public SwapStreamPara(XmlNode xmlNode) : base(xmlNode) { 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; XsdTypeDouble ob = new XsdTypeDouble(notionalNode); IDManager.SetID(notionalIDRef_, ob); } else if (notionalNode.Attributes["href"] != null) { notionalIDRef_ = notionalNode.Attributes["href"].Value; } else { notional_ = new XsdTypeDouble(notionalNode); } } else { notional_ = new XsdTypeDouble(notionalNode); } } XmlNode discountCurveNode = xmlNode.SelectSingleNode("discountCurve"); if (discountCurveNode != null) { if (discountCurveNode.Attributes["href"] != null || discountCurveNode.Attributes["id"] != null) { if (discountCurveNode.Attributes["id"] != null) { discountCurveIDRef_ = discountCurveNode.Attributes["id"].Value; DiscountCurve ob = new DiscountCurve(discountCurveNode); IDManager.SetID(discountCurveIDRef_, ob); } else if (discountCurveNode.Attributes["href"] != null) { discountCurveIDRef_ = discountCurveNode.Attributes["href"].Value; } else { discountCurve_ = new DiscountCurve(discountCurveNode); } } else { discountCurve_ = new DiscountCurve(discountCurveNode); } } }
public CreditDefaultSwapPricing(XmlNode xmlNode) : base(xmlNode) { XmlNode calculationAmountNode = xmlNode.SelectSingleNode("calculationAmount"); if (calculationAmountNode != null) { if (calculationAmountNode.Attributes["href"] != null || calculationAmountNode.Attributes["id"] != null) { if (calculationAmountNode.Attributes["id"] != null) { calculationAmountIDRef_ = calculationAmountNode.Attributes["id"].Value; CalculationAmount ob = new CalculationAmount(calculationAmountNode); IDManager.SetID(calculationAmountIDRef_, ob); } else if (calculationAmountNode.Attributes["href"] != null) { calculationAmountIDRef_ = calculationAmountNode.Attributes["href"].Value; } else { calculationAmount_ = new CalculationAmount(calculationAmountNode); } } else { calculationAmount_ = new CalculationAmount(calculationAmountNode); } } XmlNode referenceEntityInfoNode = xmlNode.SelectSingleNode("referenceEntityInfo"); if (referenceEntityInfoNode != null) { if (referenceEntityInfoNode.Attributes["href"] != null || referenceEntityInfoNode.Attributes["id"] != null) { if (referenceEntityInfoNode.Attributes["id"] != null) { referenceEntityInfoIDRef_ = referenceEntityInfoNode.Attributes["id"].Value; ReferenceEntityInfo ob = new ReferenceEntityInfo(referenceEntityInfoNode); IDManager.SetID(referenceEntityInfoIDRef_, ob); } else if (referenceEntityInfoNode.Attributes["href"] != null) { referenceEntityInfoIDRef_ = referenceEntityInfoNode.Attributes["href"].Value; } else { referenceEntityInfo_ = new ReferenceEntityInfo(referenceEntityInfoNode); } } else { referenceEntityInfo_ = new ReferenceEntityInfo(referenceEntityInfoNode); } } XmlNode evaluationCurvesNode = xmlNode.SelectSingleNode("evaluationCurves"); if (evaluationCurvesNode != null) { if (evaluationCurvesNode.Attributes["href"] != null || evaluationCurvesNode.Attributes["id"] != null) { if (evaluationCurvesNode.Attributes["id"] != null) { evaluationCurvesIDRef_ = evaluationCurvesNode.Attributes["id"].Value; EvaluationCurves ob = new EvaluationCurves(evaluationCurvesNode); IDManager.SetID(evaluationCurvesIDRef_, ob); } else if (evaluationCurvesNode.Attributes["href"] != null) { evaluationCurvesIDRef_ = evaluationCurvesNode.Attributes["href"].Value; } else { evaluationCurves_ = new EvaluationCurves(evaluationCurvesNode); } } else { evaluationCurves_ = new EvaluationCurves(evaluationCurvesNode); } } XmlNode discountCurveNode = xmlNode.SelectSingleNode("discountCurve"); if (discountCurveNode != null) { if (discountCurveNode.Attributes["href"] != null || discountCurveNode.Attributes["id"] != null) { if (discountCurveNode.Attributes["id"] != null) { discountCurveIDRef_ = discountCurveNode.Attributes["id"].Value; DiscountCurve ob = new DiscountCurve(discountCurveNode); IDManager.SetID(discountCurveIDRef_, ob); } else if (discountCurveNode.Attributes["href"] != null) { discountCurveIDRef_ = discountCurveNode.Attributes["href"].Value; } else { discountCurve_ = new DiscountCurve(discountCurveNode); } } else { discountCurve_ = new DiscountCurve(discountCurveNode); } } XmlNode recoveryRateNode = xmlNode.SelectSingleNode("recoveryRate"); if (recoveryRateNode != null) { if (recoveryRateNode.Attributes["href"] != null || recoveryRateNode.Attributes["id"] != null) { if (recoveryRateNode.Attributes["id"] != null) { recoveryRateIDRef_ = recoveryRateNode.Attributes["id"].Value; XsdTypeDouble ob = new XsdTypeDouble(recoveryRateNode); IDManager.SetID(recoveryRateIDRef_, ob); } else if (recoveryRateNode.Attributes["href"] != null) { recoveryRateIDRef_ = recoveryRateNode.Attributes["href"].Value; } else { recoveryRate_ = new XsdTypeDouble(recoveryRateNode); } } else { recoveryRate_ = new XsdTypeDouble(recoveryRateNode); } } }