Exemple #1
0
        public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class)
        {
            FpmlSerializedCSharp.Underlying_para serial_Underlying_para = serial_Class as FpmlSerializedCSharp.Underlying_para;
            FpmlSerializedCSharp.ForwardModel    serial_ForwardModel    = serial_Underlying_para.ForwardModel_;

            FpmlSerializedCSharp.Tenor serial_tenor = serial_ForwardModel.Tenor_;
            string tenortype = serial_tenor.Excel_type_.ValueStr;

            this.tenorViewModel_ = TenorViewModel.CreateTenor(tenortype);
            this.tenorViewModel_.setFromSerial(serial_tenor);

            FpmlSerializedCSharp.FittingYieldCurve serial_fittingYieldCurve = serial_ForwardModel.FittingYieldCurve_;
            string fittingYieldCurvetype = serial_fittingYieldCurve.Excel_type_.ValueStr;

            this.fittingYieldCurveViewModel_ = FittingYieldCurveViewModel.CreateFittingYieldCurve(fittingYieldCurvetype);
            this.fittingYieldCurveViewModel_.setFromSerial(serial_fittingYieldCurve);
        }
Exemple #2
0
        public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class)
        {
            FpmlSerializedCSharp.Underlying_para    serial_Underlying_para    = serial_Class as FpmlSerializedCSharp.Underlying_para;
            FpmlSerializedCSharp.HullWhiteOneFactor serial_HullWhiteOneFactor = serial_Underlying_para.HullWhiteOneFactor_;

            this.alpha_ = serial_HullWhiteOneFactor.Alpha_.ValueStr;

            this.sigma_ = serial_HullWhiteOneFactor.Sigma_.ValueStr;

            FpmlSerializedCSharp.Tenor serial_tenor = serial_HullWhiteOneFactor.Tenor_;
            string tenortype = serial_tenor.Excel_type_.ValueStr;

            this.tenorViewModel_ = TenorViewModel.CreateTenor(tenortype);
            this.tenorViewModel_.setFromSerial(serial_tenor);

            FpmlSerializedCSharp.FittingYieldCurve serial_fittingYieldCurve = serial_HullWhiteOneFactor.FittingYieldCurve_;
            string fittingYieldCurvetype = serial_fittingYieldCurve.Excel_type_.ValueStr;

            this.fittingYieldCurveViewModel_ = FittingYieldCurveViewModel.CreateFittingYieldCurve(fittingYieldCurvetype);
            this.fittingYieldCurveViewModel_.setFromSerial(serial_fittingYieldCurve);
        }
 public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class)
 {
     FpmlSerializedCSharp.Underlying_para serial_Underlying_para = serial_Class as FpmlSerializedCSharp.Underlying_para;
     FpmlSerializedCSharp.HullWhiteOneFactor serial_HullWhiteOneFactor = serial_Underlying_para.HullWhiteOneFactor_;
 
     this.currentValue_ = serial_HullWhiteOneFactor.CurrentValue_.ValueStr;
     
     this.alpha_ = serial_HullWhiteOneFactor.Alpha_.ValueStr;
     
     this.sigma_ = serial_HullWhiteOneFactor.Sigma_.ValueStr;
     
     FpmlSerializedCSharp.Tenor serial_tenor = serial_HullWhiteOneFactor.Tenor_;
     string tenortype = serial_tenor.Excel_type_.ValueStr;
     this.tenorViewModel_ = TenorViewModel.CreateTenor(tenortype);
     this.tenorViewModel_.setFromSerial(serial_tenor);
     
     FpmlSerializedCSharp.FittingYieldCurve serial_fittingYieldCurve = serial_HullWhiteOneFactor.FittingYieldCurve_;
     string fittingYieldCurvetype = serial_fittingYieldCurve.Excel_type_.ValueStr;
     this.fittingYieldCurveViewModel_ = FittingYieldCurveViewModel.CreateFittingYieldCurve(fittingYieldCurvetype);
     this.fittingYieldCurveViewModel_.setFromSerial(serial_fittingYieldCurve);
     
 }
 public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class)
 {
     FpmlSerializedCSharp.Underlying_para serial_Underlying_para = serial_Class as FpmlSerializedCSharp.Underlying_para;
     FpmlSerializedCSharp.ForwardModel serial_ForwardModel = serial_Underlying_para.ForwardModel_;
 
     this.currentValue_ = serial_ForwardModel.CurrentValue_.ValueStr;
     
     FpmlSerializedCSharp.Tenor serial_tenor = serial_ForwardModel.Tenor_;
     string tenortype = serial_tenor.Excel_type_.ValueStr;
     this.tenorViewModel_ = TenorViewModel.CreateTenor(tenortype);
     this.tenorViewModel_.setFromSerial(serial_tenor);
     
     FpmlSerializedCSharp.FittingYieldCurve serial_fittingYieldCurve = serial_ForwardModel.FittingYieldCurve_;
     string fittingYieldCurvetype = serial_fittingYieldCurve.Excel_type_.ValueStr;
     this.fittingYieldCurveViewModel_ = FittingYieldCurveViewModel.CreateFittingYieldCurve(fittingYieldCurvetype);
     this.fittingYieldCurveViewModel_.setFromSerial(serial_fittingYieldCurve);
     
 }