static void PrintInterestRateCurve(InterestRateCurve inputCurve)
{
Console.WriteLine("Currency: " + inputCurve.Currency);
foreach (KeyValuePair <int, double> currentPoint in inputCurve.Curve)
{
Console.WriteLine(" " + currentPoint.Key + "\t" + currentPoint.Value);
}
}
private void SerializeInterestRateCurve(object inputObject, XmlWriter writer)
{
InterestRateCurve inputInterestRateCurve = (InterestRateCurve)inputObject;
writer.WriteElementString("Currency", inputInterestRateCurve.Currency);
writer.WriteStartElement("Curve");
foreach (KeyValuePair <int, double> currPoint in inputInterestRateCurve.Curve)
{
writer.WriteStartElement("Point");
writer.WriteElementString("Term", currPoint.Key.ToString());
writer.WriteElementString("Rate", currPoint.Value.ToString());
writer.WriteEndElement();
}
writer.WriteEndElement();
}
private object DeserializeInterestRateCurve(XmlReader reader)
{
InterestRateCurve returnInterestRateCurve = new InterestRateCurve();
returnInterestRateCurve.Currency = reader.ReadElementString("Currency");
if (reader.IsEmptyElement == true)
{
// Consume parameters self closing tag (e.g. <Curve />)
reader.ReadElementString("Curve");
}
else
{
reader.ReadStartElement("Curve");
// If the next node is not an end node there are no points in the curve.
if (IsStartElement("Point", reader) == true)
{
int baseDepth = reader.Depth;
while (reader.Depth >= baseDepth)
{
int currentTerm;
double currentRate;
reader.ReadStartElement("Point");
currentTerm = Convert.ToInt32(reader.ReadElementString("Term"));
currentRate = Convert.ToDouble(reader.ReadElementString("Rate"));
reader.ReadEndElement();
returnInterestRateCurve.Curve.Add(currentTerm, currentRate);
}
}
reader.ReadEndElement();
}
return(returnInterestRateCurve);
}
static void Main(string[] args)
{
// ------------------
// Test Serialization
// ------------------
CustomMethodInvocationSerializer customSerializer = new CustomMethodInvocationSerializer(new SerializerOperationMap());
// Create parameters of the method invocation
InterestRateCurve rateCurveParameter = new InterestRateCurve();
rateCurveParameter.Currency = "AUD";
rateCurveParameter.AddPoint(24, 2.56);
rateCurveParameter.AddPoint(60, 2.85);
rateCurveParameter.AddPoint(120, 3.45);
rateCurveParameter.AddPoint(180, 3.82);
InterestRateCurve[] rateCurveArrayParameter = new InterestRateCurve[3];
rateCurveArrayParameter[0] = new InterestRateCurve();
rateCurveArrayParameter[0].Currency = "GBP";
rateCurveArrayParameter[0].AddPoint(24, 0.75);
rateCurveArrayParameter[0].AddPoint(60, 1.37);
rateCurveArrayParameter[0].AddPoint(120, 2.31);
rateCurveArrayParameter[0].AddPoint(180, 2.86);
rateCurveArrayParameter[1] = new InterestRateCurve();
rateCurveArrayParameter[1].Currency = "JPY";
rateCurveArrayParameter[1].AddPoint(24, 0.18583);
rateCurveArrayParameter[1].AddPoint(60, 0.38375);
rateCurveArrayParameter[1].AddPoint(120, 0.83771);
rateCurveArrayParameter[1].AddPoint(180, 1.65875);
rateCurveArrayParameter[2] = new InterestRateCurve();
rateCurveArrayParameter[2].Currency = "USD";
rateCurveArrayParameter[2].AddPoint(24, 0.35);
rateCurveArrayParameter[2].AddPoint(60, 0.8);
rateCurveArrayParameter[2].AddPoint(120, 1.93);
rateCurveArrayParameter[2].AddPoint(180, 2.36);
Boolean booleanParameter = true;
Boolean[] booleanArrayParameter = new Boolean[3];
booleanArrayParameter[0] = false;
booleanArrayParameter[1] = true;
booleanArrayParameter[2] = false;
Double doubleParameter = 3.14159265358979323846264338327950288419716939937510582;
object[] parameters = new object[5];
parameters[0] = rateCurveParameter;
parameters[1] = rateCurveArrayParameter;
parameters[2] = booleanParameter;
parameters[3] = booleanArrayParameter;
parameters[4] = doubleParameter;
// Create and serialize the method invocation
MethodInvocation testMethodInvocation = new MethodInvocation("TestMethodInvocation", parameters);
Console.WriteLine(customSerializer.Serialize(testMethodInvocation));
Console.WriteLine();
// --------------------
// Test Deserialization
// --------------------
String serializedMethodInvocation = "<?xml version=\"1.0\" encoding=\"utf-8\"?><MI><MN>TestMethodInvocation</MN><Ps><P><DT>interestRateCurve</DT><D><Currency>AUD</Currency><Curve><Point><Term>24</Term><Rate>2.56</Rate></Point><Point><Term>180</Term><Rate>3.82</Rate></Point><Point><Term>120</Term><Rate>3.45</Rate></Point><Point><Term>60</Term><Rate>2.85</Rate></Point></Curve></D></P><P><DT>interestRateCurveArray</DT><D><EDT>interestRateCurve</EDT><E><DT>interestRateCurve</DT><D><Currency>GBP</Currency><Curve><Point><Term>24</Term><Rate>0.75</Rate></Point><Point><Term>180</Term><Rate>2.86</Rate></Point><Point><Term>120</Term><Rate>2.31</Rate></Point><Point><Term>60</Term><Rate>1.37</Rate></Point></Curve></D></E><E><DT>interestRateCurve</DT><D><Currency>JPY</Currency><Curve><Point><Term>24</Term><Rate>0.18583</Rate></Point><Point><Term>180</Term><Rate>1.65875</Rate></Point><Point><Term>120</Term><Rate>0.83771</Rate></Point><Point><Term>60</Term><Rate>0.38375</Rate></Point></Curve></D></E><E><DT>interestRateCurve</DT><D><Currency>USD</Currency><Curve><Point><Term>24</Term><Rate>0.35</Rate></Point><Point><Term>180</Term><Rate>2.36</Rate></Point><Point><Term>120</Term><Rate>1.93</Rate></Point><Point><Term>60</Term><Rate>0.8</Rate></Point></Curve></D></E></D></P><P><DT>bool</DT><D>1</D></P><P><DT>boolArray</DT><D><EDT>bool</EDT><E><DT>bool</DT><D>0</D></E><E><DT>bool</DT><D>1</D></E><E><DT>bool</DT><D>0</D></E></D></P><P><DT>double</DT><D>3.1415926536E0</D></P></Ps><RT></RT></MI>";
// Deserialize the method invocation
testMethodInvocation = customSerializer.Deserialize(serializedMethodInvocation);
// Extract the parameters
rateCurveParameter = (InterestRateCurve)testMethodInvocation.Parameters[0];
rateCurveArrayParameter = (InterestRateCurve[])testMethodInvocation.Parameters[1];
booleanParameter = (Boolean)testMethodInvocation.Parameters[2];
booleanArrayParameter = (Boolean[])testMethodInvocation.Parameters[3];
doubleParameter = (Double)testMethodInvocation.Parameters[4];
// Print the contents of the parameters
Console.WriteLine("-- Interest Rate Curve Parameter --");
PrintInterestRateCurve(rateCurveParameter);
Console.WriteLine();
Console.WriteLine("-- Interest Rate Curve Array Parameter --");
PrintInterestRateCurve(rateCurveArrayParameter[0]);
PrintInterestRateCurve(rateCurveArrayParameter[1]);
PrintInterestRateCurve(rateCurveArrayParameter[2]);
Console.WriteLine();
Console.WriteLine("-- Boolean Parameter --");
Console.WriteLine("Value: " + booleanParameter.ToString());
Console.WriteLine();
Console.WriteLine("-- Boolean Array Parameter --");
Console.WriteLine("Element 1 value: " + booleanArrayParameter[0].ToString());
Console.WriteLine("Element 2 value: " + booleanArrayParameter[1].ToString());
Console.WriteLine("Element 3 value: " + booleanArrayParameter[2].ToString());
Console.WriteLine();
Console.WriteLine("-- Double Parameter --");
Console.WriteLine("Value: " + doubleParameter.ToString());
Console.WriteLine();
}