public VolatilityMatrix(XmlNode xmlNode)
: base(xmlNode)
{
XmlNodeList dataPointsNodeList = xmlNode.SelectNodes("dataPoints");
if (dataPointsNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in dataPointsNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
dataPointsIDRef = item.Attributes["id"].Name;
MultiDimensionalPricingData ob = MultiDimensionalPricingData();
IDManager.SetID(dataPointsIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
dataPointsIDRef = item.Attributes["href"].Name;
}
else
{
dataPoints = new MultiDimensionalPricingData(item);
}
}
}
XmlNodeList adjustmentNodeList = xmlNode.SelectNodes("adjustment");
foreach (XmlNode item in adjustmentNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
adjustmentIDRef = item.Attributes["id"].Name;
List<ParametricAdjustment> ob = new List<ParametricAdjustment>();
ob.Add(new ParametricAdjustment(item));
IDManager.SetID(adjustmentIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
adjustmentIDRef = item.Attributes["href"].Name;
}
else
{
adjustment.Add(new ParametricAdjustment(item));
}
}
}
}
public VolatilityMatrix(XmlNode xmlNode)
: base(xmlNode)
{
XmlNodeList dataPointsNodeList = xmlNode.SelectNodes("dataPoints");
if (dataPointsNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in dataPointsNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
dataPointsIDRef = item.Attributes["id"].Name;
MultiDimensionalPricingData ob = MultiDimensionalPricingData();
IDManager.SetID(dataPointsIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
dataPointsIDRef = item.Attributes["href"].Name;
}
else
{
dataPoints = new MultiDimensionalPricingData(item);
}
}
}
XmlNodeList adjustmentNodeList = xmlNode.SelectNodes("adjustment");
foreach (XmlNode item in adjustmentNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
adjustmentIDRef = item.Attributes["id"].Name;
List <ParametricAdjustment> ob = new List <ParametricAdjustment>();
ob.Add(new ParametricAdjustment(item));
IDManager.SetID(adjustmentIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
adjustmentIDRef = item.Attributes["href"].Name;
}
else
{
adjustment.Add(new ParametricAdjustment(item));
}
}
}
}
public VolatilityMatrix(XmlNode xmlNode)
: base(xmlNode)
{
XmlNode dataPointsNode = xmlNode.SelectSingleNode("dataPoints");
if (dataPointsNode != null)
{
if (dataPointsNode.Attributes["href"] != null || dataPointsNode.Attributes["id"] != null)
{
if (dataPointsNode.Attributes["id"] != null)
{
dataPointsIDRef_ = dataPointsNode.Attributes["id"].Value;
MultiDimensionalPricingData ob = new MultiDimensionalPricingData(dataPointsNode);
IDManager.SetID(dataPointsIDRef_, ob);
}
else if (dataPointsNode.Attributes["href"] != null)
{
dataPointsIDRef_ = dataPointsNode.Attributes["href"].Value;
}
else
{
dataPoints_ = new MultiDimensionalPricingData(dataPointsNode);
}
}
else
{
dataPoints_ = new MultiDimensionalPricingData(dataPointsNode);
}
}
XmlNodeList adjustmentNodeList = xmlNode.SelectNodes("adjustment");
if (adjustmentNodeList != null)
{
this.adjustment_ = new List<ParametricAdjustment>();
foreach (XmlNode item in adjustmentNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] != null)
{
if (item.Attributes["id"] != null)
{
adjustmentIDRef_ = item.Attributes["id"].Value;
adjustment_.Add(new ParametricAdjustment(item));
IDManager.SetID(adjustmentIDRef_, adjustment_[adjustment_.Count - 1 ]);
}
else if (item.Attributes["href"] != null)
{
adjustmentIDRef_ = item.Attributes["href"].Value;
}
else
{
adjustment_.Add(new ParametricAdjustment(item));
}
}
else
{
adjustment_.Add(new ParametricAdjustment(item));
}
}
}
}
public VolatilityMatrix(XmlNode xmlNode)
: base(xmlNode)
{
XmlNode dataPointsNode = xmlNode.SelectSingleNode("dataPoints");
if (dataPointsNode != null)
{
if (dataPointsNode.Attributes["href"] != null || dataPointsNode.Attributes["id"] != null)
{
if (dataPointsNode.Attributes["id"] != null)
{
dataPointsIDRef_ = dataPointsNode.Attributes["id"].Value;
MultiDimensionalPricingData ob = new MultiDimensionalPricingData(dataPointsNode);
IDManager.SetID(dataPointsIDRef_, ob);
}
else if (dataPointsNode.Attributes["href"] != null)
{
dataPointsIDRef_ = dataPointsNode.Attributes["href"].Value;
}
else
{
dataPoints_ = new MultiDimensionalPricingData(dataPointsNode);
}
}
else
{
dataPoints_ = new MultiDimensionalPricingData(dataPointsNode);
}
}
XmlNodeList adjustmentNodeList = xmlNode.SelectNodes("adjustment");
if (adjustmentNodeList != null)
{
this.adjustment_ = new List <ParametricAdjustment>();
foreach (XmlNode item in adjustmentNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] != null)
{
if (item.Attributes["id"] != null)
{
adjustmentIDRef_ = item.Attributes["id"].Value;
adjustment_.Add(new ParametricAdjustment(item));
IDManager.SetID(adjustmentIDRef_, adjustment_[adjustment_.Count - 1]);
}
else if (item.Attributes["href"] != null)
{
adjustmentIDRef_ = item.Attributes["href"].Value;
}
else
{
adjustment_.Add(new ParametricAdjustment(item));
}
}
else
{
adjustment_.Add(new ParametricAdjustment(item));
}
}
}
}
