public YieldCurveValuation(XmlNode xmlNode)
: base(xmlNode)
{
XmlNodeList inputsNodeList = xmlNode.SelectNodes("inputs");
if (inputsNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in inputsNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
inputsIDRef = item.Attributes["id"].Name;
QuotedAssetSet ob = QuotedAssetSet();
IDManager.SetID(inputsIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
inputsIDRef = item.Attributes["href"].Name;
}
else
{
inputs = new QuotedAssetSet(item);
}
}
}
XmlNodeList zeroCurveNodeList = xmlNode.SelectNodes("zeroCurve");
if (zeroCurveNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in zeroCurveNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
zeroCurveIDRef = item.Attributes["id"].Name;
ZeroRateCurve ob = ZeroRateCurve();
IDManager.SetID(zeroCurveIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
zeroCurveIDRef = item.Attributes["href"].Name;
}
else
{
zeroCurve = new ZeroRateCurve(item);
}
}
}
XmlNodeList forwardCurveNodeList = xmlNode.SelectNodes("forwardCurve");
foreach (XmlNode item in forwardCurveNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
forwardCurveIDRef = item.Attributes["id"].Name;
List <ForwardRateCurve> ob = new List <ForwardRateCurve>();
ob.Add(new ForwardRateCurve(item));
IDManager.SetID(forwardCurveIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
forwardCurveIDRef = item.Attributes["href"].Name;
}
else
{
forwardCurve.Add(new ForwardRateCurve(item));
}
}
}
XmlNodeList discountFactorCurveNodeList = xmlNode.SelectNodes("discountFactorCurve");
if (discountFactorCurveNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in discountFactorCurveNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
discountFactorCurveIDRef = item.Attributes["id"].Name;
TermCurve ob = TermCurve();
IDManager.SetID(discountFactorCurveIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
discountFactorCurveIDRef = item.Attributes["href"].Name;
}
else
{
discountFactorCurve = new TermCurve(item);
}
}
}
}
public YieldCurveValuation(XmlNode xmlNode)
: base(xmlNode)
{
XmlNodeList inputsNodeList = xmlNode.SelectNodes("inputs");
if (inputsNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in inputsNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
inputsIDRef = item.Attributes["id"].Name;
QuotedAssetSet ob = QuotedAssetSet();
IDManager.SetID(inputsIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
inputsIDRef = item.Attributes["href"].Name;
}
else
{
inputs = new QuotedAssetSet(item);
}
}
}
XmlNodeList zeroCurveNodeList = xmlNode.SelectNodes("zeroCurve");
if (zeroCurveNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in zeroCurveNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
zeroCurveIDRef = item.Attributes["id"].Name;
ZeroRateCurve ob = ZeroRateCurve();
IDManager.SetID(zeroCurveIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
zeroCurveIDRef = item.Attributes["href"].Name;
}
else
{
zeroCurve = new ZeroRateCurve(item);
}
}
}
XmlNodeList forwardCurveNodeList = xmlNode.SelectNodes("forwardCurve");
foreach (XmlNode item in forwardCurveNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
forwardCurveIDRef = item.Attributes["id"].Name;
List<ForwardRateCurve> ob = new List<ForwardRateCurve>();
ob.Add(new ForwardRateCurve(item));
IDManager.SetID(forwardCurveIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
forwardCurveIDRef = item.Attributes["href"].Name;
}
else
{
forwardCurve.Add(new ForwardRateCurve(item));
}
}
}
XmlNodeList discountFactorCurveNodeList = xmlNode.SelectNodes("discountFactorCurve");
if (discountFactorCurveNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in discountFactorCurveNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
discountFactorCurveIDRef = item.Attributes["id"].Name;
TermCurve ob = TermCurve();
IDManager.SetID(discountFactorCurveIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
discountFactorCurveIDRef = item.Attributes["href"].Name;
}
else
{
discountFactorCurve = new TermCurve(item);
}
}
}
}
public YieldCurveValuation(XmlNode xmlNode)
: base(xmlNode)
{
XmlNode inputsNode = xmlNode.SelectSingleNode("inputs");
if (inputsNode != null)
{
if (inputsNode.Attributes["href"] != null || inputsNode.Attributes["id"] != null)
{
if (inputsNode.Attributes["id"] != null)
{
inputsIDRef_ = inputsNode.Attributes["id"].Value;
QuotedAssetSet ob = new QuotedAssetSet(inputsNode);
IDManager.SetID(inputsIDRef_, ob);
}
else if (inputsNode.Attributes["href"] != null)
{
inputsIDRef_ = inputsNode.Attributes["href"].Value;
}
else
{
inputs_ = new QuotedAssetSet(inputsNode);
}
}
else
{
inputs_ = new QuotedAssetSet(inputsNode);
}
}
XmlNode zeroCurveNode = xmlNode.SelectSingleNode("zeroCurve");
if (zeroCurveNode != null)
{
if (zeroCurveNode.Attributes["href"] != null || zeroCurveNode.Attributes["id"] != null)
{
if (zeroCurveNode.Attributes["id"] != null)
{
zeroCurveIDRef_ = zeroCurveNode.Attributes["id"].Value;
ZeroRateCurve ob = new ZeroRateCurve(zeroCurveNode);
IDManager.SetID(zeroCurveIDRef_, ob);
}
else if (zeroCurveNode.Attributes["href"] != null)
{
zeroCurveIDRef_ = zeroCurveNode.Attributes["href"].Value;
}
else
{
zeroCurve_ = new ZeroRateCurve(zeroCurveNode);
}
}
else
{
zeroCurve_ = new ZeroRateCurve(zeroCurveNode);
}
}
XmlNodeList forwardCurveNodeList = xmlNode.SelectNodes("forwardCurve");
if (forwardCurveNodeList != null)
{
this.forwardCurve_ = new List <ForwardRateCurve>();
foreach (XmlNode item in forwardCurveNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] != null)
{
if (item.Attributes["id"] != null)
{
forwardCurveIDRef_ = item.Attributes["id"].Value;
forwardCurve_.Add(new ForwardRateCurve(item));
IDManager.SetID(forwardCurveIDRef_, forwardCurve_[forwardCurve_.Count - 1]);
}
else if (item.Attributes["href"] != null)
{
forwardCurveIDRef_ = item.Attributes["href"].Value;
}
else
{
forwardCurve_.Add(new ForwardRateCurve(item));
}
}
else
{
forwardCurve_.Add(new ForwardRateCurve(item));
}
}
}
XmlNode discountFactorCurveNode = xmlNode.SelectSingleNode("discountFactorCurve");
if (discountFactorCurveNode != null)
{
if (discountFactorCurveNode.Attributes["href"] != null || discountFactorCurveNode.Attributes["id"] != null)
{
if (discountFactorCurveNode.Attributes["id"] != null)
{
discountFactorCurveIDRef_ = discountFactorCurveNode.Attributes["id"].Value;
TermCurve ob = new TermCurve(discountFactorCurveNode);
IDManager.SetID(discountFactorCurveIDRef_, ob);
}
else if (discountFactorCurveNode.Attributes["href"] != null)
{
discountFactorCurveIDRef_ = discountFactorCurveNode.Attributes["href"].Value;
}
else
{
discountFactorCurve_ = new TermCurve(discountFactorCurveNode);
}
}
else
{
discountFactorCurve_ = new TermCurve(discountFactorCurveNode);
}
}
}
public YieldCurveValuation(XmlNode xmlNode)
: base(xmlNode)
{
XmlNode inputsNode = xmlNode.SelectSingleNode("inputs");
if (inputsNode != null)
{
if (inputsNode.Attributes["href"] != null || inputsNode.Attributes["id"] != null)
{
if (inputsNode.Attributes["id"] != null)
{
inputsIDRef_ = inputsNode.Attributes["id"].Value;
QuotedAssetSet ob = new QuotedAssetSet(inputsNode);
IDManager.SetID(inputsIDRef_, ob);
}
else if (inputsNode.Attributes["href"] != null)
{
inputsIDRef_ = inputsNode.Attributes["href"].Value;
}
else
{
inputs_ = new QuotedAssetSet(inputsNode);
}
}
else
{
inputs_ = new QuotedAssetSet(inputsNode);
}
}
XmlNode zeroCurveNode = xmlNode.SelectSingleNode("zeroCurve");
if (zeroCurveNode != null)
{
if (zeroCurveNode.Attributes["href"] != null || zeroCurveNode.Attributes["id"] != null)
{
if (zeroCurveNode.Attributes["id"] != null)
{
zeroCurveIDRef_ = zeroCurveNode.Attributes["id"].Value;
ZeroRateCurve ob = new ZeroRateCurve(zeroCurveNode);
IDManager.SetID(zeroCurveIDRef_, ob);
}
else if (zeroCurveNode.Attributes["href"] != null)
{
zeroCurveIDRef_ = zeroCurveNode.Attributes["href"].Value;
}
else
{
zeroCurve_ = new ZeroRateCurve(zeroCurveNode);
}
}
else
{
zeroCurve_ = new ZeroRateCurve(zeroCurveNode);
}
}
XmlNodeList forwardCurveNodeList = xmlNode.SelectNodes("forwardCurve");
if (forwardCurveNodeList != null)
{
this.forwardCurve_ = new List<ForwardRateCurve>();
foreach (XmlNode item in forwardCurveNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] != null)
{
if (item.Attributes["id"] != null)
{
forwardCurveIDRef_ = item.Attributes["id"].Value;
forwardCurve_.Add(new ForwardRateCurve(item));
IDManager.SetID(forwardCurveIDRef_, forwardCurve_[forwardCurve_.Count - 1 ]);
}
else if (item.Attributes["href"] != null)
{
forwardCurveIDRef_ = item.Attributes["href"].Value;
}
else
{
forwardCurve_.Add(new ForwardRateCurve(item));
}
}
else
{
forwardCurve_.Add(new ForwardRateCurve(item));
}
}
}
XmlNode discountFactorCurveNode = xmlNode.SelectSingleNode("discountFactorCurve");
if (discountFactorCurveNode != null)
{
if (discountFactorCurveNode.Attributes["href"] != null || discountFactorCurveNode.Attributes["id"] != null)
{
if (discountFactorCurveNode.Attributes["id"] != null)
{
discountFactorCurveIDRef_ = discountFactorCurveNode.Attributes["id"].Value;
TermCurve ob = new TermCurve(discountFactorCurveNode);
IDManager.SetID(discountFactorCurveIDRef_, ob);
}
else if (discountFactorCurveNode.Attributes["href"] != null)
{
discountFactorCurveIDRef_ = discountFactorCurveNode.Attributes["href"].Value;
}
else
{
discountFactorCurve_ = new TermCurve(discountFactorCurveNode);
}
}
else
{
discountFactorCurve_ = new TermCurve(discountFactorCurveNode);
}
}
}
