internal void InitializeInstanceFields()
{
name_Renamed = DirectMetaProperty.ofImmutable(this, "name", typeof(LegalEntityCurveGroup), typeof(CurveGroupName));
repoCurves_Renamed = DirectMetaProperty.ofImmutable(this, "repoCurves", typeof(LegalEntityCurveGroup), (Type)typeof(ImmutableMap));
issuerCurves_Renamed = DirectMetaProperty.ofImmutable(this, "issuerCurves", typeof(LegalEntityCurveGroup), (Type)typeof(ImmutableMap));
metaPropertyMap$ = new DirectMetaPropertyMap(this, null, "name", "repoCurves", "issuerCurves");
}
internal void InitializeInstanceFields()
{
index_Renamed = DirectMetaProperty.ofImmutable(this, "index", typeof(FxIndexObservation), typeof(FxIndex));
fixingDate_Renamed = DirectMetaProperty.ofImmutable(this, "fixingDate", typeof(FxIndexObservation), typeof(LocalDate));
maturityDate_Renamed = DirectMetaProperty.ofImmutable(this, "maturityDate", typeof(FxIndexObservation), typeof(LocalDate));
metaPropertyMap$ = new DirectMetaPropertyMap(this, null, "index", "fixingDate", "maturityDate");
}
internal void InitializeInstanceFields()
{
date_Renamed = DirectMetaProperty.ofImmutable(this, "date", typeof(YearMonthDateParameterMetadata), typeof(LocalDate));
yearMonth_Renamed = DirectMetaProperty.ofImmutable(this, "yearMonth", typeof(YearMonthDateParameterMetadata), typeof(YearMonth));
label_Renamed = DirectMetaProperty.ofImmutable(this, "label", typeof(YearMonthDateParameterMetadata), typeof(string));
metaPropertyMap$ = new DirectMetaPropertyMap(this, null, "date", "yearMonth", "label");
}
internal void InitializeInstanceFields()
{
yearFraction_Renamed = DirectMetaProperty.ofImmutable(this, "yearFraction", typeof(GenericVolatilitySurfaceYearFractionParameterMetadata), Double.TYPE);
strike_Renamed = DirectMetaProperty.ofImmutable(this, "strike", typeof(GenericVolatilitySurfaceYearFractionParameterMetadata), typeof(Strike));
label_Renamed = DirectMetaProperty.ofImmutable(this, "label", typeof(GenericVolatilitySurfaceYearFractionParameterMetadata), typeof(string));
metaPropertyMap$ = new DirectMetaPropertyMap(this, null, "yearFraction", "strike", "label");
}
internal void InitializeInstanceFields()
{
periodToStart_Renamed = DirectMetaProperty.ofImmutable(this, "periodToStart", typeof(ThreeLegBasisSwapTemplate), typeof(Period));
tenor_Renamed = DirectMetaProperty.ofImmutable(this, "tenor", typeof(ThreeLegBasisSwapTemplate), typeof(Tenor));
convention_Renamed = DirectMetaProperty.ofImmutable(this, "convention", typeof(ThreeLegBasisSwapTemplate), typeof(ThreeLegBasisSwapConvention));
metaPropertyMap$ = new DirectMetaPropertyMap(this, null, "periodToStart", "tenor", "convention");
}
internal void InitializeInstanceFields()
{
underlying_Renamed = DirectMetaProperty.ofImmutable(this, "underlying", typeof(InflationNodalCurve), typeof(NodalCurve));
seasonality_Renamed = DirectMetaProperty.ofImmutable(this, "seasonality", typeof(InflationNodalCurve), typeof(DoubleArray));
adjustmentType_Renamed = DirectMetaProperty.ofImmutable(this, "adjustmentType", typeof(InflationNodalCurve), typeof(ShiftType));
metaPropertyMap$ = new DirectMetaPropertyMap(this, null, "underlying", "seasonality", "adjustmentType");
}
internal void InitializeInstanceFields()
{
metadata_Renamed = DirectMetaProperty.ofImmutable(this, "metadata", typeof(ConstantNodalCurve), typeof(CurveMetadata));
xValue_Renamed = DirectMetaProperty.ofImmutable(this, "xValue", typeof(ConstantNodalCurve), Double.TYPE);
yValue_Renamed = DirectMetaProperty.ofImmutable(this, "yValue", typeof(ConstantNodalCurve), Double.TYPE);
metaPropertyMap$ = new DirectMetaPropertyMap(this, null, "metadata", "xValue", "yValue");
}
internal void InitializeInstanceFields()
{
info_Renamed = DirectMetaProperty.ofImmutable(this, "info", typeof(IborCapFloorTrade), typeof(TradeInfo));
product_Renamed = DirectMetaProperty.ofImmutable(this, "product", typeof(IborCapFloorTrade), typeof(IborCapFloor));
premium_Renamed = DirectMetaProperty.ofImmutable(this, "premium", typeof(IborCapFloorTrade), typeof(AdjustablePayment));
metaPropertyMap$ = new DirectMetaPropertyMap(this, null, "info", "product", "premium");
}
internal void InitializeInstanceFields()
{
shiftType_Renamed = DirectMetaProperty.ofImmutable(this, "shiftType", typeof(GenericDoubleShifts), typeof(ShiftType));
shiftAmount_Renamed = DirectMetaProperty.ofImmutable(this, "shiftAmount", typeof(GenericDoubleShifts), typeof(DoubleArray));
spread_Renamed = DirectMetaProperty.ofImmutable(this, "spread", typeof(GenericDoubleShifts), Double.TYPE);
metaPropertyMap$ = new DirectMetaPropertyMap(this, null, "shiftType", "shiftAmount", "spread");
}
internal void InitializeInstanceFields()
{
name_Renamed = DirectMetaProperty.ofImmutable(this, "name", typeof(ColumnHeader), typeof(ColumnName));
measure_Renamed = DirectMetaProperty.ofImmutable(this, "measure", typeof(ColumnHeader), typeof(Measure));
currency_Renamed = DirectMetaProperty.ofImmutable(this, "currency", typeof(ColumnHeader), typeof(Currency));
metaPropertyMap$ = new DirectMetaPropertyMap(this, null, "name", "measure", "currency");
}
internal void InitializeInstanceFields()
{
marketDataType_Renamed = DirectMetaProperty.ofImmutable(this, "marketDataType", typeof(PerturbationMapping), (Type)typeof(Type));
filter_Renamed = DirectMetaProperty.ofImmutable(this, "filter", typeof(PerturbationMapping), (Type)typeof(MarketDataFilter));
perturbation_Renamed = DirectMetaProperty.ofImmutable(this, "perturbation", typeof(PerturbationMapping), (Type)typeof(ScenarioPerturbation));
metaPropertyMap$ = new DirectMetaPropertyMap(this, null, "marketDataType", "filter", "perturbation");
}
internal void InitializeInstanceFields()
{
currency_Renamed = DirectMetaProperty.ofImmutable(this, "currency", typeof(ZeroRatePeriodicDiscountFactors), typeof(Currency));
valuationDate_Renamed = DirectMetaProperty.ofImmutable(this, "valuationDate", typeof(ZeroRatePeriodicDiscountFactors), typeof(LocalDate));
curve_Renamed = DirectMetaProperty.ofImmutable(this, "curve", typeof(ZeroRatePeriodicDiscountFactors), typeof(Curve));
metaPropertyMap$ = new DirectMetaPropertyMap(this, null, "currency", "valuationDate", "curve");
}
internal void InitializeInstanceFields()
{
baseCurve_Renamed = DirectMetaProperty.ofImmutable(this, "baseCurve", typeof(CombinedCurve), typeof(Curve));
spreadCurve_Renamed = DirectMetaProperty.ofImmutable(this, "spreadCurve", typeof(CombinedCurve), typeof(Curve));
metadata_Renamed = DirectMetaProperty.ofImmutable(this, "metadata", typeof(CombinedCurve), typeof(CurveMetadata));
metaPropertyMap$ = new DirectMetaPropertyMap(this, null, "baseCurve", "spreadCurve", "metadata");
}
internal void InitializeInstanceFields()
{
shiftType_Renamed = DirectMetaProperty.ofImmutable(this, "shiftType", typeof(FxRateShifts), typeof(ShiftType));
shiftAmount_Renamed = DirectMetaProperty.ofImmutable(this, "shiftAmount", typeof(FxRateShifts), typeof(DoubleArray));
currencyPair_Renamed = DirectMetaProperty.ofImmutable(this, "currencyPair", typeof(FxRateShifts), typeof(CurrencyPair));
metaPropertyMap$ = new DirectMetaPropertyMap(this, null, "shiftType", "shiftAmount", "currencyPair");
}
internal void InitializeInstanceFields()
{
period_Renamed = DirectMetaProperty.ofImmutable(this, "period", typeof(GenericVolatilitySurfacePeriodParameterMetadata), typeof(Period));
strike_Renamed = DirectMetaProperty.ofImmutable(this, "strike", typeof(GenericVolatilitySurfacePeriodParameterMetadata), typeof(Strike));
label_Renamed = DirectMetaProperty.ofImmutable(this, "label", typeof(GenericVolatilitySurfacePeriodParameterMetadata), typeof(string));
metaPropertyMap$ = new DirectMetaPropertyMap(this, null, "period", "strike", "label");
}
internal void InitializeInstanceFields()
{
index_Renamed = DirectMetaProperty.ofImmutable(this, "index", typeof(ForwardFxIndexRates), typeof(FxIndex));
fxForwardRates_Renamed = DirectMetaProperty.ofImmutable(this, "fxForwardRates", typeof(ForwardFxIndexRates), typeof(FxForwardRates));
fixings_Renamed = DirectMetaProperty.ofImmutable(this, "fixings", typeof(ForwardFxIndexRates), typeof(LocalDateDoubleTimeSeries));
metaPropertyMap$ = new DirectMetaPropertyMap(this, null, "index", "fxForwardRates", "fixings");
}
internal void InitializeInstanceFields()
{
convention_Renamed = DirectMetaProperty.ofImmutable(this, "convention", typeof(NormalSwaptionExpiryStrikeVolatilities), typeof(FixedIborSwapConvention));
valuationDateTime_Renamed = DirectMetaProperty.ofImmutable(this, "valuationDateTime", typeof(NormalSwaptionExpiryStrikeVolatilities), typeof(ZonedDateTime));
surface_Renamed = DirectMetaProperty.ofImmutable(this, "surface", typeof(NormalSwaptionExpiryStrikeVolatilities), typeof(Surface));
metaPropertyMap$ = new DirectMetaPropertyMap(this, null, "convention", "valuationDateTime", "surface");
}
internal void InitializeInstanceFields()
{
shiftType_Renamed = DirectMetaProperty.ofImmutable(this, "shiftType", typeof(PointShifts), typeof(ShiftType));
shifts_Renamed = DirectMetaProperty.ofImmutable(this, "shifts", typeof(PointShifts), typeof(DoubleMatrix));
nodeIndices_Renamed = DirectMetaProperty.ofImmutable(this, "nodeIndices", typeof(PointShifts), (Type)typeof(ImmutableMap));
metaPropertyMap$ = new DirectMetaPropertyMap(this, null, "shiftType", "shifts", "nodeIndices");
}
internal void InitializeInstanceFields()
{
observation_Renamed = DirectMetaProperty.ofImmutable(this, "observation", typeof(InflationRateSensitivity), typeof(PriceIndexObservation));
currency_Renamed = DirectMetaProperty.ofImmutable(this, "currency", typeof(InflationRateSensitivity), typeof(Currency));
sensitivity_Renamed = DirectMetaProperty.ofImmutable(this, "sensitivity", typeof(InflationRateSensitivity), Double.TYPE);
metaPropertyMap$ = new DirectMetaPropertyMap(this, null, "observation", "currency", "sensitivity");
}
internal void InitializeInstanceFields()
{
absoluteTolerance_Renamed = DirectMetaProperty.ofImmutable(this, "absoluteTolerance", typeof(RootFinderConfig), Double.TYPE);
relativeTolerance_Renamed = DirectMetaProperty.ofImmutable(this, "relativeTolerance", typeof(RootFinderConfig), Double.TYPE);
maximumSteps_Renamed = DirectMetaProperty.ofImmutable(this, "maximumSteps", typeof(RootFinderConfig), Integer.TYPE);
metaPropertyMap$ = new DirectMetaPropertyMap(this, null, "absoluteTolerance", "relativeTolerance", "maximumSteps");
}
internal void InitializeInstanceFields()
{
days_Renamed = DirectMetaProperty.ofImmutable(this, "days", typeof(DaysAdjustment), Integer.TYPE);
calendar_Renamed = DirectMetaProperty.ofImmutable(this, "calendar", typeof(DaysAdjustment), typeof(HolidayCalendarId));
adjustment_Renamed = DirectMetaProperty.ofImmutable(this, "adjustment", typeof(DaysAdjustment), typeof(BusinessDayAdjustment));
metaPropertyMap$ = new DirectMetaPropertyMap(this, null, "days", "calendar", "adjustment");
}
internal void InitializeInstanceFields()
{
yearFraction_Renamed = DirectMetaProperty.ofImmutable(this, "yearFraction", typeof(SwaptionSurfaceExpirySimpleMoneynessParameterMetadata), Double.TYPE);
simpleMoneyness_Renamed = DirectMetaProperty.ofImmutable(this, "simpleMoneyness", typeof(SwaptionSurfaceExpirySimpleMoneynessParameterMetadata), Double.TYPE);
label_Renamed = DirectMetaProperty.ofImmutable(this, "label", typeof(SwaptionSurfaceExpirySimpleMoneynessParameterMetadata), typeof(string));
metaPropertyMap$ = new DirectMetaPropertyMap(this, null, "yearFraction", "simpleMoneyness", "label");
}
internal void InitializeInstanceFields()
{
info_Renamed = DirectMetaProperty.ofImmutable(this, "info", typeof(ResolvedCdsIndexTrade), typeof(TradeInfo));
product_Renamed = DirectMetaProperty.ofImmutable(this, "product", typeof(ResolvedCdsIndexTrade), typeof(ResolvedCdsIndex));
upfrontFee_Renamed = DirectMetaProperty.ofImmutable(this, "upfrontFee", typeof(ResolvedCdsIndexTrade), typeof(Payment));
metaPropertyMap$ = new DirectMetaPropertyMap(this, null, "info", "product", "upfrontFee");
}
internal void InitializeInstanceFields()
{
header_Renamed = DirectMetaProperty.ofImmutable(this, "header", typeof(TradeReportColumn), typeof(string));
value_Renamed = DirectMetaProperty.ofImmutable(this, "value", typeof(TradeReportColumn), typeof(string));
ignoreFailures_Renamed = DirectMetaProperty.ofImmutable(this, "ignoreFailures", typeof(TradeReportColumn), Boolean.TYPE);
metaPropertyMap$ = new DirectMetaPropertyMap(this, null, "header", "value", "ignoreFailures");
}
internal void InitializeInstanceFields()
{
info_Renamed = DirectMetaProperty.ofImmutable(this, "info", typeof(ResolvedFxSingleBarrierOptionTrade), typeof(TradeInfo));
product_Renamed = DirectMetaProperty.ofImmutable(this, "product", typeof(ResolvedFxSingleBarrierOptionTrade), typeof(ResolvedFxSingleBarrierOption));
premium_Renamed = DirectMetaProperty.ofImmutable(this, "premium", typeof(ResolvedFxSingleBarrierOptionTrade), typeof(Payment));
metaPropertyMap$ = new DirectMetaPropertyMap(this, null, "info", "product", "premium");
}
internal void InitializeInstanceFields()
{
underlyingOption_Renamed = DirectMetaProperty.ofImmutable(this, "underlyingOption", typeof(FxSingleBarrierOption), typeof(FxVanillaOption));
barrier_Renamed = DirectMetaProperty.ofImmutable(this, "barrier", typeof(FxSingleBarrierOption), typeof(Barrier));
rebate_Renamed = DirectMetaProperty.ofImmutable(this, "rebate", typeof(FxSingleBarrierOption), typeof(CurrencyAmount));
metaPropertyMap$ = new DirectMetaPropertyMap(this, null, "underlyingOption", "barrier", "rebate");
}
internal void InitializeInstanceFields()
{
periodToNear_Renamed = DirectMetaProperty.ofImmutable(this, "periodToNear", typeof(FxSwapTemplate), typeof(Period));
periodToFar_Renamed = DirectMetaProperty.ofImmutable(this, "periodToFar", typeof(FxSwapTemplate), typeof(Period));
convention_Renamed = DirectMetaProperty.ofImmutable(this, "convention", typeof(FxSwapTemplate), typeof(FxSwapConvention));
metaPropertyMap$ = new DirectMetaPropertyMap(this, null, "periodToNear", "periodToFar", "convention");
}
internal void InitializeInstanceFields()
{
id_Renamed = DirectMetaProperty.ofImmutable(this, "id", typeof(WeekendHolidayCalendar), typeof(HolidayCalendarId));
day1_Renamed = DirectMetaProperty.ofImmutable(this, "day1", typeof(WeekendHolidayCalendar), typeof(DayOfWeek));
day2_Renamed = DirectMetaProperty.ofImmutable(this, "day2", typeof(WeekendHolidayCalendar), typeof(DayOfWeek));
metaPropertyMap$ = new DirectMetaPropertyMap(this, null, "id", "day1", "day2");
}
internal void InitializeInstanceFields()
{
index_Renamed = DirectMetaProperty.ofImmutable(this, "index", typeof(NormalIborCapletFloorletExpiryStrikeVolatilities), typeof(IborIndex));
valuationDateTime_Renamed = DirectMetaProperty.ofImmutable(this, "valuationDateTime", typeof(NormalIborCapletFloorletExpiryStrikeVolatilities), typeof(ZonedDateTime));
surface_Renamed = DirectMetaProperty.ofImmutable(this, "surface", typeof(NormalIborCapletFloorletExpiryStrikeVolatilities), typeof(Surface));
metaPropertyMap$ = new DirectMetaPropertyMap(this, null, "index", "valuationDateTime", "surface");
}
internal void InitializeInstanceFields()
{
resetFrequency_Renamed = DirectMetaProperty.ofImmutable(this, "resetFrequency", typeof(ResetSchedule), typeof(Frequency));
businessDayAdjustment_Renamed = DirectMetaProperty.ofImmutable(this, "businessDayAdjustment", typeof(ResetSchedule), typeof(BusinessDayAdjustment));
resetMethod_Renamed = DirectMetaProperty.ofImmutable(this, "resetMethod", typeof(ResetSchedule), typeof(IborRateResetMethod));
metaPropertyMap$ = new DirectMetaPropertyMap(this, null, "resetFrequency", "businessDayAdjustment", "resetMethod");
}