public static RelativeDateOffset Create(string s, DayTypeEnum dayType,
string businessDayConventionAsString,
string businessCentersAsString,
string dateRelativeTo)
{
var result = new RelativeDateOffset();
Period interval = PeriodHelper.Parse(s);
result.period = interval.period;
result.periodMultiplier = interval.periodMultiplier;
result.dayType = dayType;
result.dayTypeSpecified = true;
result.businessDayConvention = BusinessDayConventionHelper.Parse(businessDayConventionAsString);
result.businessCenters = BusinessCentersHelper.Parse(businessCentersAsString);
var dateReference = new DateReference {
href = dateRelativeTo
};
result.dateRelativeTo = dateReference;
return(result);
}
public static BusinessDayAdjustments Create(BusinessDayConventionEnum businessDayConvention, string businessCentersAsString)
{
var result = new BusinessDayAdjustments
{
businessDayConvention = businessDayConvention,
businessCenters =
BusinessCentersHelper.Parse(businessCentersAsString)
};
return(result);
}
public static Quotation Create(decimal value, DateTime valuationDate,
string businessCenter, string currency,
string rateSourceProvider, string rateSource, string rateSourcePage,
string assetMeasureType, string quoteUnits)
{
var quotation = new Quotation
{
businessCenter = BusinessCentersHelper.Parse(businessCenter).businessCenter[0],
currency = CurrencyHelper.Parse(currency),
informationSource =
InformationSourceHelper.Create(
InformationSourceHelper.Create(rateSourceProvider, rateSource,
rateSourcePage)),
measureType = AssetMeasureTypeHelper.Parse(assetMeasureType),
quoteUnits = PriceQuoteUnitsHelper.Create(quoteUnits),
valuationDate = valuationDate,
valuationDateSpecified = true,
value = value,
valueSpecified = true
};
return(quotation);
}
public static Quotation Copy(Quotation baseQuotation)
{
Quotation quotation = null;
if (baseQuotation != null)
{
quotation = new Quotation();
if (baseQuotation.businessCenter != null)
{
quotation.businessCenter = BusinessCentersHelper.Parse(baseQuotation.businessCenter.Value).businessCenter[0];
}
if (baseQuotation.currency != null)
{
quotation.currency = CurrencyHelper.Parse(baseQuotation.currency.Value);
}
if (baseQuotation.valueSpecified)
{
quotation.value = baseQuotation.value;
quotation.valueSpecified = true;
}
if (baseQuotation.valuationDateSpecified)
{
quotation.valuationDate = baseQuotation.valuationDate;
quotation.valuationDateSpecified = true;
}
if (baseQuotation.expiryTimeSpecified)
{
quotation.expiryTime = baseQuotation.expiryTime;
quotation.expiryTimeSpecified = true;
}
if (baseQuotation.sideSpecified)
{
quotation.side = baseQuotation.side;
quotation.sideSpecified = true;
}
if (baseQuotation.timeSpecified)
{
quotation.time = baseQuotation.time;
quotation.timeSpecified = true;
}
if (baseQuotation.sensitivitySet != null)
{
quotation.sensitivitySet = SensitivitySetHelper.Copy(baseQuotation.sensitivitySet);
}
if (baseQuotation.measureType != null)
{
quotation.measureType = AssetMeasureTypeHelper.Copy(baseQuotation.measureType);
}
if (baseQuotation.quoteUnits != null)
{
quotation.quoteUnits = PriceQuoteUnitsHelper.Copy(baseQuotation.quoteUnits);
}
if (baseQuotation.informationSource != null)
{
quotation.informationSource = InformationSourceHelper.Copy(baseQuotation.informationSource).ToArray();
}
if (baseQuotation.exchangeId != null)
{
quotation.exchangeId = ExchangeIdHelper.Copy(baseQuotation.exchangeId);
}
}
return(quotation);
}