public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class) { FpmlSerializedCSharp.ReferenceCurve serial_ReferenceCurve = serial_Class as FpmlSerializedCSharp.ReferenceCurve; FpmlSerializedCSharp.CdsSpreadTermstructure serial_CdsSpreadTermstructure = serial_ReferenceCurve.CdsSpreadTermstructure_; this.type_ = serial_CdsSpreadTermstructure.Type_.ValueStr; this.interpolation_ = serial_CdsSpreadTermstructure.Interpolation_.ValueStr; this.daycounter_ = serial_CdsSpreadTermstructure.Daycounter_.ValueStr; this.calendar_ = serial_CdsSpreadTermstructure.Calendar_.ValueStr; this.businessDayConvention_ = serial_CdsSpreadTermstructure.BusinessDayConvention_.ValueStr; List <FpmlSerializedCSharp.RateData> serial_rateData = serial_CdsSpreadTermstructure.RateData_; this.rateDataViewModel_ = new ObservableCollection <RateDataViewModel>(); foreach (var item in serial_rateData) { RateDataViewModel viewModel = new RateDataViewModel(); viewModel.setFromSerial(item); this.rateDataViewModel_.Add(viewModel); } this.dateGeneration_ = serial_CdsSpreadTermstructure.DateGeneration_.ValueStr; this.recoveryRate_ = serial_CdsSpreadTermstructure.RecoveryRate_.ValueStr; this.view_ = new CdsSpreadTermstructureView(); this.view_.DataContext = this; }
private RateDataViewModel rateDataVM(string multiple, string period, string data) { RateDataViewModel rateDataVM = new RateDataViewModel(); rateDataVM.PeriodMultiplier_ = multiple; rateDataVM.Period_ = period; rateDataVM.Data_ = data; return(rateDataVM); }
public override void buildXml() { YieldTermstructureViewModel ytvm = new YieldTermstructureViewModel(); ytvm.CurveType_ = this.curveType_; ytvm.Interpolation_ = this.interpolation_; ytvm.Daycounter_ = this.daycounter_; ytvm.Calendar_ = this.calendar_; ytvm.BusinessDayConvention_ = this.businessDC_; for (int i = 0; i < tenorArr_.Length ; i++) { RateDataViewModel rdvm = new RateDataViewModel(); rdvm.PeriodMultiplier_ = this.tenorArr_[i].Substring(0,this.tenorArr_[i].Length - 1); rdvm.Period_ = this.tenorArr_[i].Substring(this.tenorArr_[i].Length - 1); rdvm.Data_ = this.dataArr_[i]; ytvm.RateDataViewModel_.Add(rdvm); } this.yieldCurveVM_ = ytvm; //ytvm.buildXml(); }
private RateDataViewModel rateDataVM(string multiple, string period, string data) { RateDataViewModel rateDataVM = new RateDataViewModel(); rateDataVM.PeriodMultiplier_ = multiple; rateDataVM.Period_ = period; rateDataVM.Data_ = data; return rateDataVM; }
public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class) { FpmlSerializedCSharp.YieldTermstructure serial_YieldTermstructure = serial_Class as FpmlSerializedCSharp.YieldTermstructure; this.type_ = serial_YieldTermstructure.CurveType_.ValueStr; //this.curveType_ = serial_YieldTermstructure.c .ValueStr; this.interpolation_ = serial_YieldTermstructure.Interpolation_.ValueStr; this.daycounter_ = serial_YieldTermstructure.Daycounter_.ValueStr; this.calendar_ = serial_YieldTermstructure.Calendar_.ValueStr; this.businessDayConvention_ = serial_YieldTermstructure.BusinessDayConvention_.ValueStr; List<FpmlSerializedCSharp.RateData> serial_rateData = serial_YieldTermstructure.RateData_; this.rateDataViewModel_ = new ObservableCollection<RateDataViewModel>(); foreach (var item in serial_rateData) { RateDataViewModel viewModel = new RateDataViewModel(); viewModel.setFromSerial(item); this.rateDataViewModel_.Add(viewModel); } this.view_ = new YieldTermstructureView(); this.view_.DataContext = this; }