectiveDate_ = new RequiredIdentifierDate(adjustedEffectiveDateNode);
}
}
XmlNode adjustedTerminationDateNode = xmlNode.SelectSingleNode("adjustedTerminationDate");
if (adjustedTerminationDateNode != null)
{
if (adjustedTerminationDateNode.Attributes["href"] != null || adjustedTerminationDateNode.Attributes["id"] != null)
{
if (adjustedTerminationDateNode.Attributes["id"] != null)
{
adjustedTerminationDateIDRef_ = adjustedTerminationDateNode.Attributes["id"].Value;
XsdTypeDate ob = new XsdTypeDate(adjustedTerminationDateNode);
IDManager.SetID(adjustedTerminationDateIDRef_, ob);
}
else if (adjustedTerminationDateNode.Attributes["href"] != null)
{
adjustedTerminationDateIDRef_ = adjustedTerminationDateNode.Attributes["href"].Value;
}
else
{
adjustedTerminationDate_ = new XsdTypeDate(adjustedTerminationDateNode);
}
}
else
{
adjustedTerminationDate_ = new XsdTypeDate(adjustedTerminationDateNode);
}
}
XmlNode paymentDateNode = xmlNode.SelectSingleNode("paymentDate");
if (paymentDateNode != null)
{
if (paymentDateNode.Attributes["href"] != null || paymentDateNode.Attributes["id"] != null)
{
if (paymentDateNode.Attributes["id"] != null)
{
paymentDateIDRef_ = paymentDateNode.Attributes["id"].Value;
AdjustableDate ob = new AdjustableDate(paymentDateNode);
IDManager.SetID(paymentDateIDRef_, ob);
}
else if (paymentDateNode.Attributes["href"] != null)
{
paymentDateIDRef_ = paymentDateNode.Attributes["href"].Value;
}
else
{
paymentDate_ = new AdjustableDate(paymentDateNode);
}
}
else
{
paymentDate_ = new AdjustableDate(paymentDateNode);
}
}
XmlNode fixingDateOffsetNode = xmlNode.SelectSingleNode("fixingDateOffset");
if (fixingDateOffsetNode != null)
{
if (fixingDateOffsetNode.Attributes["href"] != null || fixingDateOffsetNode.Attributes["id"] != null)
{
if (fixingDateOffsetNode.Attributes["id"] != null)
{
fixingDateOffsetIDRef_ = fixingDateOffsetNode.Attributes["id"].Value;
RelativeDateOffset ob = new RelativeDateOffset(fixingDateOffsetNode);
IDManager.SetID(fixingDateOffsetIDRef_, ob);
}
else if (fixingDateOffsetNode.Attributes["href"] != null)
{
fixingDateOffsetIDRef_ = fixingDateOffsetNode.Attributes["href"].Value;
}
else
{
fixingDateOffset_ = new RelativeDateOffset(fixingDateOffsetNode);
}
}
else
{
fixingDateOffset_ = new RelativeDateOffset(fixingDateOffsetNode);
}
}
XmlNode dayCountFractionNode = xmlNode.SelectSingleNode("dayCountFraction");
if (dayCountFractionNode != null)
{
if (dayCountFractionNode.Attributes["href"] != null || dayCountFractionNode.Attributes["id"] != null)
{
if (dayCountFractionNode.Attributes["id"] != null)
{
dayCountFractionIDRef_ = dayCountFractionNode.Attributes["id"].Value;
DayCountFraction ob = new DayCountFraction(dayCountFractionNode);
IDManager.SetID(dayCountFractionIDRef_, ob);
}
else if (dayCountFractionNode.Attributes["href"] != null)
{
dayCountFractionIDRef_ = dayCountFractionNode.Attributes["href"].Value;
}
else
{
dayCountFraction_ = new DayCountFraction(dayCountFractionNode);
}
}
else
{
dayCountFraction_ = new DayCountFraction(dayCountFractionNode);
}
}
XmlNode calculationPeriodNumberOfDaysNode = xmlNode.SelectSingleNode("calculationPeriodNumberOfDays");
if (calculationPeriodNumberOfDaysNode != null)
{
if (calculationPeriodNumberOfDaysNode.Attributes["href"] != null || calculationPeriodNumberOfDaysNode.Attributes["id"] != null)
{
if (calculationPeriodNumberOfDaysNode.Attributes["id"] != null)
{
calculationPeriodNumberOfDaysIDRef_ = calculationPeriodNumberOfDaysNode.Attributes["id"].Value;
XsdTypePositiveInteger ob = new XsdTypePositiveInteger(calculationPeriodNumberOfDaysNode);
IDManager.SetID(calculationPeriodNumberOfDaysIDRef_, ob);
}
else if (calculationPeriodNumberOfDaysNode.Attributes["href"] != null)
{
calculationPeriodNumberOfDaysIDRef_ = calculationPeriodNumberOfDaysNode.Attributes["href"].Value;
}
else
{
calculationPeriodNumberOfDays_ = new XsdTypePositiveInteger(calculationPeriodNumberOfDaysNode);
}
}
else
{
calculationPeriodNumberOfDays_ = new XsdTypePositiveInteger(calculationPeriodNumberOfDaysNode);
}
}
XmlNode notionalNode = xmlNode.SelectSingleNode("notional");
if (notionalNode != null)
{
if (notionalNode.Attributes["href"] != null || notionalNode.Attributes["id"] != null)
{
if (notionalNode.Attributes["id"] != null)
{
notionalIDRef_ = notionalNode.Attributes["id"].Value;
Money ob = new Money(notionalNode);
IDManager.SetID(notionalIDRef_, ob);
}
else if (notionalNode.Attributes["href"] != null)
{
notionalIDRef_ = notionalNode.Attributes["href"].Value;
}
else
{
notional_ = new Money(notionalNode);
}
}
else
{
notional_ = new Money(notionalNode);
}
}
XmlNode fixedRateNode = xmlNode.SelectSingleNode("fixedRate");
if (fixedRateNode != null)
{
if (fixedRateNode.Attributes["href"] != null || fixedRateNode.Attributes["id"] != null)
{
if (fixedRateNode.Attributes["id"] != null)
{
fixedRateIDRef_ = fixedRateNode.Attributes["id"].Value;
XsdTypeDecimal ob = new XsdTypeDecimal(fixedRateNode);
IDManager.SetID(fixedRateIDRef_, ob);
}
else if (fixedRateNode.Attributes["href"] != null)
{
fixedRateIDRef_ = fixedRateNode.Attributes["href"].Value;
}
else
{
fixedRate_ = new XsdTypeDecimal(fixedRateNode);
}
}
else
{
fixedRate_ = new XsdTypeDecimal(fixedRateNode);
}
}
XmlNode floatingRateIndexNode = xmlNode.SelectSingleNode("floatingRateIndex");
if (floatingRateIndexNode != null)
{
if (floatingRateIndexNode.Attributes["href"] != null || floatingRateIndexNode.Attributes["id"] != null)
{
if (floatingRateIndexNode.Attributes["id"] != null)
{
floatingRateIndexIDRef_ = floatingRateIndexNode.Attributes["id"].Value;
FloatingRateIndex ob = new FloatingRateIndex(floatingRateIndexNode);
IDManager.SetID(floatingRateIndexIDRef_, ob);
}
else if (floatingRateIndexNode.Attributes["href"] != null)
{
floatingRateIndexIDRef_ = floatingRateIndexNode.Attributes["href"].Value;
}
else
{
floatingRateIndex_ = new FloatingRateIndex(floatingRateIndexNode);
}
}
else
{
floatingRateIndex_ = new FloatingRateIndex(floatingRateIndexNode);
}
}
XmlNodeList indexTenorNodeList = xmlNode.SelectNodes("indexTenor");
if (indexTenorNodeList != null)
{
this.indexTenor_ = new List <Period>();
foreach (XmlNode item in indexTenorNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] != null)
{
if (item.Attributes["id"] != null)
{
indexTenorIDRef_ = item.Attributes["id"].Value;
indexTenor_.Add(new Period(item));
IDManager.SetID(indexTenorIDRef_, indexTenor_[indexTenor_.Count - 1]);
}
else if (item.Attributes["href"] != null)
{
indexTenorIDRef_ = item.Attributes["href"].Value;
}
else
{
indexTenor_.Add(new Period(item));
}
}
else
{
indexTenor_.Add(new Period(item));
}
}
}
XmlNode fraDiscountingNode = xmlNode.SelectSingleNode("fraDiscounting");
if (fraDiscountingNode != null)
{
if (fraDiscountingNode.Attributes["href"] != null || fraDiscountingNode.Attributes["id"] != null)
{
if (fraDiscountingNode.Attributes["id"] != null)
{
fraDiscountingIDRef_ = fraDiscountingNode.Attributes["id"].Value;
FraDiscountingEnum ob = new FraDiscountingEnum(fraDiscountingNode);
IDManager.SetID(fraDiscountingIDRef_, ob);
}
else if (fraDiscountingNode.Attributes["href"] != null)
{
fraDiscountingIDRef_ = fraDiscountingNode.Attributes["href"].Value;
}
else
{
fraDiscounting_ = new FraDiscountingEnum(fraDiscountingNode);
}
}
else
{
fraDiscounting_ = new FraDiscountingEnum(fraDiscountingNode);
}
}
}
public InterestShortFall(XmlNode xmlNode)
{
XmlNode interestShortfallCapNode = xmlNode.SelectSingleNode("interestShortfallCap");
if (interestShortfallCapNode != null)
{
if (interestShortfallCapNode.Attributes["href"] != null || interestShortfallCapNode.Attributes["id"] != null)
{
if (interestShortfallCapNode.Attributes["id"] != null)
{
interestShortfallCapIDRef_ = interestShortfallCapNode.Attributes["id"].Value;
InterestShortfallCapEnum ob = new InterestShortfallCapEnum(interestShortfallCapNode);
IDManager.SetID(interestShortfallCapIDRef_, ob);
}
else if (interestShortfallCapNode.Attributes["href"] != null)
{
interestShortfallCapIDRef_ = interestShortfallCapNode.Attributes["href"].Value;
}
else
{
interestShortfallCap_ = new InterestShortfallCapEnum(interestShortfallCapNode);
}
}
else
{
interestShortfallCap_ = new InterestShortfallCapEnum(interestShortfallCapNode);
}
}
XmlNode compoundingNode = xmlNode.SelectSingleNode("compounding");
if (compoundingNode != null)
{
if (compoundingNode.Attributes["href"] != null || compoundingNode.Attributes["id"] != null)
{
if (compoundingNode.Attributes["id"] != null)
{
compoundingIDRef_ = compoundingNode.Attributes["id"].Value;
XsdTypeBoolean ob = new XsdTypeBoolean(compoundingNode);
IDManager.SetID(compoundingIDRef_, ob);
}
else if (compoundingNode.Attributes["href"] != null)
{
compoundingIDRef_ = compoundingNode.Attributes["href"].Value;
}
else
{
compounding_ = new XsdTypeBoolean(compoundingNode);
}
}
else
{
compounding_ = new XsdTypeBoolean(compoundingNode);
}
}
XmlNode rateSourceNode = xmlNode.SelectSingleNode("rateSource");
if (rateSourceNode != null)
{
if (rateSourceNode.Attributes["href"] != null || rateSourceNode.Attributes["id"] != null)
{
if (rateSourceNode.Attributes["id"] != null)
{
rateSourceIDRef_ = rateSourceNode.Attributes["id"].Value;
FloatingRateIndex ob = new FloatingRateIndex(rateSourceNode);
IDManager.SetID(rateSourceIDRef_, ob);
}
else if (rateSourceNode.Attributes["href"] != null)
{
rateSourceIDRef_ = rateSourceNode.Attributes["href"].Value;
}
else
{
rateSource_ = new FloatingRateIndex(rateSourceNode);
}
}
else
{
rateSource_ = new FloatingRateIndex(rateSourceNode);
}
}
}
public SwapCurveValuation(XmlNode xmlNode)
{
XmlNode floatingRateIndexNode = xmlNode.SelectSingleNode("floatingRateIndex");
if (floatingRateIndexNode != null)
{
if (floatingRateIndexNode.Attributes["href"] != null || floatingRateIndexNode.Attributes["id"] != null)
{
if (floatingRateIndexNode.Attributes["id"] != null)
{
floatingRateIndexIDRef_ = floatingRateIndexNode.Attributes["id"].Value;
FloatingRateIndex ob = new FloatingRateIndex(floatingRateIndexNode);
IDManager.SetID(floatingRateIndexIDRef_, ob);
}
else if (floatingRateIndexNode.Attributes["href"] != null)
{
floatingRateIndexIDRef_ = floatingRateIndexNode.Attributes["href"].Value;
}
else
{
floatingRateIndex_ = new FloatingRateIndex(floatingRateIndexNode);
}
}
else
{
floatingRateIndex_ = new FloatingRateIndex(floatingRateIndexNode);
}
}
XmlNode indexTenorNode = xmlNode.SelectSingleNode("indexTenor");
if (indexTenorNode != null)
{
if (indexTenorNode.Attributes["href"] != null || indexTenorNode.Attributes["id"] != null)
{
if (indexTenorNode.Attributes["id"] != null)
{
indexTenorIDRef_ = indexTenorNode.Attributes["id"].Value;
Period ob = new Period(indexTenorNode);
IDManager.SetID(indexTenorIDRef_, ob);
}
else if (indexTenorNode.Attributes["href"] != null)
{
indexTenorIDRef_ = indexTenorNode.Attributes["href"].Value;
}
else
{
indexTenor_ = new Period(indexTenorNode);
}
}
else
{
indexTenor_ = new Period(indexTenorNode);
}
}
XmlNode spreadNode = xmlNode.SelectSingleNode("spread");
if (spreadNode != null)
{
if (spreadNode.Attributes["href"] != null || spreadNode.Attributes["id"] != null)
{
if (spreadNode.Attributes["id"] != null)
{
spreadIDRef_ = spreadNode.Attributes["id"].Value;
XsdTypeDecimal ob = new XsdTypeDecimal(spreadNode);
IDManager.SetID(spreadIDRef_, ob);
}
else if (spreadNode.Attributes["href"] != null)
{
spreadIDRef_ = spreadNode.Attributes["href"].Value;
}
else
{
spread_ = new XsdTypeDecimal(spreadNode);
}
}
else
{
spread_ = new XsdTypeDecimal(spreadNode);
}
}
XmlNode sideNode = xmlNode.SelectSingleNode("side");
if (sideNode != null)
{
if (sideNode.Attributes["href"] != null || sideNode.Attributes["id"] != null)
{
if (sideNode.Attributes["id"] != null)
{
sideIDRef_ = sideNode.Attributes["id"].Value;
QuotationSideEnum ob = new QuotationSideEnum(sideNode);
IDManager.SetID(sideIDRef_, ob);
}
else if (sideNode.Attributes["href"] != null)
{
sideIDRef_ = sideNode.Attributes["href"].Value;
}
else
{
side_ = new QuotationSideEnum(sideNode);
}
}
else
{
side_ = new QuotationSideEnum(sideNode);
}
}
}
public RateIndex(XmlNode xmlNode)
: base(xmlNode)
{
XmlNode floatingRateIndexNode = xmlNode.SelectSingleNode("floatingRateIndex");
if (floatingRateIndexNode != null)
{
if (floatingRateIndexNode.Attributes["href"] != null || floatingRateIndexNode.Attributes["id"] != null)
{
if (floatingRateIndexNode.Attributes["id"] != null)
{
floatingRateIndexIDRef_ = floatingRateIndexNode.Attributes["id"].Value;
FloatingRateIndex ob = new FloatingRateIndex(floatingRateIndexNode);
IDManager.SetID(floatingRateIndexIDRef_, ob);
}
else if (floatingRateIndexNode.Attributes["href"] != null)
{
floatingRateIndexIDRef_ = floatingRateIndexNode.Attributes["href"].Value;
}
else
{
floatingRateIndex_ = new FloatingRateIndex(floatingRateIndexNode);
}
}
else
{
floatingRateIndex_ = new FloatingRateIndex(floatingRateIndexNode);
}
}
XmlNode termNode = xmlNode.SelectSingleNode("term");
if (termNode != null)
{
if (termNode.Attributes["href"] != null || termNode.Attributes["id"] != null)
{
if (termNode.Attributes["id"] != null)
{
termIDRef_ = termNode.Attributes["id"].Value;
Period ob = new Period(termNode);
IDManager.SetID(termIDRef_, ob);
}
else if (termNode.Attributes["href"] != null)
{
termIDRef_ = termNode.Attributes["href"].Value;
}
else
{
term_ = new Period(termNode);
}
}
else
{
term_ = new Period(termNode);
}
}
XmlNode paymentFrequencyNode = xmlNode.SelectSingleNode("paymentFrequency");
if (paymentFrequencyNode != null)
{
if (paymentFrequencyNode.Attributes["href"] != null || paymentFrequencyNode.Attributes["id"] != null)
{
if (paymentFrequencyNode.Attributes["id"] != null)
{
paymentFrequencyIDRef_ = paymentFrequencyNode.Attributes["id"].Value;
Period ob = new Period(paymentFrequencyNode);
IDManager.SetID(paymentFrequencyIDRef_, ob);
}
else if (paymentFrequencyNode.Attributes["href"] != null)
{
paymentFrequencyIDRef_ = paymentFrequencyNode.Attributes["href"].Value;
}
else
{
paymentFrequency_ = new Period(paymentFrequencyNode);
}
}
else
{
paymentFrequency_ = new Period(paymentFrequencyNode);
}
}
XmlNode dayCountFractionNode = xmlNode.SelectSingleNode("dayCountFraction");
if (dayCountFractionNode != null)
{
if (dayCountFractionNode.Attributes["href"] != null || dayCountFractionNode.Attributes["id"] != null)
{
if (dayCountFractionNode.Attributes["id"] != null)
{
dayCountFractionIDRef_ = dayCountFractionNode.Attributes["id"].Value;
DayCountFraction ob = new DayCountFraction(dayCountFractionNode);
IDManager.SetID(dayCountFractionIDRef_, ob);
}
else if (dayCountFractionNode.Attributes["href"] != null)
{
dayCountFractionIDRef_ = dayCountFractionNode.Attributes["href"].Value;
}
else
{
dayCountFraction_ = new DayCountFraction(dayCountFractionNode);
}
}
else
{
dayCountFraction_ = new DayCountFraction(dayCountFractionNode);
}
}
}
public Fra(XmlNode xmlNode)
: base(xmlNode)
{
XmlNodeList buyerPartyReferenceNodeList = xmlNode.SelectNodes("buyerPartyReference");
if (buyerPartyReferenceNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in buyerPartyReferenceNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
buyerPartyReferenceIDRef = item.Attributes["id"].Name;
PartyReference ob = PartyReference();
IDManager.SetID(buyerPartyReferenceIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
buyerPartyReferenceIDRef = item.Attributes["href"].Name;
}
else
{
buyerPartyReference = new PartyReference(item);
}
}
}
XmlNodeList buyerAccountReferenceNodeList = xmlNode.SelectNodes("buyerAccountReference");
if (buyerAccountReferenceNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in buyerAccountReferenceNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
buyerAccountReferenceIDRef = item.Attributes["id"].Name;
AccountReference ob = AccountReference();
IDManager.SetID(buyerAccountReferenceIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
buyerAccountReferenceIDRef = item.Attributes["href"].Name;
}
else
{
buyerAccountReference = new AccountReference(item);
}
}
}
XmlNodeList sellerPartyReferenceNodeList = xmlNode.SelectNodes("sellerPartyReference");
if (sellerPartyReferenceNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in sellerPartyReferenceNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
sellerPartyReferenceIDRef = item.Attributes["id"].Name;
PartyReference ob = PartyReference();
IDManager.SetID(sellerPartyReferenceIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
sellerPartyReferenceIDRef = item.Attributes["href"].Name;
}
else
{
sellerPartyReference = new PartyReference(item);
}
}
}
XmlNodeList sellerAccountReferenceNodeList = xmlNode.SelectNodes("sellerAccountReference");
if (sellerAccountReferenceNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in sellerAccountReferenceNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
sellerAccountReferenceIDRef = item.Attributes["id"].Name;
AccountReference ob = AccountReference();
IDManager.SetID(sellerAccountReferenceIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
sellerAccountReferenceIDRef = item.Attributes["href"].Name;
}
else
{
sellerAccountReference = new AccountReference(item);
}
}
}
XmlNodeList adjustedEffectiveDateNodeList = xmlNode.SelectNodes("adjustedEffectiveDate");
if (adjustedEffectiveDateNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in adjustedEffectiveDateNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
adjustedEffectiveDateIDRef = item.Attributes["id"].Name;
RequiredIdentifierDate ob = RequiredIdentifierDate();
IDManager.SetID(adjustedEffectiveDateIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
adjustedEffectiveDateIDRef = item.Attributes["href"].Name;
}
else
{
adjustedEffectiveDate = new RequiredIdentifierDate(item);
}
}
}
XmlNodeList adjustedTerminationDateNodeList = xmlNode.SelectNodes("adjustedTerminationDate");
if (adjustedTerminationDateNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in adjustedTerminationDateNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
adjustedTerminationDateIDRef = item.Attributes["id"].Name;
XsdTypeDate ob = XsdTypeDate();
IDManager.SetID(adjustedTerminationDateIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
adjustedTerminationDateIDRef = item.Attributes["href"].Name;
}
else
{
adjustedTerminationDate = new XsdTypeDate(item);
}
}
}
XmlNodeList paymentDateNodeList = xmlNode.SelectNodes("paymentDate");
if (paymentDateNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in paymentDateNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
paymentDateIDRef = item.Attributes["id"].Name;
AdjustableDate ob = AdjustableDate();
IDManager.SetID(paymentDateIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
paymentDateIDRef = item.Attributes["href"].Name;
}
else
{
paymentDate = new AdjustableDate(item);
}
}
}
XmlNodeList fixingDateOffsetNodeList = xmlNode.SelectNodes("fixingDateOffset");
if (fixingDateOffsetNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in fixingDateOffsetNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
fixingDateOffsetIDRef = item.Attributes["id"].Name;
RelativeDateOffset ob = RelativeDateOffset();
IDManager.SetID(fixingDateOffsetIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
fixingDateOffsetIDRef = item.Attributes["href"].Name;
}
else
{
fixingDateOffset = new RelativeDateOffset(item);
}
}
}
XmlNodeList dayCountFractionNodeList = xmlNode.SelectNodes("dayCountFraction");
if (dayCountFractionNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in dayCountFractionNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
dayCountFractionIDRef = item.Attributes["id"].Name;
DayCountFraction ob = DayCountFraction();
IDManager.SetID(dayCountFractionIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
dayCountFractionIDRef = item.Attributes["href"].Name;
}
else
{
dayCountFraction = new DayCountFraction(item);
}
}
}
XmlNodeList calculationPeriodNumberOfDaysNodeList = xmlNode.SelectNodes("calculationPeriodNumberOfDays");
if (calculationPeriodNumberOfDaysNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in calculationPeriodNumberOfDaysNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
calculationPeriodNumberOfDaysIDRef = item.Attributes["id"].Name;
XsdTypePositiveInteger ob = XsdTypePositiveInteger();
IDManager.SetID(calculationPeriodNumberOfDaysIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
calculationPeriodNumberOfDaysIDRef = item.Attributes["href"].Name;
}
else
{
calculationPeriodNumberOfDays = new XsdTypePositiveInteger(item);
}
}
}
XmlNodeList notionalNodeList = xmlNode.SelectNodes("notional");
if (notionalNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in notionalNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
notionalIDRef = item.Attributes["id"].Name;
Money ob = Money();
IDManager.SetID(notionalIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
notionalIDRef = item.Attributes["href"].Name;
}
else
{
notional = new Money(item);
}
}
}
XmlNodeList fixedRateNodeList = xmlNode.SelectNodes("fixedRate");
if (fixedRateNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in fixedRateNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
fixedRateIDRef = item.Attributes["id"].Name;
XsdTypeDecimal ob = XsdTypeDecimal();
IDManager.SetID(fixedRateIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
fixedRateIDRef = item.Attributes["href"].Name;
}
else
{
fixedRate = new XsdTypeDecimal(item);
}
}
}
XmlNodeList floatingRateIndexNodeList = xmlNode.SelectNodes("floatingRateIndex");
if (floatingRateIndexNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in floatingRateIndexNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
floatingRateIndexIDRef = item.Attributes["id"].Name;
FloatingRateIndex ob = FloatingRateIndex();
IDManager.SetID(floatingRateIndexIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
floatingRateIndexIDRef = item.Attributes["href"].Name;
}
else
{
floatingRateIndex = new FloatingRateIndex(item);
}
}
}
XmlNodeList indexTenorNodeList = xmlNode.SelectNodes("indexTenor");
foreach (XmlNode item in indexTenorNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
indexTenorIDRef = item.Attributes["id"].Name;
List <Period> ob = new List <Period>();
ob.Add(new Period(item));
IDManager.SetID(indexTenorIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
indexTenorIDRef = item.Attributes["href"].Name;
}
else
{
indexTenor.Add(new Period(item));
}
}
}
XmlNodeList fraDiscountingNodeList = xmlNode.SelectNodes("fraDiscounting");
if (fraDiscountingNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in fraDiscountingNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
fraDiscountingIDRef = item.Attributes["id"].Name;
FraDiscountingEnum ob = FraDiscountingEnum();
IDManager.SetID(fraDiscountingIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
fraDiscountingIDRef = item.Attributes["href"].Name;
}
else
{
fraDiscounting = new FraDiscountingEnum(item);
}
}
}
}
public InterestShortFall(XmlNode xmlNode)
{
XmlNode interestShortfallCapNode = xmlNode.SelectSingleNode("interestShortfallCap");
if (interestShortfallCapNode != null)
{
if (interestShortfallCapNode.Attributes["href"] != null || interestShortfallCapNode.Attributes["id"] != null)
{
if (interestShortfallCapNode.Attributes["id"] != null)
{
interestShortfallCapIDRef_ = interestShortfallCapNode.Attributes["id"].Value;
InterestShortfallCapEnum ob = new InterestShortfallCapEnum(interestShortfallCapNode);
IDManager.SetID(interestShortfallCapIDRef_, ob);
}
else if (interestShortfallCapNode.Attributes["href"] != null)
{
interestShortfallCapIDRef_ = interestShortfallCapNode.Attributes["href"].Value;
}
else
{
interestShortfallCap_ = new InterestShortfallCapEnum(interestShortfallCapNode);
}
}
else
{
interestShortfallCap_ = new InterestShortfallCapEnum(interestShortfallCapNode);
}
}
XmlNode compoundingNode = xmlNode.SelectSingleNode("compounding");
if (compoundingNode != null)
{
if (compoundingNode.Attributes["href"] != null || compoundingNode.Attributes["id"] != null)
{
if (compoundingNode.Attributes["id"] != null)
{
compoundingIDRef_ = compoundingNode.Attributes["id"].Value;
XsdTypeBoolean ob = new XsdTypeBoolean(compoundingNode);
IDManager.SetID(compoundingIDRef_, ob);
}
else if (compoundingNode.Attributes["href"] != null)
{
compoundingIDRef_ = compoundingNode.Attributes["href"].Value;
}
else
{
compounding_ = new XsdTypeBoolean(compoundingNode);
}
}
else
{
compounding_ = new XsdTypeBoolean(compoundingNode);
}
}
XmlNode rateSourceNode = xmlNode.SelectSingleNode("rateSource");
if (rateSourceNode != null)
{
if (rateSourceNode.Attributes["href"] != null || rateSourceNode.Attributes["id"] != null)
{
if (rateSourceNode.Attributes["id"] != null)
{
rateSourceIDRef_ = rateSourceNode.Attributes["id"].Value;
FloatingRateIndex ob = new FloatingRateIndex(rateSourceNode);
IDManager.SetID(rateSourceIDRef_, ob);
}
else if (rateSourceNode.Attributes["href"] != null)
{
rateSourceIDRef_ = rateSourceNode.Attributes["href"].Value;
}
else
{
rateSource_ = new FloatingRateIndex(rateSourceNode);
}
}
else
{
rateSource_ = new FloatingRateIndex(rateSourceNode);
}
}
}
public RateIndex(XmlNode xmlNode)
: base(xmlNode)
{
XmlNodeList floatingRateIndexNodeList = xmlNode.SelectNodes("floatingRateIndex");
if (floatingRateIndexNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in floatingRateIndexNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
floatingRateIndexIDRef = item.Attributes["id"].Name;
FloatingRateIndex ob = FloatingRateIndex();
IDManager.SetID(floatingRateIndexIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
floatingRateIndexIDRef = item.Attributes["href"].Name;
}
else
{
floatingRateIndex = new FloatingRateIndex(item);
}
}
}
XmlNodeList termNodeList = xmlNode.SelectNodes("term");
if (termNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in termNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
termIDRef = item.Attributes["id"].Name;
Period ob = Period();
IDManager.SetID(termIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
termIDRef = item.Attributes["href"].Name;
}
else
{
term = new Period(item);
}
}
}
XmlNodeList paymentFrequencyNodeList = xmlNode.SelectNodes("paymentFrequency");
if (paymentFrequencyNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in paymentFrequencyNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
paymentFrequencyIDRef = item.Attributes["id"].Name;
Period ob = Period();
IDManager.SetID(paymentFrequencyIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
paymentFrequencyIDRef = item.Attributes["href"].Name;
}
else
{
paymentFrequency = new Period(item);
}
}
}
XmlNodeList dayCountFractionNodeList = xmlNode.SelectNodes("dayCountFraction");
if (dayCountFractionNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in dayCountFractionNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
dayCountFractionIDRef = item.Attributes["id"].Name;
DayCountFraction ob = DayCountFraction();
IDManager.SetID(dayCountFractionIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
dayCountFractionIDRef = item.Attributes["href"].Name;
}
else
{
dayCountFraction = new DayCountFraction(item);
}
}
}
}
public Fra(XmlNode xmlNode)
: base(xmlNode)
{
XmlNodeList buyerPartyReferenceNodeList = xmlNode.SelectNodes("buyerPartyReference");
if (buyerPartyReferenceNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in buyerPartyReferenceNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
buyerPartyReferenceIDRef = item.Attributes["id"].Name;
PartyReference ob = PartyReference();
IDManager.SetID(buyerPartyReferenceIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
buyerPartyReferenceIDRef = item.Attributes["href"].Name;
}
else
{
buyerPartyReference = new PartyReference(item);
}
}
}
XmlNodeList buyerAccountReferenceNodeList = xmlNode.SelectNodes("buyerAccountReference");
if (buyerAccountReferenceNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in buyerAccountReferenceNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
buyerAccountReferenceIDRef = item.Attributes["id"].Name;
AccountReference ob = AccountReference();
IDManager.SetID(buyerAccountReferenceIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
buyerAccountReferenceIDRef = item.Attributes["href"].Name;
}
else
{
buyerAccountReference = new AccountReference(item);
}
}
}
XmlNodeList sellerPartyReferenceNodeList = xmlNode.SelectNodes("sellerPartyReference");
if (sellerPartyReferenceNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in sellerPartyReferenceNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
sellerPartyReferenceIDRef = item.Attributes["id"].Name;
PartyReference ob = PartyReference();
IDManager.SetID(sellerPartyReferenceIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
sellerPartyReferenceIDRef = item.Attributes["href"].Name;
}
else
{
sellerPartyReference = new PartyReference(item);
}
}
}
XmlNodeList sellerAccountReferenceNodeList = xmlNode.SelectNodes("sellerAccountReference");
if (sellerAccountReferenceNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in sellerAccountReferenceNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
sellerAccountReferenceIDRef = item.Attributes["id"].Name;
AccountReference ob = AccountReference();
IDManager.SetID(sellerAccountReferenceIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
sellerAccountReferenceIDRef = item.Attributes["href"].Name;
}
else
{
sellerAccountReference = new AccountReference(item);
}
}
}
XmlNodeList adjustedEffectiveDateNodeList = xmlNode.SelectNodes("adjustedEffectiveDate");
if (adjustedEffectiveDateNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in adjustedEffectiveDateNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
adjustedEffectiveDateIDRef = item.Attributes["id"].Name;
RequiredIdentifierDate ob = RequiredIdentifierDate();
IDManager.SetID(adjustedEffectiveDateIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
adjustedEffectiveDateIDRef = item.Attributes["href"].Name;
}
else
{
adjustedEffectiveDate = new RequiredIdentifierDate(item);
}
}
}
XmlNodeList adjustedTerminationDateNodeList = xmlNode.SelectNodes("adjustedTerminationDate");
if (adjustedTerminationDateNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in adjustedTerminationDateNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
adjustedTerminationDateIDRef = item.Attributes["id"].Name;
XsdTypeDate ob = XsdTypeDate();
IDManager.SetID(adjustedTerminationDateIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
adjustedTerminationDateIDRef = item.Attributes["href"].Name;
}
else
{
adjustedTerminationDate = new XsdTypeDate(item);
}
}
}
XmlNodeList paymentDateNodeList = xmlNode.SelectNodes("paymentDate");
if (paymentDateNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in paymentDateNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
paymentDateIDRef = item.Attributes["id"].Name;
AdjustableDate ob = AdjustableDate();
IDManager.SetID(paymentDateIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
paymentDateIDRef = item.Attributes["href"].Name;
}
else
{
paymentDate = new AdjustableDate(item);
}
}
}
XmlNodeList fixingDateOffsetNodeList = xmlNode.SelectNodes("fixingDateOffset");
if (fixingDateOffsetNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in fixingDateOffsetNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
fixingDateOffsetIDRef = item.Attributes["id"].Name;
RelativeDateOffset ob = RelativeDateOffset();
IDManager.SetID(fixingDateOffsetIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
fixingDateOffsetIDRef = item.Attributes["href"].Name;
}
else
{
fixingDateOffset = new RelativeDateOffset(item);
}
}
}
XmlNodeList dayCountFractionNodeList = xmlNode.SelectNodes("dayCountFraction");
if (dayCountFractionNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in dayCountFractionNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
dayCountFractionIDRef = item.Attributes["id"].Name;
DayCountFraction ob = DayCountFraction();
IDManager.SetID(dayCountFractionIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
dayCountFractionIDRef = item.Attributes["href"].Name;
}
else
{
dayCountFraction = new DayCountFraction(item);
}
}
}
XmlNodeList calculationPeriodNumberOfDaysNodeList = xmlNode.SelectNodes("calculationPeriodNumberOfDays");
if (calculationPeriodNumberOfDaysNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in calculationPeriodNumberOfDaysNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
calculationPeriodNumberOfDaysIDRef = item.Attributes["id"].Name;
XsdTypePositiveInteger ob = XsdTypePositiveInteger();
IDManager.SetID(calculationPeriodNumberOfDaysIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
calculationPeriodNumberOfDaysIDRef = item.Attributes["href"].Name;
}
else
{
calculationPeriodNumberOfDays = new XsdTypePositiveInteger(item);
}
}
}
XmlNodeList notionalNodeList = xmlNode.SelectNodes("notional");
if (notionalNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in notionalNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
notionalIDRef = item.Attributes["id"].Name;
Money ob = Money();
IDManager.SetID(notionalIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
notionalIDRef = item.Attributes["href"].Name;
}
else
{
notional = new Money(item);
}
}
}
XmlNodeList fixedRateNodeList = xmlNode.SelectNodes("fixedRate");
if (fixedRateNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in fixedRateNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
fixedRateIDRef = item.Attributes["id"].Name;
XsdTypeDecimal ob = XsdTypeDecimal();
IDManager.SetID(fixedRateIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
fixedRateIDRef = item.Attributes["href"].Name;
}
else
{
fixedRate = new XsdTypeDecimal(item);
}
}
}
XmlNodeList floatingRateIndexNodeList = xmlNode.SelectNodes("floatingRateIndex");
if (floatingRateIndexNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in floatingRateIndexNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
floatingRateIndexIDRef = item.Attributes["id"].Name;
FloatingRateIndex ob = FloatingRateIndex();
IDManager.SetID(floatingRateIndexIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
floatingRateIndexIDRef = item.Attributes["href"].Name;
}
else
{
floatingRateIndex = new FloatingRateIndex(item);
}
}
}
XmlNodeList indexTenorNodeList = xmlNode.SelectNodes("indexTenor");
foreach (XmlNode item in indexTenorNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
indexTenorIDRef = item.Attributes["id"].Name;
List<Period> ob = new List<Period>();
ob.Add(new Period(item));
IDManager.SetID(indexTenorIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
indexTenorIDRef = item.Attributes["href"].Name;
}
else
{
indexTenor.Add(new Period(item));
}
}
}
XmlNodeList fraDiscountingNodeList = xmlNode.SelectNodes("fraDiscounting");
if (fraDiscountingNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in fraDiscountingNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
fraDiscountingIDRef = item.Attributes["id"].Name;
FraDiscountingEnum ob = FraDiscountingEnum();
IDManager.SetID(fraDiscountingIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
fraDiscountingIDRef = item.Attributes["href"].Name;
}
else
{
fraDiscounting = new FraDiscountingEnum(item);
}
}
}
}
public SwapCurveValuation(XmlNode xmlNode)
{
XmlNodeList floatingRateIndexNodeList = xmlNode.SelectNodes("floatingRateIndex");
if (floatingRateIndexNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in floatingRateIndexNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
floatingRateIndexIDRef = item.Attributes["id"].Name;
FloatingRateIndex ob = FloatingRateIndex();
IDManager.SetID(floatingRateIndexIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
floatingRateIndexIDRef = item.Attributes["href"].Name;
}
else
{
floatingRateIndex = new FloatingRateIndex(item);
}
}
}
XmlNodeList indexTenorNodeList = xmlNode.SelectNodes("indexTenor");
if (indexTenorNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in indexTenorNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
indexTenorIDRef = item.Attributes["id"].Name;
Period ob = Period();
IDManager.SetID(indexTenorIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
indexTenorIDRef = item.Attributes["href"].Name;
}
else
{
indexTenor = new Period(item);
}
}
}
XmlNodeList spreadNodeList = xmlNode.SelectNodes("spread");
if (spreadNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in spreadNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
spreadIDRef = item.Attributes["id"].Name;
XsdTypeDecimal ob = XsdTypeDecimal();
IDManager.SetID(spreadIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
spreadIDRef = item.Attributes["href"].Name;
}
else
{
spread = new XsdTypeDecimal(item);
}
}
}
XmlNodeList sideNodeList = xmlNode.SelectNodes("side");
if (sideNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in sideNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
sideIDRef = item.Attributes["id"].Name;
QuotationSideEnum ob = QuotationSideEnum();
IDManager.SetID(sideIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
sideIDRef = item.Attributes["href"].Name;
}
else
{
side = new QuotationSideEnum(item);
}
}
}
}
public InterestShortFall(XmlNode xmlNode)
{
XmlNodeList interestShortfallCapNodeList = xmlNode.SelectNodes("interestShortfallCap");
if (interestShortfallCapNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in interestShortfallCapNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
interestShortfallCapIDRef = item.Attributes["id"].Name;
InterestShortfallCapEnum ob = InterestShortfallCapEnum();
IDManager.SetID(interestShortfallCapIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
interestShortfallCapIDRef = item.Attributes["href"].Name;
}
else
{
interestShortfallCap = new InterestShortfallCapEnum(item);
}
}
}
XmlNodeList compoundingNodeList = xmlNode.SelectNodes("compounding");
if (compoundingNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in compoundingNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
compoundingIDRef = item.Attributes["id"].Name;
XsdTypeBoolean ob = XsdTypeBoolean();
IDManager.SetID(compoundingIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
compoundingIDRef = item.Attributes["href"].Name;
}
else
{
compounding = new XsdTypeBoolean(item);
}
}
}
XmlNodeList rateSourceNodeList = xmlNode.SelectNodes("rateSource");
if (rateSourceNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in rateSourceNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
rateSourceIDRef = item.Attributes["id"].Name;
FloatingRateIndex ob = FloatingRateIndex();
IDManager.SetID(rateSourceIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
rateSourceIDRef = item.Attributes["href"].Name;
}
else
{
rateSource = new FloatingRateIndex(item);
}
}
}
}
public SwapCurveValuation(XmlNode xmlNode)
{
XmlNode floatingRateIndexNode = xmlNode.SelectSingleNode("floatingRateIndex");
if (floatingRateIndexNode != null)
{
if (floatingRateIndexNode.Attributes["href"] != null || floatingRateIndexNode.Attributes["id"] != null)
{
if (floatingRateIndexNode.Attributes["id"] != null)
{
floatingRateIndexIDRef_ = floatingRateIndexNode.Attributes["id"].Value;
FloatingRateIndex ob = new FloatingRateIndex(floatingRateIndexNode);
IDManager.SetID(floatingRateIndexIDRef_, ob);
}
else if (floatingRateIndexNode.Attributes["href"] != null)
{
floatingRateIndexIDRef_ = floatingRateIndexNode.Attributes["href"].Value;
}
else
{
floatingRateIndex_ = new FloatingRateIndex(floatingRateIndexNode);
}
}
else
{
floatingRateIndex_ = new FloatingRateIndex(floatingRateIndexNode);
}
}
XmlNode indexTenorNode = xmlNode.SelectSingleNode("indexTenor");
if (indexTenorNode != null)
{
if (indexTenorNode.Attributes["href"] != null || indexTenorNode.Attributes["id"] != null)
{
if (indexTenorNode.Attributes["id"] != null)
{
indexTenorIDRef_ = indexTenorNode.Attributes["id"].Value;
Period ob = new Period(indexTenorNode);
IDManager.SetID(indexTenorIDRef_, ob);
}
else if (indexTenorNode.Attributes["href"] != null)
{
indexTenorIDRef_ = indexTenorNode.Attributes["href"].Value;
}
else
{
indexTenor_ = new Period(indexTenorNode);
}
}
else
{
indexTenor_ = new Period(indexTenorNode);
}
}
XmlNode spreadNode = xmlNode.SelectSingleNode("spread");
if (spreadNode != null)
{
if (spreadNode.Attributes["href"] != null || spreadNode.Attributes["id"] != null)
{
if (spreadNode.Attributes["id"] != null)
{
spreadIDRef_ = spreadNode.Attributes["id"].Value;
XsdTypeDecimal ob = new XsdTypeDecimal(spreadNode);
IDManager.SetID(spreadIDRef_, ob);
}
else if (spreadNode.Attributes["href"] != null)
{
spreadIDRef_ = spreadNode.Attributes["href"].Value;
}
else
{
spread_ = new XsdTypeDecimal(spreadNode);
}
}
else
{
spread_ = new XsdTypeDecimal(spreadNode);
}
}
XmlNode sideNode = xmlNode.SelectSingleNode("side");
if (sideNode != null)
{
if (sideNode.Attributes["href"] != null || sideNode.Attributes["id"] != null)
{
if (sideNode.Attributes["id"] != null)
{
sideIDRef_ = sideNode.Attributes["id"].Value;
QuotationSideEnum ob = new QuotationSideEnum(sideNode);
IDManager.SetID(sideIDRef_, ob);
}
else if (sideNode.Attributes["href"] != null)
{
sideIDRef_ = sideNode.Attributes["href"].Value;
}
else
{
side_ = new QuotationSideEnum(sideNode);
}
}
else
{
side_ = new QuotationSideEnum(sideNode);
}
}
}
public FloatingRate(XmlNode xmlNode)
: base(xmlNode)
{
XmlNode floatingRateIndexNode = xmlNode.SelectSingleNode("floatingRateIndex");
if (floatingRateIndexNode != null)
{
if (floatingRateIndexNode.Attributes["href"] != null || floatingRateIndexNode.Attributes["id"] != null)
{
if (floatingRateIndexNode.Attributes["id"] != null)
{
floatingRateIndexIDRef_ = floatingRateIndexNode.Attributes["id"].Value;
FloatingRateIndex ob = new FloatingRateIndex(floatingRateIndexNode);
IDManager.SetID(floatingRateIndexIDRef_, ob);
}
else if (floatingRateIndexNode.Attributes["href"] != null)
{
floatingRateIndexIDRef_ = floatingRateIndexNode.Attributes["href"].Value;
}
else
{
floatingRateIndex_ = new FloatingRateIndex(floatingRateIndexNode);
}
}
else
{
floatingRateIndex_ = new FloatingRateIndex(floatingRateIndexNode);
}
}
XmlNode indexTenorNode = xmlNode.SelectSingleNode("indexTenor");
if (indexTenorNode != null)
{
if (indexTenorNode.Attributes["href"] != null || indexTenorNode.Attributes["id"] != null)
{
if (indexTenorNode.Attributes["id"] != null)
{
indexTenorIDRef_ = indexTenorNode.Attributes["id"].Value;
Period ob = new Period(indexTenorNode);
IDManager.SetID(indexTenorIDRef_, ob);
}
else if (indexTenorNode.Attributes["href"] != null)
{
indexTenorIDRef_ = indexTenorNode.Attributes["href"].Value;
}
else
{
indexTenor_ = new Period(indexTenorNode);
}
}
else
{
indexTenor_ = new Period(indexTenorNode);
}
}
XmlNode floatingRateMultiplierScheduleNode = xmlNode.SelectSingleNode("floatingRateMultiplierSchedule");
if (floatingRateMultiplierScheduleNode != null)
{
if (floatingRateMultiplierScheduleNode.Attributes["href"] != null || floatingRateMultiplierScheduleNode.Attributes["id"] != null)
{
if (floatingRateMultiplierScheduleNode.Attributes["id"] != null)
{
floatingRateMultiplierScheduleIDRef_ = floatingRateMultiplierScheduleNode.Attributes["id"].Value;
Schedule ob = new Schedule(floatingRateMultiplierScheduleNode);
IDManager.SetID(floatingRateMultiplierScheduleIDRef_, ob);
}
else if (floatingRateMultiplierScheduleNode.Attributes["href"] != null)
{
floatingRateMultiplierScheduleIDRef_ = floatingRateMultiplierScheduleNode.Attributes["href"].Value;
}
else
{
floatingRateMultiplierSchedule_ = new Schedule(floatingRateMultiplierScheduleNode);
}
}
else
{
floatingRateMultiplierSchedule_ = new Schedule(floatingRateMultiplierScheduleNode);
}
}
XmlNodeList spreadScheduleNodeList = xmlNode.SelectNodes("spreadSchedule");
if (spreadScheduleNodeList != null)
{
this.spreadSchedule_ = new List <SpreadSchedule>();
foreach (XmlNode item in spreadScheduleNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] != null)
{
if (item.Attributes["id"] != null)
{
spreadScheduleIDRef_ = item.Attributes["id"].Value;
spreadSchedule_.Add(new SpreadSchedule(item));
IDManager.SetID(spreadScheduleIDRef_, spreadSchedule_[spreadSchedule_.Count - 1]);
}
else if (item.Attributes["href"] != null)
{
spreadScheduleIDRef_ = item.Attributes["href"].Value;
}
else
{
spreadSchedule_.Add(new SpreadSchedule(item));
}
}
else
{
spreadSchedule_.Add(new SpreadSchedule(item));
}
}
}
XmlNode rateTreatmentNode = xmlNode.SelectSingleNode("rateTreatment");
if (rateTreatmentNode != null)
{
if (rateTreatmentNode.Attributes["href"] != null || rateTreatmentNode.Attributes["id"] != null)
{
if (rateTreatmentNode.Attributes["id"] != null)
{
rateTreatmentIDRef_ = rateTreatmentNode.Attributes["id"].Value;
RateTreatmentEnum ob = new RateTreatmentEnum(rateTreatmentNode);
IDManager.SetID(rateTreatmentIDRef_, ob);
}
else if (rateTreatmentNode.Attributes["href"] != null)
{
rateTreatmentIDRef_ = rateTreatmentNode.Attributes["href"].Value;
}
else
{
rateTreatment_ = new RateTreatmentEnum(rateTreatmentNode);
}
}
else
{
rateTreatment_ = new RateTreatmentEnum(rateTreatmentNode);
}
}
XmlNodeList capRateScheduleNodeList = xmlNode.SelectNodes("capRateSchedule");
if (capRateScheduleNodeList != null)
{
this.capRateSchedule_ = new List <StrikeSchedule>();
foreach (XmlNode item in capRateScheduleNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] != null)
{
if (item.Attributes["id"] != null)
{
capRateScheduleIDRef_ = item.Attributes["id"].Value;
capRateSchedule_.Add(new StrikeSchedule(item));
IDManager.SetID(capRateScheduleIDRef_, capRateSchedule_[capRateSchedule_.Count - 1]);
}
else if (item.Attributes["href"] != null)
{
capRateScheduleIDRef_ = item.Attributes["href"].Value;
}
else
{
capRateSchedule_.Add(new StrikeSchedule(item));
}
}
else
{
capRateSchedule_.Add(new StrikeSchedule(item));
}
}
}
XmlNodeList floorRateScheduleNodeList = xmlNode.SelectNodes("floorRateSchedule");
if (floorRateScheduleNodeList != null)
{
this.floorRateSchedule_ = new List <StrikeSchedule>();
foreach (XmlNode item in floorRateScheduleNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] != null)
{
if (item.Attributes["id"] != null)
{
floorRateScheduleIDRef_ = item.Attributes["id"].Value;
floorRateSchedule_.Add(new StrikeSchedule(item));
IDManager.SetID(floorRateScheduleIDRef_, floorRateSchedule_[floorRateSchedule_.Count - 1]);
}
else if (item.Attributes["href"] != null)
{
floorRateScheduleIDRef_ = item.Attributes["href"].Value;
}
else
{
floorRateSchedule_.Add(new StrikeSchedule(item));
}
}
else
{
floorRateSchedule_.Add(new StrikeSchedule(item));
}
}
}
}