/// <summary>
/// Evaluates this <see cref="Precondition"/> against the contents of the
/// indicated <see cref="NodeIndex"/>.
/// </summary>
/// <param name="nodeIndex">The <see cref="NodeIndex"/> of a <see cref="XmlDocument"/>.</param>
/// <param name="cache">A cache of previously evaluated precondition results.</param>
/// <returns>A <see cref="bool"/> value indicating the applicability of this
/// <see cref="Precondition"/> to the <see cref="XmlDocument"/>.</returns>
public override bool Evaluate(NodeIndex nodeIndex, Dictionary<Precondition, bool> cache)
{
foreach (string rootElement in release.RootElements) {
XmlNodeList list = nodeIndex.GetElementsByName (rootElement);
if (list.Count == 1) {
XmlElement fpml = list [0] as XmlElement;
if (fpml.LocalName.Equals("FpML"))
return (fpml.GetAttribute ("version").Equals (release.Version));
else
return (fpml.GetAttribute ("fpmlVersion").Equals (release.Version));
}
}
return (false);
}
/// <summary>
/// Evaluates this <see cref="Precondition"/> against the contents of the
/// indicated <see cref="NodeIndex"/>.
/// </summary>
/// <param name="nodeIndex">The <see cref="NodeIndex"/> of a <see cref="XmlDocument"/></param>
/// <param name="cache">A cache of previously evaluated precondition results.</param>
/// <returns>A <see cref="bool"/> value indicating the applicability of this
/// <see cref="Precondition"/> to the <see cref="XmlDocument"/>.</returns>
public override bool Evaluate(NodeIndex nodeIndex, Dictionary<Precondition, bool> cache)
{
if (nodeIndex.HasTypeInformation) {
string ns = FpMLRuleSet.DetermineNamespace (nodeIndex);
foreach (string type in types) {
XmlNodeList list = nodeIndex.GetElementsByType (ns, type);
if ((list != null) && (list.Count > 0)) return (true);
}
}
else {
foreach (String element in elements) {
XmlNodeList list = nodeIndex.GetElementsByName (element);
if ((list != null) && (list.Count > 0)) return (true);
}
}
return (false);
}
private static bool Rule02(string name, NodeIndex nodeIndex, XmlNodeList list, ValidationErrorHandler errorHandler)
{
bool result = true;
foreach (XmlElement context in list) {
XmlElement startDate = XPath.Path (context, "novation", "firstPeriodStartDate");
XmlAttribute href;
if ((startDate == null) || (href = startDate.GetAttributeNode ("href"))== null) continue;
XmlElement target = nodeIndex.GetElementById (href.Value);
if ((target == null) || !target.LocalName.Equals("party")) {
errorHandler ("305", context,
"The @href attribute on the firstPeriodStartDate must reference a party",
name, href.Value);
result = false;
}
}
return (result);
}
internal bool PerformValidation(NodeIndex nodeIndex, ValidationErrorHandler errorHandler)
{
return (Validate (nodeIndex, errorHandler));
}
/// <summary>
/// Determines if the <b>Rule</b> applies to a document but evaluating
/// its <see cref="Precondition"/>.
/// </summary>
/// <param name="nodeIndex">The <see cref="NodeIndex"/> of the document.</param>
/// <returns><c>true</c> if the <b>Rule</b> applies, <c>false</c> otherwise.</returns>
public bool AppliesTo(NodeIndex nodeIndex)
{
return (precondition.Evaluate (nodeIndex, new Dictionary<Precondition,bool> ()));
}
// --------------------------------------------------------------------
private static bool Rule01(string name, NodeIndex nodeIndex, ValidationErrorHandler errorHandler)
{
if (nodeIndex.HasTypeInformation)
return (Rule01 (name, nodeIndex, nodeIndex.GetElementsByType (DetermineNamespace (nodeIndex), "PricingDataPointCoordinate"), errorHandler));
return (Rule01 (name, nodeIndex, nodeIndex.GetElementsByName ("coordinate"), errorHandler));
}
// --------------------------------------------------------------------
private static bool Rule02(string name, NodeIndex nodeIndex, ValidationErrorHandler errorHandler)
{
if (nodeIndex.HasTypeInformation)
return (Rule02 (name, nodeIndex, nodeIndex.GetElementsByType (DetermineNamespace (nodeIndex), "PaymentCalculationPeriod"), errorHandler));
return (Rule02 (name, nodeIndex, nodeIndex.GetElementsByName ("paymentCalculationPeriod"), errorHandler));
}
// --------------------------------------------------------------------
private static bool Rule14(string name, NodeIndex nodeIndex, ValidationErrorHandler errorHandler)
{
bool result = true;
foreach (XmlElement context in nodeIndex.GetElementsByName ("creditDefaultSwap")) {
foreach (XmlElement seller in XPath.Paths (context, "protectionTerms", "creditEvents", "creditEventNotice", "notifyingParty", "sellerPartyReference")) {
if (Equal (seller.GetAttribute ("href"),
XPath.Path (context, "generalTerms", "sellerPartyReference").GetAttribute ("href")))
continue;
errorHandler ("305", context,
"If protectionTerms/creditEvents/creditEventNotice/notifyingParty/sellerPartyReference " +
"is present, its @href attribute must match that of generalTerms/sellerPartyReference",
name, null);
result = false;
}
}
return (result);
}
// --------------------------------------------------------------------
private static bool Rule12(string name, NodeIndex nodeIndex, ValidationErrorHandler errorHandler)
{
bool result = true;
foreach (XmlElement context in nodeIndex.GetElementsByName ("referenceInformation")) {
if (Exists (context ["referencePrice"])) {
if (GreaterOrEqual (context ["referencePrice"], 0.0))
continue;
errorHandler ("305", context,
"If referencePrice is present it must not have a negative " +
"value",
name, context ["referencePrice"].InnerText);
result = false;
}
}
return (result);
}
// --------------------------------------------------------------------
private static bool Rule37(string name, NodeIndex nodeIndex, ValidationErrorHandler errorHandler)
{
return (Rule37 (name, nodeIndex.GetElementsByName ("cashSettlementTerms"), errorHandler));
}
// --------------------------------------------------------------------
private static bool Rule36(string name, NodeIndex nodeIndex, ValidationErrorHandler errorHandler)
{
return (Rule36 (name, XPath.Paths (nodeIndex.GetElementsByName ("creditEvents"), "creditEventNotice", "publiclyAvailableInformation"), errorHandler));
}
// --------------------------------------------------------------------
private static bool Rule35(string name, NodeIndex nodeIndex, ValidationErrorHandler errorHandler)
{
return (Rule35 (name, nodeIndex.GetElementsByName ("creditEvents"), errorHandler));
}
// --------------------------------------------------------------------
private static bool Rule34(string name, NodeIndex nodeIndex, ValidationErrorHandler errorHandler)
{
return (Rule34 (name, nodeIndex.GetElementsByName ("deliverableObligations"), errorHandler));
}
// --------------------------------------------------------------------
private static bool Rule33(string name, NodeIndex nodeIndex, ValidationErrorHandler errorHandler)
{
return (Rule33 (name, nodeIndex.GetElementsByName ("periodicPayment"), errorHandler));
}
// --------------------------------------------------------------------
private static bool Rule30(string name, NodeIndex nodeIndex, ValidationErrorHandler errorHandler)
{
bool result = true;
foreach (XmlElement context in nodeIndex.GetElementsByName ("creditDefaultSwap")) {
XmlElement paymentDate;
XmlElement terminationDate;
if (And (
Exists (paymentDate = XPath.Path (context, "feeLeg", "periodicPayment", "lastRegularPaymentDate")),
Exists (terminationDate = XPath.Path (context, "generalTerms", "scheduledTerminationDate", "adjustableDate", "unadjustedDate")))) {
if (Less (paymentDate, terminationDate)) continue;
errorHandler ("305", context,
"Last regular periodic payment date '" + paymentDate.InnerText + "' " +
"must be before the termination date '" + terminationDate.InnerText + "'",
name, null);
result = false;
}
}
return (result);
}
// --------------------------------------------------------------------
private static bool Rule10(string name, NodeIndex nodeIndex, ValidationErrorHandler errorHandler)
{
bool result = true;
foreach (XmlElement context in nodeIndex.GetElementsByName ("referenceInformation")) {
string primaryReference;
string primaryId;
foreach (XmlElement primary in XPath.Paths (context, "referenceObligation", "guarantorReference")) {
if (Equal (
primaryReference = primary.GetAttribute ("href"),
primaryId = context ["referenceEntity"].GetAttribute ("id")))
continue;
errorHandler ("305", context,
"Primary obligor reference '" + primaryReference +
"' should point to the reference entity ' " + primaryId + "'",
name, null);
result = false;
}
}
return (result);
}
// --------------------------------------------------------------------
private static bool Rule11(string name, NodeIndex nodeIndex, ValidationErrorHandler errorHandler)
{
bool result = true;
foreach (XmlElement trade in nodeIndex.GetElementsByName ("trade")) {
if (IsIsda2003 (trade) && IsLongForm (trade)) {
XmlElement context = XPath.Path (trade, "creditDefaultSwap", "generalTerms", "referenceInformation") as XmlElement;
if (Exists (XPath.Path (context, "allGuarantees"))) continue;
errorHandler ("305", context,
"allGuarantees element missing in protection terms",
name, null);
result = false;
}
}
return (result);
}
// --------------------------------------------------------------------
private static bool Rule41(string name, NodeIndex nodeIndex, ValidationErrorHandler errorHandler)
{
bool result = true;
foreach (XmlElement context in nodeIndex.GetElementsByName ("generalTerms")) {
XmlElement tranche = XPath.Path (context, "indexReferenceInformation", "tranche");
XmlElement delivery = XPath.Path (context, "modifiedEquityDelivery");
if ((tranche == null) && (delivery != null)) {
errorHandler ("305", context,
"If indexReferenceInformation/tranche is not present then modifiedEquityDelivery must not be present.",
name, null);
result = false;
}
}
return (result);
}
// --------------------------------------------------------------------
private static bool Rule13(string name, NodeIndex nodeIndex, ValidationErrorHandler errorHandler)
{
bool result = true;
foreach (XmlElement context in nodeIndex.GetElementsByName ("creditDefaultSwap")) {
foreach (XmlElement buyer in XPath.Paths (context, "protectionTerms", "creditEvents", "creditEventNotice", "notifyingParty", "buyerPartyReference")) {
string buyerName;
string referenceName;
if (Equal (
buyerName = buyer.GetAttribute ("href"),
referenceName = XPath.Path (context, "generalTerms", "buyerPartyReference").GetAttribute ("href")))
continue;
errorHandler ("305", context,
"Credit event notice references buyer party reference " + buyerName +
" but general terms references " + referenceName,
name, null);
result = false;
}
}
return (result);
}
// --------------------------------------------------------------------
private static bool Rule42(string name, NodeIndex nodeIndex, ValidationErrorHandler errorHandler)
{
bool result = true;
foreach (XmlElement context in nodeIndex.GetElementsByName ("generalTerms")) {
XmlElement basket = XPath.Path (context, "basketReferenceInformation");
XmlElement substitution = XPath.Path (context, "substitution");
if ((basket == null) && (substitution != null)) {
errorHandler ("305", context,
"If basketReferenceInformation is not present then substitution must not be present.",
name, null);
result = false;
}
}
return (result);
}
// --------------------------------------------------------------------
private static bool Rule16(string name, NodeIndex nodeIndex, ValidationErrorHandler errorHandler)
{
bool result = true;
foreach (XmlElement context in nodeIndex.GetElementsByName ("creditDefaultSwap")) {
if (Implies (
And (
Equal (
Count (XPath.Paths (context, "generalTerms", "referenceInformation", "referenceObligation")), 1),
Exists (XPath.Path (context, "cashSettlementTerms", "valuationDate", "multipleValuationDates"))),
Or (
Equal (
XPath.Path (context, "cashSettlementTerms", "valuationMethod"),
"AverageMarket"),
Or (
Equal (
XPath.Path (context, "cashSettlementTerms", "valuationMethod"),
"Highest"),
Equal (
XPath.Path (context, "cashSettlementTerms", "valuationMethod"),
"AverageHighest")))))
continue;
errorHandler ("305", context,
"If there is exactly one generalTerms/referenceInformation/referenceObligation " +
"and cashSettlementTerms/valuationDate/multipleValuationDates occurs " +
"then the value of cashSettlementTerms/valuationMethod must be " +
"AverageMarket, Highest or AverageHighest",
name, XPath.Path (context, "cashSettlementTerms", "valuationMethod").InnerText);
result = false;
}
return (result);
}
// --------------------------------------------------------------------
private static bool Rule43(string name, NodeIndex nodeIndex, ValidationErrorHandler errorHandler)
{
bool result = true;
foreach (XmlElement context in nodeIndex.GetElementsByName ("creditDefaultSwap")) {
if (!IsSingleName (context)) continue;
if (!Exists (XPath.Path(context, "feeLeg", "initialPayment"))) continue;
XmlElement payer = XPath.Path (context, "feeLeg", "initialPayment", "payerPartyReference");
XmlElement receiver = XPath.Path (context, "feeLeg", "initialPayment", "receiverPartyReference");
XmlElement seller = XPath.Path (context, "generalTerms", "sellerPartyReference");
XmlElement buyer = XPath.Path (context, "generalTerms", "buyerPartyReference");
if ((payer != null) && (seller != null) && (receiver != null) && (buyer != null)) {
if (payer.GetAttribute ("href").Equals (buyer.GetAttribute ("href")) &&
receiver.GetAttribute ("href").Equals (seller.GetAttribute ("href")))
continue;
}
errorHandler ("305", context,
"The initial payment should be paid by the protection buyer to the protection seller",
name, null);
result = false;
}
return (result);
}
private static bool Rule02(string name, NodeIndex nodeIndex, XmlNodeList list, ValidationErrorHandler errorHandler)
{
bool result = true;
foreach (XmlElement context in list) {
XmlAttribute href;
XmlElement target;
if (((href = context.GetAttributeNode ("href")) == null) ||
((target = nodeIndex.GetElementById (href.Value)) == null)) continue;
string targetName = target.LocalName;
if (targetName.Equals ("creditCurve") ||
targetName.Equals ("fxCurve") ||
targetName.Equals ("volatilityRepresentation") ||
targetName.Equals ("yieldCurve")) continue;
errorHandler ("305", context,
"@href must match the @id attribute of an element of type PricingStructure",
name, targetName);
result = false;
}
return (result);
}
// --------------------------------------------------------------------
private static bool Rule44(string name, NodeIndex nodeIndex, ValidationErrorHandler errorHandler)
{
return (Rule44 (name, nodeIndex.GetElementsByName ("creditDefaultSwap"), errorHandler));
}
private static bool Rule01(string name, NodeIndex nodeIndex, XmlNodeList list,
ValidationErrorHandler errorHandler)
{
bool result = true;
foreach (XmlElement context in list) {
XmlElement generic = XPath.Path (context, "generic");
XmlAttribute href;
XmlElement target;
if ((generic == null) ||
((href = generic.GetAttributeNode ("href")) == null) ||
((target = nodeIndex.GetElementById (href.Value)) == null)) continue;
string targetName = target.LocalName;
if (targetName.Equals ("basket") ||
targetName.Equals ("cash") ||
targetName.Equals ("commodity") ||
targetName.Equals ("deposit") ||
targetName.Equals ("bond") ||
targetName.Equals ("convertibleBond") ||
targetName.Equals ("equity") ||
targetName.Equals ("exchangeTradedFund") ||
targetName.Equals ("index") ||
targetName.Equals ("future") ||
targetName.Equals ("fxRate") ||
targetName.Equals ("loan") ||
targetName.Equals ("mortgage") ||
targetName.Equals ("mutualFund") ||
targetName.Equals ("rateIndex") ||
targetName.Equals ("simpleCreditDefautSwap") ||
targetName.Equals ("simpleFra") ||
targetName.Equals ("simpleIrSwap") ||
targetName.Equals ("dealSummary") ||
targetName.Equals ("facilitySummary")) continue;
errorHandler ("305", context,
"generic/@href must match the @id attribute of an element of type Asset",
name, targetName);
result = false;
}
return (result);
}
// --------------------------------------------------------------------
private static bool Rule05(string name, NodeIndex nodeIndex, ValidationErrorHandler errorHandler)
{
bool result = true;
foreach (XmlElement context in nodeIndex.GetElementsByName ("generalTerms")) {
if (Exists (XPath.Path (context, "scheduledTerminationDate", "adjustableDate"))) {
XmlNode effectiveDate = XPath.Path (context, "effectiveDate", "unadjustedDate");
XmlNode terminationDate = XPath.Path (context, "scheduledTerminationDate", "adjustableDate", "unadjustedDate");
if ((effectiveDate == null) || (terminationDate == null) || Less (effectiveDate, terminationDate ))
continue;
errorHandler ("305", context,
"Effective date " + effectiveDate.InnerText.Trim () + " is not " +
"before scheduled termination date " + terminationDate.InnerText.Trim (),
name, null);
result = false;
}
}
return (result);
}
/// <summary>
/// Evaluates this <b>Precondition</b> against the contents of the
/// indicated <see cref="NodeIndex"/>.
/// </summary>
/// <param name="nodeIndex">The <see cref="NodeIndex"/> of a <see cref="XmlDocument"/>.</param>
/// <param name="cache">A cache of previously evaluated precondition results.</param>
/// <returns>A <c>bool</c> value indicating the applicability of this
/// <b>Precondition</b> to the <see cref="XmlDocument"/>.</returns>
public override bool Evaluate(NodeIndex nodeIndex, Dictionary<Precondition, Boolean> cache)
{
return (function (nodeIndex, cache));
}
// --------------------------------------------------------------------
private static bool Rule06(string name, NodeIndex nodeIndex, ValidationErrorHandler errorHandler)
{
bool result = true;
foreach (XmlElement context in nodeIndex.GetElementsByName ("generalTerms")) {
XmlElement buyer = context ["buyerPartyReference"];
XmlElement seller = context ["sellerPartyReference"];
if ((buyer == null) || (seller == null) ||
NotEqual (buyer.GetAttribute ("href"), seller.GetAttribute ("href")))
continue;
errorHandler ("305", context,
"Buyer party reference is equal to seller party reference",
name, seller.GetAttribute ("href"));
result = false;
}
return (result);
}
/// <summary> /// Determines if the <see cref="XmlDocument"/> instance indexed by the /// provided <see cref="NodeIndex"/> has business data content that passes a /// validation test. If errors are detected they will be reported through /// the <see cref="ValidationErrorHandler"/> instance passed as an argument. /// </summary> /// <remarks>Note that test returns <c>true</c> if it does not fail, /// including circumstances when the test is inapplicable to the /// <see cref="XmlDocument"/> under examination. /// </remarks> /// <param name="nodeIndex">The <see cref="NodeIndex"/> instance to examine.</param> /// <param name="errorHandler">An <see cref="ValidationErrorHandler"/> instance used to report /// validation failures.</param> /// <returns><c>false</c> if the validation test failed, <c>true</c> otherwise. /// </returns> protected abstract bool Validate(NodeIndex nodeIndex, ValidationErrorHandler errorHandler);
// --------------------------------------------------------------------
private static bool Rule08(string name, NodeIndex nodeIndex, ValidationErrorHandler errorHandler)
{
return (
Rule08 (name, nodeIndex.GetElementsByName ("trade"), errorHandler)
& Rule08 (name, nodeIndex.GetElementsByName ("contract"), errorHandler));
}