public CreditCurveValuation(XmlNode xmlNode)
: base(xmlNode)
{
XmlNodeList inputsNodeList = xmlNode.SelectNodes("inputs");
if (inputsNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in inputsNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
inputsIDRef = item.Attributes["id"].Name;
QuotedAssetSet ob = QuotedAssetSet();
IDManager.SetID(inputsIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
inputsIDRef = item.Attributes["href"].Name;
}
else
{
inputs = new QuotedAssetSet(item);
}
}
}
XmlNodeList defaultProbabilityCurveNodeList = xmlNode.SelectNodes("defaultProbabilityCurve");
if (defaultProbabilityCurveNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in defaultProbabilityCurveNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
defaultProbabilityCurveIDRef = item.Attributes["id"].Name;
DefaultProbabilityCurve ob = DefaultProbabilityCurve();
IDManager.SetID(defaultProbabilityCurveIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
defaultProbabilityCurveIDRef = item.Attributes["href"].Name;
}
else
{
defaultProbabilityCurve = new DefaultProbabilityCurve(item);
}
}
}
XmlNodeList recoveryRateNodeList = xmlNode.SelectNodes("recoveryRate");
if (recoveryRateNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in recoveryRateNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
recoveryRateIDRef = item.Attributes["id"].Name;
XsdTypeDecimal ob = XsdTypeDecimal();
IDManager.SetID(recoveryRateIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
recoveryRateIDRef = item.Attributes["href"].Name;
}
else
{
recoveryRate = new XsdTypeDecimal(item);
}
}
}
XmlNodeList recoveryRateCurveNodeList = xmlNode.SelectNodes("recoveryRateCurve");
if (recoveryRateCurveNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in recoveryRateCurveNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
recoveryRateCurveIDRef = item.Attributes["id"].Name;
TermCurve ob = TermCurve();
IDManager.SetID(recoveryRateCurveIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
recoveryRateCurveIDRef = item.Attributes["href"].Name;
}
else
{
recoveryRateCurve = new TermCurve(item);
}
}
}
}
public CreditCurveValuation(XmlNode xmlNode)
: base(xmlNode)
{
XmlNodeList inputsNodeList = xmlNode.SelectNodes("inputs");
if (inputsNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in inputsNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
inputsIDRef = item.Attributes["id"].Name;
QuotedAssetSet ob = QuotedAssetSet();
IDManager.SetID(inputsIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
inputsIDRef = item.Attributes["href"].Name;
}
else
{
inputs = new QuotedAssetSet(item);
}
}
}
XmlNodeList defaultProbabilityCurveNodeList = xmlNode.SelectNodes("defaultProbabilityCurve");
if (defaultProbabilityCurveNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in defaultProbabilityCurveNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
defaultProbabilityCurveIDRef = item.Attributes["id"].Name;
DefaultProbabilityCurve ob = DefaultProbabilityCurve();
IDManager.SetID(defaultProbabilityCurveIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
defaultProbabilityCurveIDRef = item.Attributes["href"].Name;
}
else
{
defaultProbabilityCurve = new DefaultProbabilityCurve(item);
}
}
}
XmlNodeList recoveryRateNodeList = xmlNode.SelectNodes("recoveryRate");
if (recoveryRateNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in recoveryRateNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
recoveryRateIDRef = item.Attributes["id"].Name;
XsdTypeDecimal ob = XsdTypeDecimal();
IDManager.SetID(recoveryRateIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
recoveryRateIDRef = item.Attributes["href"].Name;
}
else
{
recoveryRate = new XsdTypeDecimal(item);
}
}
}
XmlNodeList recoveryRateCurveNodeList = xmlNode.SelectNodes("recoveryRateCurve");
if (recoveryRateCurveNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in recoveryRateCurveNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
recoveryRateCurveIDRef = item.Attributes["id"].Name;
TermCurve ob = TermCurve();
IDManager.SetID(recoveryRateCurveIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
recoveryRateCurveIDRef = item.Attributes["href"].Name;
}
else
{
recoveryRateCurve = new TermCurve(item);
}
}
}
}
public Market(XmlNode xmlNode)
{
XmlNode nameNode = xmlNode.SelectSingleNode("name");
if (nameNode != null)
{
if (nameNode.Attributes["href"] != null || nameNode.Attributes["id"] != null)
{
if (nameNode.Attributes["id"] != null)
{
nameIDRef_ = nameNode.Attributes["id"].Value;
XsdTypeString ob = new XsdTypeString(nameNode);
IDManager.SetID(nameIDRef_, ob);
}
else if (nameNode.Attributes["href"] != null)
{
nameIDRef_ = nameNode.Attributes["href"].Value;
}
else
{
name_ = new XsdTypeString(nameNode);
}
}
else
{
name_ = new XsdTypeString(nameNode);
}
}
XmlNode benchmarkQuotesNode = xmlNode.SelectSingleNode("benchmarkQuotes");
if (benchmarkQuotesNode != null)
{
if (benchmarkQuotesNode.Attributes["href"] != null || benchmarkQuotesNode.Attributes["id"] != null)
{
if (benchmarkQuotesNode.Attributes["id"] != null)
{
benchmarkQuotesIDRef_ = benchmarkQuotesNode.Attributes["id"].Value;
QuotedAssetSet ob = new QuotedAssetSet(benchmarkQuotesNode);
IDManager.SetID(benchmarkQuotesIDRef_, ob);
}
else if (benchmarkQuotesNode.Attributes["href"] != null)
{
benchmarkQuotesIDRef_ = benchmarkQuotesNode.Attributes["href"].Value;
}
else
{
benchmarkQuotes_ = new QuotedAssetSet(benchmarkQuotesNode);
}
}
else
{
benchmarkQuotes_ = new QuotedAssetSet(benchmarkQuotesNode);
}
}
XmlNode pricingStructureNode = xmlNode.SelectSingleNode("pricingStructure");
if (pricingStructureNode != null)
{
if (pricingStructureNode.Attributes["href"] != null || pricingStructureNode.Attributes["id"] != null)
{
if (pricingStructureNode.Attributes["id"] != null)
{
pricingStructureIDRef_ = pricingStructureNode.Attributes["id"].Value;
PricingStructure ob = new PricingStructure(pricingStructureNode);
IDManager.SetID(pricingStructureIDRef_, ob);
}
else if (pricingStructureNode.Attributes["href"] != null)
{
pricingStructureIDRef_ = pricingStructureNode.Attributes["href"].Value;
}
else
{
pricingStructure_ = new PricingStructure(pricingStructureNode);
}
}
else
{
pricingStructure_ = new PricingStructure(pricingStructureNode);
}
}
XmlNode creditCurveNode = xmlNode.SelectSingleNode("creditCurve");
if (creditCurveNode != null)
{
if (creditCurveNode.Attributes["href"] != null || creditCurveNode.Attributes["id"] != null)
{
if (creditCurveNode.Attributes["id"] != null)
{
creditCurveIDRef_ = creditCurveNode.Attributes["id"].Value;
CreditCurve ob = new CreditCurve(creditCurveNode);
IDManager.SetID(creditCurveIDRef_, ob);
}
else if (creditCurveNode.Attributes["href"] != null)
{
creditCurveIDRef_ = creditCurveNode.Attributes["href"].Value;
}
else
{
creditCurve_ = new CreditCurve(creditCurveNode);
}
}
else
{
creditCurve_ = new CreditCurve(creditCurveNode);
}
}
XmlNode fxCurveNode = xmlNode.SelectSingleNode("fxCurve");
if (fxCurveNode != null)
{
if (fxCurveNode.Attributes["href"] != null || fxCurveNode.Attributes["id"] != null)
{
if (fxCurveNode.Attributes["id"] != null)
{
fxCurveIDRef_ = fxCurveNode.Attributes["id"].Value;
FxCurve ob = new FxCurve(fxCurveNode);
IDManager.SetID(fxCurveIDRef_, ob);
}
else if (fxCurveNode.Attributes["href"] != null)
{
fxCurveIDRef_ = fxCurveNode.Attributes["href"].Value;
}
else
{
fxCurve_ = new FxCurve(fxCurveNode);
}
}
else
{
fxCurve_ = new FxCurve(fxCurveNode);
}
}
XmlNode volatilityRepresentationNode = xmlNode.SelectSingleNode("volatilityRepresentation");
if (volatilityRepresentationNode != null)
{
if (volatilityRepresentationNode.Attributes["href"] != null || volatilityRepresentationNode.Attributes["id"] != null)
{
if (volatilityRepresentationNode.Attributes["id"] != null)
{
volatilityRepresentationIDRef_ = volatilityRepresentationNode.Attributes["id"].Value;
VolatilityRepresentation ob = new VolatilityRepresentation(volatilityRepresentationNode);
IDManager.SetID(volatilityRepresentationIDRef_, ob);
}
else if (volatilityRepresentationNode.Attributes["href"] != null)
{
volatilityRepresentationIDRef_ = volatilityRepresentationNode.Attributes["href"].Value;
}
else
{
volatilityRepresentation_ = new VolatilityRepresentation(volatilityRepresentationNode);
}
}
else
{
volatilityRepresentation_ = new VolatilityRepresentation(volatilityRepresentationNode);
}
}
XmlNode yieldCurveNode = xmlNode.SelectSingleNode("yieldCurve");
if (yieldCurveNode != null)
{
if (yieldCurveNode.Attributes["href"] != null || yieldCurveNode.Attributes["id"] != null)
{
if (yieldCurveNode.Attributes["id"] != null)
{
yieldCurveIDRef_ = yieldCurveNode.Attributes["id"].Value;
YieldCurve ob = new YieldCurve(yieldCurveNode);
IDManager.SetID(yieldCurveIDRef_, ob);
}
else if (yieldCurveNode.Attributes["href"] != null)
{
yieldCurveIDRef_ = yieldCurveNode.Attributes["href"].Value;
}
else
{
yieldCurve_ = new YieldCurve(yieldCurveNode);
}
}
else
{
yieldCurve_ = new YieldCurve(yieldCurveNode);
}
}
XmlNode pricingStructureValuationNode = xmlNode.SelectSingleNode("pricingStructureValuation");
if (pricingStructureValuationNode != null)
{
if (pricingStructureValuationNode.Attributes["href"] != null || pricingStructureValuationNode.Attributes["id"] != null)
{
if (pricingStructureValuationNode.Attributes["id"] != null)
{
pricingStructureValuationIDRef_ = pricingStructureValuationNode.Attributes["id"].Value;
PricingStructureValuation ob = new PricingStructureValuation(pricingStructureValuationNode);
IDManager.SetID(pricingStructureValuationIDRef_, ob);
}
else if (pricingStructureValuationNode.Attributes["href"] != null)
{
pricingStructureValuationIDRef_ = pricingStructureValuationNode.Attributes["href"].Value;
}
else
{
pricingStructureValuation_ = new PricingStructureValuation(pricingStructureValuationNode);
}
}
else
{
pricingStructureValuation_ = new PricingStructureValuation(pricingStructureValuationNode);
}
}
XmlNode creditCurveValuationNode = xmlNode.SelectSingleNode("creditCurveValuation");
if (creditCurveValuationNode != null)
{
if (creditCurveValuationNode.Attributes["href"] != null || creditCurveValuationNode.Attributes["id"] != null)
{
if (creditCurveValuationNode.Attributes["id"] != null)
{
creditCurveValuationIDRef_ = creditCurveValuationNode.Attributes["id"].Value;
CreditCurveValuation ob = new CreditCurveValuation(creditCurveValuationNode);
IDManager.SetID(creditCurveValuationIDRef_, ob);
}
else if (creditCurveValuationNode.Attributes["href"] != null)
{
creditCurveValuationIDRef_ = creditCurveValuationNode.Attributes["href"].Value;
}
else
{
creditCurveValuation_ = new CreditCurveValuation(creditCurveValuationNode);
}
}
else
{
creditCurveValuation_ = new CreditCurveValuation(creditCurveValuationNode);
}
}
XmlNode fxCurveValuationNode = xmlNode.SelectSingleNode("fxCurveValuation");
if (fxCurveValuationNode != null)
{
if (fxCurveValuationNode.Attributes["href"] != null || fxCurveValuationNode.Attributes["id"] != null)
{
if (fxCurveValuationNode.Attributes["id"] != null)
{
fxCurveValuationIDRef_ = fxCurveValuationNode.Attributes["id"].Value;
FxCurveValuation ob = new FxCurveValuation(fxCurveValuationNode);
IDManager.SetID(fxCurveValuationIDRef_, ob);
}
else if (fxCurveValuationNode.Attributes["href"] != null)
{
fxCurveValuationIDRef_ = fxCurveValuationNode.Attributes["href"].Value;
}
else
{
fxCurveValuation_ = new FxCurveValuation(fxCurveValuationNode);
}
}
else
{
fxCurveValuation_ = new FxCurveValuation(fxCurveValuationNode);
}
}
XmlNode volatilityMatrixValuationNode = xmlNode.SelectSingleNode("volatilityMatrixValuation");
if (volatilityMatrixValuationNode != null)
{
if (volatilityMatrixValuationNode.Attributes["href"] != null || volatilityMatrixValuationNode.Attributes["id"] != null)
{
if (volatilityMatrixValuationNode.Attributes["id"] != null)
{
volatilityMatrixValuationIDRef_ = volatilityMatrixValuationNode.Attributes["id"].Value;
VolatilityMatrix ob = new VolatilityMatrix(volatilityMatrixValuationNode);
IDManager.SetID(volatilityMatrixValuationIDRef_, ob);
}
else if (volatilityMatrixValuationNode.Attributes["href"] != null)
{
volatilityMatrixValuationIDRef_ = volatilityMatrixValuationNode.Attributes["href"].Value;
}
else
{
volatilityMatrixValuation_ = new VolatilityMatrix(volatilityMatrixValuationNode);
}
}
else
{
volatilityMatrixValuation_ = new VolatilityMatrix(volatilityMatrixValuationNode);
}
}
XmlNode yieldCurveValuationNode = xmlNode.SelectSingleNode("yieldCurveValuation");
if (yieldCurveValuationNode != null)
{
if (yieldCurveValuationNode.Attributes["href"] != null || yieldCurveValuationNode.Attributes["id"] != null)
{
if (yieldCurveValuationNode.Attributes["id"] != null)
{
yieldCurveValuationIDRef_ = yieldCurveValuationNode.Attributes["id"].Value;
YieldCurveValuation ob = new YieldCurveValuation(yieldCurveValuationNode);
IDManager.SetID(yieldCurveValuationIDRef_, ob);
}
else if (yieldCurveValuationNode.Attributes["href"] != null)
{
yieldCurveValuationIDRef_ = yieldCurveValuationNode.Attributes["href"].Value;
}
else
{
yieldCurveValuation_ = new YieldCurveValuation(yieldCurveValuationNode);
}
}
else
{
yieldCurveValuation_ = new YieldCurveValuation(yieldCurveValuationNode);
}
}
XmlNodeList benchmarkPricingMethodNodeList = xmlNode.SelectNodes("benchmarkPricingMethod");
if (benchmarkPricingMethodNodeList != null)
{
this.benchmarkPricingMethod_ = new List<PricingMethod>();
foreach (XmlNode item in benchmarkPricingMethodNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] != null)
{
if (item.Attributes["id"] != null)
{
benchmarkPricingMethodIDRef_ = item.Attributes["id"].Value;
benchmarkPricingMethod_.Add(new PricingMethod(item));
IDManager.SetID(benchmarkPricingMethodIDRef_, benchmarkPricingMethod_[benchmarkPricingMethod_.Count - 1 ]);
}
else if (item.Attributes["href"] != null)
{
benchmarkPricingMethodIDRef_ = item.Attributes["href"].Value;
}
else
{
benchmarkPricingMethod_.Add(new PricingMethod(item));
}
}
else
{
benchmarkPricingMethod_.Add(new PricingMethod(item));
}
}
}
}
public YieldCurveValuation(XmlNode xmlNode)
: base(xmlNode)
{
XmlNode inputsNode = xmlNode.SelectSingleNode("inputs");
if (inputsNode != null)
{
if (inputsNode.Attributes["href"] != null || inputsNode.Attributes["id"] != null)
{
if (inputsNode.Attributes["id"] != null)
{
inputsIDRef_ = inputsNode.Attributes["id"].Value;
QuotedAssetSet ob = new QuotedAssetSet(inputsNode);
IDManager.SetID(inputsIDRef_, ob);
}
else if (inputsNode.Attributes["href"] != null)
{
inputsIDRef_ = inputsNode.Attributes["href"].Value;
}
else
{
inputs_ = new QuotedAssetSet(inputsNode);
}
}
else
{
inputs_ = new QuotedAssetSet(inputsNode);
}
}
XmlNode zeroCurveNode = xmlNode.SelectSingleNode("zeroCurve");
if (zeroCurveNode != null)
{
if (zeroCurveNode.Attributes["href"] != null || zeroCurveNode.Attributes["id"] != null)
{
if (zeroCurveNode.Attributes["id"] != null)
{
zeroCurveIDRef_ = zeroCurveNode.Attributes["id"].Value;
ZeroRateCurve ob = new ZeroRateCurve(zeroCurveNode);
IDManager.SetID(zeroCurveIDRef_, ob);
}
else if (zeroCurveNode.Attributes["href"] != null)
{
zeroCurveIDRef_ = zeroCurveNode.Attributes["href"].Value;
}
else
{
zeroCurve_ = new ZeroRateCurve(zeroCurveNode);
}
}
else
{
zeroCurve_ = new ZeroRateCurve(zeroCurveNode);
}
}
XmlNodeList forwardCurveNodeList = xmlNode.SelectNodes("forwardCurve");
if (forwardCurveNodeList != null)
{
this.forwardCurve_ = new List <ForwardRateCurve>();
foreach (XmlNode item in forwardCurveNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] != null)
{
if (item.Attributes["id"] != null)
{
forwardCurveIDRef_ = item.Attributes["id"].Value;
forwardCurve_.Add(new ForwardRateCurve(item));
IDManager.SetID(forwardCurveIDRef_, forwardCurve_[forwardCurve_.Count - 1]);
}
else if (item.Attributes["href"] != null)
{
forwardCurveIDRef_ = item.Attributes["href"].Value;
}
else
{
forwardCurve_.Add(new ForwardRateCurve(item));
}
}
else
{
forwardCurve_.Add(new ForwardRateCurve(item));
}
}
}
XmlNode discountFactorCurveNode = xmlNode.SelectSingleNode("discountFactorCurve");
if (discountFactorCurveNode != null)
{
if (discountFactorCurveNode.Attributes["href"] != null || discountFactorCurveNode.Attributes["id"] != null)
{
if (discountFactorCurveNode.Attributes["id"] != null)
{
discountFactorCurveIDRef_ = discountFactorCurveNode.Attributes["id"].Value;
TermCurve ob = new TermCurve(discountFactorCurveNode);
IDManager.SetID(discountFactorCurveIDRef_, ob);
}
else if (discountFactorCurveNode.Attributes["href"] != null)
{
discountFactorCurveIDRef_ = discountFactorCurveNode.Attributes["href"].Value;
}
else
{
discountFactorCurve_ = new TermCurve(discountFactorCurveNode);
}
}
else
{
discountFactorCurve_ = new TermCurve(discountFactorCurveNode);
}
}
}
public YieldCurveValuation(XmlNode xmlNode)
: base(xmlNode)
{
XmlNodeList inputsNodeList = xmlNode.SelectNodes("inputs");
if (inputsNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in inputsNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
inputsIDRef = item.Attributes["id"].Name;
QuotedAssetSet ob = QuotedAssetSet();
IDManager.SetID(inputsIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
inputsIDRef = item.Attributes["href"].Name;
}
else
{
inputs = new QuotedAssetSet(item);
}
}
}
XmlNodeList zeroCurveNodeList = xmlNode.SelectNodes("zeroCurve");
if (zeroCurveNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in zeroCurveNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
zeroCurveIDRef = item.Attributes["id"].Name;
ZeroRateCurve ob = ZeroRateCurve();
IDManager.SetID(zeroCurveIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
zeroCurveIDRef = item.Attributes["href"].Name;
}
else
{
zeroCurve = new ZeroRateCurve(item);
}
}
}
XmlNodeList forwardCurveNodeList = xmlNode.SelectNodes("forwardCurve");
foreach (XmlNode item in forwardCurveNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
forwardCurveIDRef = item.Attributes["id"].Name;
List <ForwardRateCurve> ob = new List <ForwardRateCurve>();
ob.Add(new ForwardRateCurve(item));
IDManager.SetID(forwardCurveIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
forwardCurveIDRef = item.Attributes["href"].Name;
}
else
{
forwardCurve.Add(new ForwardRateCurve(item));
}
}
}
XmlNodeList discountFactorCurveNodeList = xmlNode.SelectNodes("discountFactorCurve");
if (discountFactorCurveNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in discountFactorCurveNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
discountFactorCurveIDRef = item.Attributes["id"].Name;
TermCurve ob = TermCurve();
IDManager.SetID(discountFactorCurveIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
discountFactorCurveIDRef = item.Attributes["href"].Name;
}
else
{
discountFactorCurve = new TermCurve(item);
}
}
}
}
public Market(XmlNode xmlNode)
{
XmlNodeList nameNodeList = xmlNode.SelectNodes("name");
if (nameNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in nameNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
nameIDRef = item.Attributes["id"].Name;
XsdTypeString ob = XsdTypeString();
IDManager.SetID(nameIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
nameIDRef = item.Attributes["href"].Name;
}
else
{
name = new XsdTypeString(item);
}
}
}
XmlNodeList benchmarkQuotesNodeList = xmlNode.SelectNodes("benchmarkQuotes");
if (benchmarkQuotesNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in benchmarkQuotesNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
benchmarkQuotesIDRef = item.Attributes["id"].Name;
QuotedAssetSet ob = QuotedAssetSet();
IDManager.SetID(benchmarkQuotesIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
benchmarkQuotesIDRef = item.Attributes["href"].Name;
}
else
{
benchmarkQuotes = new QuotedAssetSet(item);
}
}
}
XmlNodeList pricingStructureNodeList = xmlNode.SelectNodes("pricingStructure");
if (pricingStructureNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in pricingStructureNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
pricingStructureIDRef = item.Attributes["id"].Name;
PricingStructure ob = PricingStructure();
IDManager.SetID(pricingStructureIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
pricingStructureIDRef = item.Attributes["href"].Name;
}
else
{
pricingStructure = new PricingStructure(item);
}
}
}
XmlNodeList creditCurveNodeList = xmlNode.SelectNodes("creditCurve");
if (creditCurveNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in creditCurveNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
creditCurveIDRef = item.Attributes["id"].Name;
CreditCurve ob = CreditCurve();
IDManager.SetID(creditCurveIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
creditCurveIDRef = item.Attributes["href"].Name;
}
else
{
creditCurve = new CreditCurve(item);
}
}
}
XmlNodeList fxCurveNodeList = xmlNode.SelectNodes("fxCurve");
if (fxCurveNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in fxCurveNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
fxCurveIDRef = item.Attributes["id"].Name;
FxCurve ob = FxCurve();
IDManager.SetID(fxCurveIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
fxCurveIDRef = item.Attributes["href"].Name;
}
else
{
fxCurve = new FxCurve(item);
}
}
}
XmlNodeList volatilityRepresentationNodeList = xmlNode.SelectNodes("volatilityRepresentation");
if (volatilityRepresentationNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in volatilityRepresentationNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
volatilityRepresentationIDRef = item.Attributes["id"].Name;
VolatilityRepresentation ob = VolatilityRepresentation();
IDManager.SetID(volatilityRepresentationIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
volatilityRepresentationIDRef = item.Attributes["href"].Name;
}
else
{
volatilityRepresentation = new VolatilityRepresentation(item);
}
}
}
XmlNodeList yieldCurveNodeList = xmlNode.SelectNodes("yieldCurve");
if (yieldCurveNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in yieldCurveNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
yieldCurveIDRef = item.Attributes["id"].Name;
YieldCurve ob = YieldCurve();
IDManager.SetID(yieldCurveIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
yieldCurveIDRef = item.Attributes["href"].Name;
}
else
{
yieldCurve = new YieldCurve(item);
}
}
}
XmlNodeList pricingStructureValuationNodeList = xmlNode.SelectNodes("pricingStructureValuation");
if (pricingStructureValuationNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in pricingStructureValuationNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
pricingStructureValuationIDRef = item.Attributes["id"].Name;
PricingStructureValuation ob = PricingStructureValuation();
IDManager.SetID(pricingStructureValuationIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
pricingStructureValuationIDRef = item.Attributes["href"].Name;
}
else
{
pricingStructureValuation = new PricingStructureValuation(item);
}
}
}
XmlNodeList creditCurveValuationNodeList = xmlNode.SelectNodes("creditCurveValuation");
if (creditCurveValuationNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in creditCurveValuationNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
creditCurveValuationIDRef = item.Attributes["id"].Name;
CreditCurveValuation ob = CreditCurveValuation();
IDManager.SetID(creditCurveValuationIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
creditCurveValuationIDRef = item.Attributes["href"].Name;
}
else
{
creditCurveValuation = new CreditCurveValuation(item);
}
}
}
XmlNodeList fxCurveValuationNodeList = xmlNode.SelectNodes("fxCurveValuation");
if (fxCurveValuationNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in fxCurveValuationNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
fxCurveValuationIDRef = item.Attributes["id"].Name;
FxCurveValuation ob = FxCurveValuation();
IDManager.SetID(fxCurveValuationIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
fxCurveValuationIDRef = item.Attributes["href"].Name;
}
else
{
fxCurveValuation = new FxCurveValuation(item);
}
}
}
XmlNodeList volatilityMatrixValuationNodeList = xmlNode.SelectNodes("volatilityMatrixValuation");
if (volatilityMatrixValuationNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in volatilityMatrixValuationNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
volatilityMatrixValuationIDRef = item.Attributes["id"].Name;
VolatilityMatrix ob = VolatilityMatrix();
IDManager.SetID(volatilityMatrixValuationIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
volatilityMatrixValuationIDRef = item.Attributes["href"].Name;
}
else
{
volatilityMatrixValuation = new VolatilityMatrix(item);
}
}
}
XmlNodeList yieldCurveValuationNodeList = xmlNode.SelectNodes("yieldCurveValuation");
if (yieldCurveValuationNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in yieldCurveValuationNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
yieldCurveValuationIDRef = item.Attributes["id"].Name;
YieldCurveValuation ob = YieldCurveValuation();
IDManager.SetID(yieldCurveValuationIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
yieldCurveValuationIDRef = item.Attributes["href"].Name;
}
else
{
yieldCurveValuation = new YieldCurveValuation(item);
}
}
}
XmlNodeList benchmarkPricingMethodNodeList = xmlNode.SelectNodes("benchmarkPricingMethod");
foreach (XmlNode item in benchmarkPricingMethodNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
benchmarkPricingMethodIDRef = item.Attributes["id"].Name;
List <PricingMethod> ob = new List <PricingMethod>();
ob.Add(new PricingMethod(item));
IDManager.SetID(benchmarkPricingMethodIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
benchmarkPricingMethodIDRef = item.Attributes["href"].Name;
}
else
{
benchmarkPricingMethod.Add(new PricingMethod(item));
}
}
}
}
public Market(XmlNode xmlNode)
{
XmlNodeList nameNodeList = xmlNode.SelectNodes("name");
if (nameNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in nameNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
nameIDRef = item.Attributes["id"].Name;
XsdTypeString ob = XsdTypeString();
IDManager.SetID(nameIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
nameIDRef = item.Attributes["href"].Name;
}
else
{
name = new XsdTypeString(item);
}
}
}
XmlNodeList benchmarkQuotesNodeList = xmlNode.SelectNodes("benchmarkQuotes");
if (benchmarkQuotesNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in benchmarkQuotesNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
benchmarkQuotesIDRef = item.Attributes["id"].Name;
QuotedAssetSet ob = QuotedAssetSet();
IDManager.SetID(benchmarkQuotesIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
benchmarkQuotesIDRef = item.Attributes["href"].Name;
}
else
{
benchmarkQuotes = new QuotedAssetSet(item);
}
}
}
XmlNodeList pricingStructureNodeList = xmlNode.SelectNodes("pricingStructure");
if (pricingStructureNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in pricingStructureNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
pricingStructureIDRef = item.Attributes["id"].Name;
PricingStructure ob = PricingStructure();
IDManager.SetID(pricingStructureIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
pricingStructureIDRef = item.Attributes["href"].Name;
}
else
{
pricingStructure = new PricingStructure(item);
}
}
}
XmlNodeList creditCurveNodeList = xmlNode.SelectNodes("creditCurve");
if (creditCurveNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in creditCurveNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
creditCurveIDRef = item.Attributes["id"].Name;
CreditCurve ob = CreditCurve();
IDManager.SetID(creditCurveIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
creditCurveIDRef = item.Attributes["href"].Name;
}
else
{
creditCurve = new CreditCurve(item);
}
}
}
XmlNodeList fxCurveNodeList = xmlNode.SelectNodes("fxCurve");
if (fxCurveNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in fxCurveNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
fxCurveIDRef = item.Attributes["id"].Name;
FxCurve ob = FxCurve();
IDManager.SetID(fxCurveIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
fxCurveIDRef = item.Attributes["href"].Name;
}
else
{
fxCurve = new FxCurve(item);
}
}
}
XmlNodeList volatilityRepresentationNodeList = xmlNode.SelectNodes("volatilityRepresentation");
if (volatilityRepresentationNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in volatilityRepresentationNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
volatilityRepresentationIDRef = item.Attributes["id"].Name;
VolatilityRepresentation ob = VolatilityRepresentation();
IDManager.SetID(volatilityRepresentationIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
volatilityRepresentationIDRef = item.Attributes["href"].Name;
}
else
{
volatilityRepresentation = new VolatilityRepresentation(item);
}
}
}
XmlNodeList yieldCurveNodeList = xmlNode.SelectNodes("yieldCurve");
if (yieldCurveNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in yieldCurveNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
yieldCurveIDRef = item.Attributes["id"].Name;
YieldCurve ob = YieldCurve();
IDManager.SetID(yieldCurveIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
yieldCurveIDRef = item.Attributes["href"].Name;
}
else
{
yieldCurve = new YieldCurve(item);
}
}
}
XmlNodeList pricingStructureValuationNodeList = xmlNode.SelectNodes("pricingStructureValuation");
if (pricingStructureValuationNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in pricingStructureValuationNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
pricingStructureValuationIDRef = item.Attributes["id"].Name;
PricingStructureValuation ob = PricingStructureValuation();
IDManager.SetID(pricingStructureValuationIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
pricingStructureValuationIDRef = item.Attributes["href"].Name;
}
else
{
pricingStructureValuation = new PricingStructureValuation(item);
}
}
}
XmlNodeList creditCurveValuationNodeList = xmlNode.SelectNodes("creditCurveValuation");
if (creditCurveValuationNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in creditCurveValuationNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
creditCurveValuationIDRef = item.Attributes["id"].Name;
CreditCurveValuation ob = CreditCurveValuation();
IDManager.SetID(creditCurveValuationIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
creditCurveValuationIDRef = item.Attributes["href"].Name;
}
else
{
creditCurveValuation = new CreditCurveValuation(item);
}
}
}
XmlNodeList fxCurveValuationNodeList = xmlNode.SelectNodes("fxCurveValuation");
if (fxCurveValuationNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in fxCurveValuationNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
fxCurveValuationIDRef = item.Attributes["id"].Name;
FxCurveValuation ob = FxCurveValuation();
IDManager.SetID(fxCurveValuationIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
fxCurveValuationIDRef = item.Attributes["href"].Name;
}
else
{
fxCurveValuation = new FxCurveValuation(item);
}
}
}
XmlNodeList volatilityMatrixValuationNodeList = xmlNode.SelectNodes("volatilityMatrixValuation");
if (volatilityMatrixValuationNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in volatilityMatrixValuationNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
volatilityMatrixValuationIDRef = item.Attributes["id"].Name;
VolatilityMatrix ob = VolatilityMatrix();
IDManager.SetID(volatilityMatrixValuationIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
volatilityMatrixValuationIDRef = item.Attributes["href"].Name;
}
else
{
volatilityMatrixValuation = new VolatilityMatrix(item);
}
}
}
XmlNodeList yieldCurveValuationNodeList = xmlNode.SelectNodes("yieldCurveValuation");
if (yieldCurveValuationNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in yieldCurveValuationNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
yieldCurveValuationIDRef = item.Attributes["id"].Name;
YieldCurveValuation ob = YieldCurveValuation();
IDManager.SetID(yieldCurveValuationIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
yieldCurveValuationIDRef = item.Attributes["href"].Name;
}
else
{
yieldCurveValuation = new YieldCurveValuation(item);
}
}
}
XmlNodeList benchmarkPricingMethodNodeList = xmlNode.SelectNodes("benchmarkPricingMethod");
foreach (XmlNode item in benchmarkPricingMethodNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
benchmarkPricingMethodIDRef = item.Attributes["id"].Name;
List<PricingMethod> ob = new List<PricingMethod>();
ob.Add(new PricingMethod(item));
IDManager.SetID(benchmarkPricingMethodIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
benchmarkPricingMethodIDRef = item.Attributes["href"].Name;
}
else
{
benchmarkPricingMethod.Add(new PricingMethod(item));
}
}
}
}
public Market(XmlNode xmlNode)
{
XmlNode nameNode = xmlNode.SelectSingleNode("name");
if (nameNode != null)
{
if (nameNode.Attributes["href"] != null || nameNode.Attributes["id"] != null)
{
if (nameNode.Attributes["id"] != null)
{
nameIDRef_ = nameNode.Attributes["id"].Value;
XsdTypeString ob = new XsdTypeString(nameNode);
IDManager.SetID(nameIDRef_, ob);
}
else if (nameNode.Attributes["href"] != null)
{
nameIDRef_ = nameNode.Attributes["href"].Value;
}
else
{
name_ = new XsdTypeString(nameNode);
}
}
else
{
name_ = new XsdTypeString(nameNode);
}
}
XmlNode benchmarkQuotesNode = xmlNode.SelectSingleNode("benchmarkQuotes");
if (benchmarkQuotesNode != null)
{
if (benchmarkQuotesNode.Attributes["href"] != null || benchmarkQuotesNode.Attributes["id"] != null)
{
if (benchmarkQuotesNode.Attributes["id"] != null)
{
benchmarkQuotesIDRef_ = benchmarkQuotesNode.Attributes["id"].Value;
QuotedAssetSet ob = new QuotedAssetSet(benchmarkQuotesNode);
IDManager.SetID(benchmarkQuotesIDRef_, ob);
}
else if (benchmarkQuotesNode.Attributes["href"] != null)
{
benchmarkQuotesIDRef_ = benchmarkQuotesNode.Attributes["href"].Value;
}
else
{
benchmarkQuotes_ = new QuotedAssetSet(benchmarkQuotesNode);
}
}
else
{
benchmarkQuotes_ = new QuotedAssetSet(benchmarkQuotesNode);
}
}
XmlNode pricingStructureNode = xmlNode.SelectSingleNode("pricingStructure");
if (pricingStructureNode != null)
{
if (pricingStructureNode.Attributes["href"] != null || pricingStructureNode.Attributes["id"] != null)
{
if (pricingStructureNode.Attributes["id"] != null)
{
pricingStructureIDRef_ = pricingStructureNode.Attributes["id"].Value;
PricingStructure ob = new PricingStructure(pricingStructureNode);
IDManager.SetID(pricingStructureIDRef_, ob);
}
else if (pricingStructureNode.Attributes["href"] != null)
{
pricingStructureIDRef_ = pricingStructureNode.Attributes["href"].Value;
}
else
{
pricingStructure_ = new PricingStructure(pricingStructureNode);
}
}
else
{
pricingStructure_ = new PricingStructure(pricingStructureNode);
}
}
XmlNode creditCurveNode = xmlNode.SelectSingleNode("creditCurve");
if (creditCurveNode != null)
{
if (creditCurveNode.Attributes["href"] != null || creditCurveNode.Attributes["id"] != null)
{
if (creditCurveNode.Attributes["id"] != null)
{
creditCurveIDRef_ = creditCurveNode.Attributes["id"].Value;
CreditCurve ob = new CreditCurve(creditCurveNode);
IDManager.SetID(creditCurveIDRef_, ob);
}
else if (creditCurveNode.Attributes["href"] != null)
{
creditCurveIDRef_ = creditCurveNode.Attributes["href"].Value;
}
else
{
creditCurve_ = new CreditCurve(creditCurveNode);
}
}
else
{
creditCurve_ = new CreditCurve(creditCurveNode);
}
}
XmlNode fxCurveNode = xmlNode.SelectSingleNode("fxCurve");
if (fxCurveNode != null)
{
if (fxCurveNode.Attributes["href"] != null || fxCurveNode.Attributes["id"] != null)
{
if (fxCurveNode.Attributes["id"] != null)
{
fxCurveIDRef_ = fxCurveNode.Attributes["id"].Value;
FxCurve ob = new FxCurve(fxCurveNode);
IDManager.SetID(fxCurveIDRef_, ob);
}
else if (fxCurveNode.Attributes["href"] != null)
{
fxCurveIDRef_ = fxCurveNode.Attributes["href"].Value;
}
else
{
fxCurve_ = new FxCurve(fxCurveNode);
}
}
else
{
fxCurve_ = new FxCurve(fxCurveNode);
}
}
XmlNode volatilityRepresentationNode = xmlNode.SelectSingleNode("volatilityRepresentation");
if (volatilityRepresentationNode != null)
{
if (volatilityRepresentationNode.Attributes["href"] != null || volatilityRepresentationNode.Attributes["id"] != null)
{
if (volatilityRepresentationNode.Attributes["id"] != null)
{
volatilityRepresentationIDRef_ = volatilityRepresentationNode.Attributes["id"].Value;
VolatilityRepresentation ob = new VolatilityRepresentation(volatilityRepresentationNode);
IDManager.SetID(volatilityRepresentationIDRef_, ob);
}
else if (volatilityRepresentationNode.Attributes["href"] != null)
{
volatilityRepresentationIDRef_ = volatilityRepresentationNode.Attributes["href"].Value;
}
else
{
volatilityRepresentation_ = new VolatilityRepresentation(volatilityRepresentationNode);
}
}
else
{
volatilityRepresentation_ = new VolatilityRepresentation(volatilityRepresentationNode);
}
}
XmlNode yieldCurveNode = xmlNode.SelectSingleNode("yieldCurve");
if (yieldCurveNode != null)
{
if (yieldCurveNode.Attributes["href"] != null || yieldCurveNode.Attributes["id"] != null)
{
if (yieldCurveNode.Attributes["id"] != null)
{
yieldCurveIDRef_ = yieldCurveNode.Attributes["id"].Value;
YieldCurve ob = new YieldCurve(yieldCurveNode);
IDManager.SetID(yieldCurveIDRef_, ob);
}
else if (yieldCurveNode.Attributes["href"] != null)
{
yieldCurveIDRef_ = yieldCurveNode.Attributes["href"].Value;
}
else
{
yieldCurve_ = new YieldCurve(yieldCurveNode);
}
}
else
{
yieldCurve_ = new YieldCurve(yieldCurveNode);
}
}
XmlNode pricingStructureValuationNode = xmlNode.SelectSingleNode("pricingStructureValuation");
if (pricingStructureValuationNode != null)
{
if (pricingStructureValuationNode.Attributes["href"] != null || pricingStructureValuationNode.Attributes["id"] != null)
{
if (pricingStructureValuationNode.Attributes["id"] != null)
{
pricingStructureValuationIDRef_ = pricingStructureValuationNode.Attributes["id"].Value;
PricingStructureValuation ob = new PricingStructureValuation(pricingStructureValuationNode);
IDManager.SetID(pricingStructureValuationIDRef_, ob);
}
else if (pricingStructureValuationNode.Attributes["href"] != null)
{
pricingStructureValuationIDRef_ = pricingStructureValuationNode.Attributes["href"].Value;
}
else
{
pricingStructureValuation_ = new PricingStructureValuation(pricingStructureValuationNode);
}
}
else
{
pricingStructureValuation_ = new PricingStructureValuation(pricingStructureValuationNode);
}
}
XmlNode creditCurveValuationNode = xmlNode.SelectSingleNode("creditCurveValuation");
if (creditCurveValuationNode != null)
{
if (creditCurveValuationNode.Attributes["href"] != null || creditCurveValuationNode.Attributes["id"] != null)
{
if (creditCurveValuationNode.Attributes["id"] != null)
{
creditCurveValuationIDRef_ = creditCurveValuationNode.Attributes["id"].Value;
CreditCurveValuation ob = new CreditCurveValuation(creditCurveValuationNode);
IDManager.SetID(creditCurveValuationIDRef_, ob);
}
else if (creditCurveValuationNode.Attributes["href"] != null)
{
creditCurveValuationIDRef_ = creditCurveValuationNode.Attributes["href"].Value;
}
else
{
creditCurveValuation_ = new CreditCurveValuation(creditCurveValuationNode);
}
}
else
{
creditCurveValuation_ = new CreditCurveValuation(creditCurveValuationNode);
}
}
XmlNode fxCurveValuationNode = xmlNode.SelectSingleNode("fxCurveValuation");
if (fxCurveValuationNode != null)
{
if (fxCurveValuationNode.Attributes["href"] != null || fxCurveValuationNode.Attributes["id"] != null)
{
if (fxCurveValuationNode.Attributes["id"] != null)
{
fxCurveValuationIDRef_ = fxCurveValuationNode.Attributes["id"].Value;
FxCurveValuation ob = new FxCurveValuation(fxCurveValuationNode);
IDManager.SetID(fxCurveValuationIDRef_, ob);
}
else if (fxCurveValuationNode.Attributes["href"] != null)
{
fxCurveValuationIDRef_ = fxCurveValuationNode.Attributes["href"].Value;
}
else
{
fxCurveValuation_ = new FxCurveValuation(fxCurveValuationNode);
}
}
else
{
fxCurveValuation_ = new FxCurveValuation(fxCurveValuationNode);
}
}
XmlNode volatilityMatrixValuationNode = xmlNode.SelectSingleNode("volatilityMatrixValuation");
if (volatilityMatrixValuationNode != null)
{
if (volatilityMatrixValuationNode.Attributes["href"] != null || volatilityMatrixValuationNode.Attributes["id"] != null)
{
if (volatilityMatrixValuationNode.Attributes["id"] != null)
{
volatilityMatrixValuationIDRef_ = volatilityMatrixValuationNode.Attributes["id"].Value;
VolatilityMatrix ob = new VolatilityMatrix(volatilityMatrixValuationNode);
IDManager.SetID(volatilityMatrixValuationIDRef_, ob);
}
else if (volatilityMatrixValuationNode.Attributes["href"] != null)
{
volatilityMatrixValuationIDRef_ = volatilityMatrixValuationNode.Attributes["href"].Value;
}
else
{
volatilityMatrixValuation_ = new VolatilityMatrix(volatilityMatrixValuationNode);
}
}
else
{
volatilityMatrixValuation_ = new VolatilityMatrix(volatilityMatrixValuationNode);
}
}
XmlNode yieldCurveValuationNode = xmlNode.SelectSingleNode("yieldCurveValuation");
if (yieldCurveValuationNode != null)
{
if (yieldCurveValuationNode.Attributes["href"] != null || yieldCurveValuationNode.Attributes["id"] != null)
{
if (yieldCurveValuationNode.Attributes["id"] != null)
{
yieldCurveValuationIDRef_ = yieldCurveValuationNode.Attributes["id"].Value;
YieldCurveValuation ob = new YieldCurveValuation(yieldCurveValuationNode);
IDManager.SetID(yieldCurveValuationIDRef_, ob);
}
else if (yieldCurveValuationNode.Attributes["href"] != null)
{
yieldCurveValuationIDRef_ = yieldCurveValuationNode.Attributes["href"].Value;
}
else
{
yieldCurveValuation_ = new YieldCurveValuation(yieldCurveValuationNode);
}
}
else
{
yieldCurveValuation_ = new YieldCurveValuation(yieldCurveValuationNode);
}
}
XmlNodeList benchmarkPricingMethodNodeList = xmlNode.SelectNodes("benchmarkPricingMethod");
if (benchmarkPricingMethodNodeList != null)
{
this.benchmarkPricingMethod_ = new List <PricingMethod>();
foreach (XmlNode item in benchmarkPricingMethodNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] != null)
{
if (item.Attributes["id"] != null)
{
benchmarkPricingMethodIDRef_ = item.Attributes["id"].Value;
benchmarkPricingMethod_.Add(new PricingMethod(item));
IDManager.SetID(benchmarkPricingMethodIDRef_, benchmarkPricingMethod_[benchmarkPricingMethod_.Count - 1]);
}
else if (item.Attributes["href"] != null)
{
benchmarkPricingMethodIDRef_ = item.Attributes["href"].Value;
}
else
{
benchmarkPricingMethod_.Add(new PricingMethod(item));
}
}
else
{
benchmarkPricingMethod_.Add(new PricingMethod(item));
}
}
}
}
public CreditCurveValuation(XmlNode xmlNode)
: base(xmlNode)
{
XmlNode inputsNode = xmlNode.SelectSingleNode("inputs");
if (inputsNode != null)
{
if (inputsNode.Attributes["href"] != null || inputsNode.Attributes["id"] != null)
{
if (inputsNode.Attributes["id"] != null)
{
inputsIDRef_ = inputsNode.Attributes["id"].Value;
QuotedAssetSet ob = new QuotedAssetSet(inputsNode);
IDManager.SetID(inputsIDRef_, ob);
}
else if (inputsNode.Attributes["href"] != null)
{
inputsIDRef_ = inputsNode.Attributes["href"].Value;
}
else
{
inputs_ = new QuotedAssetSet(inputsNode);
}
}
else
{
inputs_ = new QuotedAssetSet(inputsNode);
}
}
XmlNode defaultProbabilityCurveNode = xmlNode.SelectSingleNode("defaultProbabilityCurve");
if (defaultProbabilityCurveNode != null)
{
if (defaultProbabilityCurveNode.Attributes["href"] != null || defaultProbabilityCurveNode.Attributes["id"] != null)
{
if (defaultProbabilityCurveNode.Attributes["id"] != null)
{
defaultProbabilityCurveIDRef_ = defaultProbabilityCurveNode.Attributes["id"].Value;
DefaultProbabilityCurve ob = new DefaultProbabilityCurve(defaultProbabilityCurveNode);
IDManager.SetID(defaultProbabilityCurveIDRef_, ob);
}
else if (defaultProbabilityCurveNode.Attributes["href"] != null)
{
defaultProbabilityCurveIDRef_ = defaultProbabilityCurveNode.Attributes["href"].Value;
}
else
{
defaultProbabilityCurve_ = new DefaultProbabilityCurve(defaultProbabilityCurveNode);
}
}
else
{
defaultProbabilityCurve_ = new DefaultProbabilityCurve(defaultProbabilityCurveNode);
}
}
XmlNode recoveryRateNode = xmlNode.SelectSingleNode("recoveryRate");
if (recoveryRateNode != null)
{
if (recoveryRateNode.Attributes["href"] != null || recoveryRateNode.Attributes["id"] != null)
{
if (recoveryRateNode.Attributes["id"] != null)
{
recoveryRateIDRef_ = recoveryRateNode.Attributes["id"].Value;
XsdTypeDecimal ob = new XsdTypeDecimal(recoveryRateNode);
IDManager.SetID(recoveryRateIDRef_, ob);
}
else if (recoveryRateNode.Attributes["href"] != null)
{
recoveryRateIDRef_ = recoveryRateNode.Attributes["href"].Value;
}
else
{
recoveryRate_ = new XsdTypeDecimal(recoveryRateNode);
}
}
else
{
recoveryRate_ = new XsdTypeDecimal(recoveryRateNode);
}
}
XmlNode recoveryRateCurveNode = xmlNode.SelectSingleNode("recoveryRateCurve");
if (recoveryRateCurveNode != null)
{
if (recoveryRateCurveNode.Attributes["href"] != null || recoveryRateCurveNode.Attributes["id"] != null)
{
if (recoveryRateCurveNode.Attributes["id"] != null)
{
recoveryRateCurveIDRef_ = recoveryRateCurveNode.Attributes["id"].Value;
TermCurve ob = new TermCurve(recoveryRateCurveNode);
IDManager.SetID(recoveryRateCurveIDRef_, ob);
}
else if (recoveryRateCurveNode.Attributes["href"] != null)
{
recoveryRateCurveIDRef_ = recoveryRateCurveNode.Attributes["href"].Value;
}
else
{
recoveryRateCurve_ = new TermCurve(recoveryRateCurveNode);
}
}
else
{
recoveryRateCurve_ = new TermCurve(recoveryRateCurveNode);
}
}
}
public CreditCurveValuation(XmlNode xmlNode)
: base(xmlNode)
{
XmlNode inputsNode = xmlNode.SelectSingleNode("inputs");
if (inputsNode != null)
{
if (inputsNode.Attributes["href"] != null || inputsNode.Attributes["id"] != null)
{
if (inputsNode.Attributes["id"] != null)
{
inputsIDRef_ = inputsNode.Attributes["id"].Value;
QuotedAssetSet ob = new QuotedAssetSet(inputsNode);
IDManager.SetID(inputsIDRef_, ob);
}
else if (inputsNode.Attributes["href"] != null)
{
inputsIDRef_ = inputsNode.Attributes["href"].Value;
}
else
{
inputs_ = new QuotedAssetSet(inputsNode);
}
}
else
{
inputs_ = new QuotedAssetSet(inputsNode);
}
}
XmlNode defaultProbabilityCurveNode = xmlNode.SelectSingleNode("defaultProbabilityCurve");
if (defaultProbabilityCurveNode != null)
{
if (defaultProbabilityCurveNode.Attributes["href"] != null || defaultProbabilityCurveNode.Attributes["id"] != null)
{
if (defaultProbabilityCurveNode.Attributes["id"] != null)
{
defaultProbabilityCurveIDRef_ = defaultProbabilityCurveNode.Attributes["id"].Value;
DefaultProbabilityCurve ob = new DefaultProbabilityCurve(defaultProbabilityCurveNode);
IDManager.SetID(defaultProbabilityCurveIDRef_, ob);
}
else if (defaultProbabilityCurveNode.Attributes["href"] != null)
{
defaultProbabilityCurveIDRef_ = defaultProbabilityCurveNode.Attributes["href"].Value;
}
else
{
defaultProbabilityCurve_ = new DefaultProbabilityCurve(defaultProbabilityCurveNode);
}
}
else
{
defaultProbabilityCurve_ = new DefaultProbabilityCurve(defaultProbabilityCurveNode);
}
}
XmlNode recoveryRateNode = xmlNode.SelectSingleNode("recoveryRate");
if (recoveryRateNode != null)
{
if (recoveryRateNode.Attributes["href"] != null || recoveryRateNode.Attributes["id"] != null)
{
if (recoveryRateNode.Attributes["id"] != null)
{
recoveryRateIDRef_ = recoveryRateNode.Attributes["id"].Value;
XsdTypeDecimal ob = new XsdTypeDecimal(recoveryRateNode);
IDManager.SetID(recoveryRateIDRef_, ob);
}
else if (recoveryRateNode.Attributes["href"] != null)
{
recoveryRateIDRef_ = recoveryRateNode.Attributes["href"].Value;
}
else
{
recoveryRate_ = new XsdTypeDecimal(recoveryRateNode);
}
}
else
{
recoveryRate_ = new XsdTypeDecimal(recoveryRateNode);
}
}
XmlNode recoveryRateCurveNode = xmlNode.SelectSingleNode("recoveryRateCurve");
if (recoveryRateCurveNode != null)
{
if (recoveryRateCurveNode.Attributes["href"] != null || recoveryRateCurveNode.Attributes["id"] != null)
{
if (recoveryRateCurveNode.Attributes["id"] != null)
{
recoveryRateCurveIDRef_ = recoveryRateCurveNode.Attributes["id"].Value;
TermCurve ob = new TermCurve(recoveryRateCurveNode);
IDManager.SetID(recoveryRateCurveIDRef_, ob);
}
else if (recoveryRateCurveNode.Attributes["href"] != null)
{
recoveryRateCurveIDRef_ = recoveryRateCurveNode.Attributes["href"].Value;
}
else
{
recoveryRateCurve_ = new TermCurve(recoveryRateCurveNode);
}
}
else
{
recoveryRateCurve_ = new TermCurve(recoveryRateCurveNode);
}
}
}
public YieldCurveValuation(XmlNode xmlNode)
: base(xmlNode)
{
XmlNodeList inputsNodeList = xmlNode.SelectNodes("inputs");
if (inputsNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in inputsNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
inputsIDRef = item.Attributes["id"].Name;
QuotedAssetSet ob = QuotedAssetSet();
IDManager.SetID(inputsIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
inputsIDRef = item.Attributes["href"].Name;
}
else
{
inputs = new QuotedAssetSet(item);
}
}
}
XmlNodeList zeroCurveNodeList = xmlNode.SelectNodes("zeroCurve");
if (zeroCurveNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in zeroCurveNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
zeroCurveIDRef = item.Attributes["id"].Name;
ZeroRateCurve ob = ZeroRateCurve();
IDManager.SetID(zeroCurveIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
zeroCurveIDRef = item.Attributes["href"].Name;
}
else
{
zeroCurve = new ZeroRateCurve(item);
}
}
}
XmlNodeList forwardCurveNodeList = xmlNode.SelectNodes("forwardCurve");
foreach (XmlNode item in forwardCurveNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
forwardCurveIDRef = item.Attributes["id"].Name;
List<ForwardRateCurve> ob = new List<ForwardRateCurve>();
ob.Add(new ForwardRateCurve(item));
IDManager.SetID(forwardCurveIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
forwardCurveIDRef = item.Attributes["href"].Name;
}
else
{
forwardCurve.Add(new ForwardRateCurve(item));
}
}
}
XmlNodeList discountFactorCurveNodeList = xmlNode.SelectNodes("discountFactorCurve");
if (discountFactorCurveNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in discountFactorCurveNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
discountFactorCurveIDRef = item.Attributes["id"].Name;
TermCurve ob = TermCurve();
IDManager.SetID(discountFactorCurveIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
discountFactorCurveIDRef = item.Attributes["href"].Name;
}
else
{
discountFactorCurve = new TermCurve(item);
}
}
}
}
public YieldCurveValuation(XmlNode xmlNode)
: base(xmlNode)
{
XmlNode inputsNode = xmlNode.SelectSingleNode("inputs");
if (inputsNode != null)
{
if (inputsNode.Attributes["href"] != null || inputsNode.Attributes["id"] != null)
{
if (inputsNode.Attributes["id"] != null)
{
inputsIDRef_ = inputsNode.Attributes["id"].Value;
QuotedAssetSet ob = new QuotedAssetSet(inputsNode);
IDManager.SetID(inputsIDRef_, ob);
}
else if (inputsNode.Attributes["href"] != null)
{
inputsIDRef_ = inputsNode.Attributes["href"].Value;
}
else
{
inputs_ = new QuotedAssetSet(inputsNode);
}
}
else
{
inputs_ = new QuotedAssetSet(inputsNode);
}
}
XmlNode zeroCurveNode = xmlNode.SelectSingleNode("zeroCurve");
if (zeroCurveNode != null)
{
if (zeroCurveNode.Attributes["href"] != null || zeroCurveNode.Attributes["id"] != null)
{
if (zeroCurveNode.Attributes["id"] != null)
{
zeroCurveIDRef_ = zeroCurveNode.Attributes["id"].Value;
ZeroRateCurve ob = new ZeroRateCurve(zeroCurveNode);
IDManager.SetID(zeroCurveIDRef_, ob);
}
else if (zeroCurveNode.Attributes["href"] != null)
{
zeroCurveIDRef_ = zeroCurveNode.Attributes["href"].Value;
}
else
{
zeroCurve_ = new ZeroRateCurve(zeroCurveNode);
}
}
else
{
zeroCurve_ = new ZeroRateCurve(zeroCurveNode);
}
}
XmlNodeList forwardCurveNodeList = xmlNode.SelectNodes("forwardCurve");
if (forwardCurveNodeList != null)
{
this.forwardCurve_ = new List<ForwardRateCurve>();
foreach (XmlNode item in forwardCurveNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] != null)
{
if (item.Attributes["id"] != null)
{
forwardCurveIDRef_ = item.Attributes["id"].Value;
forwardCurve_.Add(new ForwardRateCurve(item));
IDManager.SetID(forwardCurveIDRef_, forwardCurve_[forwardCurve_.Count - 1 ]);
}
else if (item.Attributes["href"] != null)
{
forwardCurveIDRef_ = item.Attributes["href"].Value;
}
else
{
forwardCurve_.Add(new ForwardRateCurve(item));
}
}
else
{
forwardCurve_.Add(new ForwardRateCurve(item));
}
}
}
XmlNode discountFactorCurveNode = xmlNode.SelectSingleNode("discountFactorCurve");
if (discountFactorCurveNode != null)
{
if (discountFactorCurveNode.Attributes["href"] != null || discountFactorCurveNode.Attributes["id"] != null)
{
if (discountFactorCurveNode.Attributes["id"] != null)
{
discountFactorCurveIDRef_ = discountFactorCurveNode.Attributes["id"].Value;
TermCurve ob = new TermCurve(discountFactorCurveNode);
IDManager.SetID(discountFactorCurveIDRef_, ob);
}
else if (discountFactorCurveNode.Attributes["href"] != null)
{
discountFactorCurveIDRef_ = discountFactorCurveNode.Attributes["href"].Value;
}
else
{
discountFactorCurve_ = new TermCurve(discountFactorCurveNode);
}
}
else
{
discountFactorCurve_ = new TermCurve(discountFactorCurveNode);
}
}
}