Esempio n. 1
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 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");
 }
Esempio n. 6
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 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");
 }
Esempio n. 7
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 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");
 }
Esempio n. 8
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 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");
 }
Esempio n. 10
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 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");
 }
Esempio n. 11
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 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");
 }
Esempio n. 13
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 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");
 }
Esempio n. 14
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 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");
 }
Esempio n. 22
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 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");
 }
Esempio n. 25
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 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");
 }
Esempio n. 26
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 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");
 }
Esempio n. 27
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 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");
 }
Esempio n. 30
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 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");
 }