/// <summary>
/// Initializes a new instance of the <see cref="IIdentifier"/> class.
/// </summary>
/// <param name="properties">The properties. they must include:
/// PricingStructureType, CurveName, BuildDateTime and Algorithm.</param>
public PricingStructurePropertiesIdentifier(NamedValueSet properties)
{
Properties = properties;
try
{
DataType = "Properties.PricingStructures";
SourceSystem = PropertyHelper.ExtractSourceSystem(properties);
Domain = SourceSystem + '.' + DataType;
Id = PropertyHelper.ExtractPropertyIdentifier(properties);
PricingStructureType = PropertyHelper.ExtractPricingStructureType(properties);
UniqueIdentifier = BuildUniqueId();
PropertyHelper.Update(Properties, CurveProp.UniqueIdentifier, UniqueIdentifier);
PropertyHelper.Update(Properties, "Domain", Domain);
}
catch (System.Exception)
{
throw new System.Exception("Invalid pricingstrucutre property name.");
}
}
private void SetProperties()
{
SourceSystem = PropertyHelper.ExtractSourceSystem(Properties);
PricingStructureType = PropertyHelper.ExtractPricingStructureType(Properties);
Domain = SourceSystem + '.' + DataType;
BuildDateTime = PropertyHelper.ExtractBuildDateTime(Properties);
BaseDate = PropertyHelper.ExtractBaseDate(Properties);
Algorithm = PropertyHelper.ExtractAlgorithm(Properties);
Market = PropertyHelper.ExtractMarket(Properties);
MarketAndDate = PropertyHelper.ExtractMarketAndDate(Properties);
Index = PropertyHelper.ExtractIndex(Properties);
IndexTenor = PropertyHelper.ExtractIndexTenor(Properties);
CurveName = PropertyHelper.ExtractCurveName(Properties);
Currency = CurrencyHelper.Parse(PropertyHelper.ExtractCurrency(Properties));
DateTime?marketDate = PropertyHelper.ExtractMarketDate(Properties);
MarketDate = marketDate ?? MarketDate;
StressName = Properties.GetValue <string>(CurveProp.StressName, false);
NameSpace = Properties.GetValue <string>(EnvironmentProp.NameSpace, false);
Id = BuildId();
UniqueIdentifier = SetUniqueId();
}
