public static DayCountFractionEnum ToDayCountFractionEnum(string dayCountFractionAsString)
{
dayCountFractionAsString = dayCountFractionAsString.Replace("ActualActual", "ACT/ACT.");
DayCountFractionEnum dayCountFractionEnum;
if (!DayCountFractionScheme.TryParseEnumString(dayCountFractionAsString, out dayCountFractionEnum))
{
// Try custom values if standard enum names fail
switch (dayCountFractionAsString)
{
case "OneOne":
dayCountFractionEnum = DayCountFractionEnum._1_1;
break;
case "Actual365":
dayCountFractionEnum = DayCountFractionEnum.ACT_365_FIXED;
break;
case "Actual360":
dayCountFractionEnum = DayCountFractionEnum.ACT_360;
break;
case "Thirty360EU":
dayCountFractionEnum = DayCountFractionEnum._30E_360;
break;
case "Thirty360US":
dayCountFractionEnum = DayCountFractionEnum._30_360;
break;
case "Business252":
case "ACT/252.FIXED":
dayCountFractionEnum = DayCountFractionEnum.BUS_252;
break;
case "ACT/ACT.AFB":
dayCountFractionEnum = DayCountFractionEnum.ACT_ACT_AFB;
break;
case "ACT/ACT.ICMA":
dayCountFractionEnum = DayCountFractionEnum.ACT_ACT_ICMA;
break;
case "ACT/ACT.ISDA":
dayCountFractionEnum = DayCountFractionEnum.ACT_ACT_ISDA;
break;
case "ACT/ACT.ISMA":
dayCountFractionEnum = DayCountFractionEnum.ACT_ACT_ISMA;
break;
default:
string message = string.Format("DayCountFraction '{0}' is not valid.", dayCountFractionAsString);
throw new ArgumentOutOfRangeException("dayCountFractionAsString", message);
}
}
return(dayCountFractionEnum);
}
public static DayCountFraction ToDayCountFraction(DayCountFractionEnum dayCountFractionEnum)
{
string dayCountFractionString = DayCountFractionScheme.GetEnumString(dayCountFractionEnum);
var result = new DayCountFraction {
Value = dayCountFractionString
};
return(result);
}
