public virtual void Build()
{
_calendar = Parsers.ParseCalendar(_strCalendar);
_convention = Parsers.ParseBusinessDayConvention(_strConvention);
_eom = Parsers.ParseBool(_strEom);
_dayCounter = Parsers.ParseDayCounter(_strDayCounter);
_settlementDays = Parsers.ParseInteger(_strSettlementDays);
}
public virtual void Build()
{
_spotDays = Parsers.ParseInteger(_strSpotDays);
_sourceCurrency = Parsers.ParseCurrency(_strSourceCurrency);
_targetCurrency = Parsers.ParseCurrency(_strTargetCurrency);
_pointsFactor = Parsers.ParseDouble(_strPointsFactor);
_advanceCalendar = _strAdvanceCalendar == "" ? new NullCalendar() : Parsers.ParseCalendar(_strAdvanceCalendar);
_spotRelative = _strSpotRelative == "" ? true : Parsers.ParseBool(_strSpotRelative);
}
public virtual void Build()
{
_dayCounter = Parsers.ParseDayCounter(_strDayCounter);
_compounding = _strCompounding == string.Empty ? QLNet.Compounding.Continuous : Parsers.ParseCompounding(_strCompounding);
_compoundingFrequency = _strCompoundingFrequency == string.Empty ? Frequency.Annual : Parsers.ParseFrequency(_strCompoundingFrequency);
if (_tenorBased)
{
_tenorCalendar = Parsers.ParseCalendar(_strTenorCalendar);
_spotLag = Convert.ToInt32(_strSpotLag);
_spotCalendar = Parsers.ParseCalendar(_strSpotCalendar);
_rollConvention = Parsers.ParseBusinessDayConvention(_strRollConvention);
_eom = Parsers.ParseBool(_strEom);
}
}
public virtual void Build()
{
// First check that we have an overnight index.
_index = (OvernightIndex)Parsers.ParseIborIndex(_strIndex);
Utils.QL_REQUIRE(_index != null, () => "The index string, " + _strIndex + ", does not represent an overnight index.");
_spotLag = Parsers.ParseInteger(_strSpotLag);
_fixedDayCounter = Parsers.ParseDayCounter(_strFixedDayCounter);
_paymentLag = _strPaymentLag == string.Empty ? 0 : Parsers.ParseInteger(_strPaymentLag);
_eom = _strEom == string.Empty ? false : Parsers.ParseBool(_strEom);
_fixedFrequency = _strFixedFrequency == string.Empty ? Frequency.Annual : Parsers.ParseFrequency(_strFixedFrequency);
_fixedConvention = _strFixedConvention == string.Empty ? BusinessDayConvention.Following : Parsers.ParseBusinessDayConvention(_strFixedConvention);
_fixedPaymentConvention = _strFixedPaymentConvention == string.Empty ? BusinessDayConvention.Following : Parsers.ParseBusinessDayConvention(_strFixedPaymentConvention);
//_rule = _strRule == string.Empty ? DateGeneration.Rule.Backward : Parsers.ParseDateGenerationRule(_strRule);
}
public virtual bool GetChildValueAsBool(XmlNode node, string name, bool mandatory = false)
{
string s = GetChildValue(node, name, mandatory);
return(s == "" ? true : Parsers.ParseBool(s));
}