public DefaultProbabilityCurve(XmlNode xmlNode)
: base(xmlNode)
{
XmlNodeList baseYieldCurveNodeList = xmlNode.SelectNodes("baseYieldCurve");
if (baseYieldCurveNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in baseYieldCurveNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
baseYieldCurveIDRef = item.Attributes["id"].Name;
PricingStructureReference ob = PricingStructureReference();
IDManager.SetID(baseYieldCurveIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
baseYieldCurveIDRef = item.Attributes["href"].Name;
}
else
{
baseYieldCurve = new PricingStructureReference(item);
}
}
}
XmlNodeList defaultProbabilitiesNodeList = xmlNode.SelectNodes("defaultProbabilities");
if (defaultProbabilitiesNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in defaultProbabilitiesNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
defaultProbabilitiesIDRef = item.Attributes["id"].Name;
TermCurve ob = TermCurve();
IDManager.SetID(defaultProbabilitiesIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
defaultProbabilitiesIDRef = item.Attributes["href"].Name;
}
else
{
defaultProbabilities = new TermCurve(item);
}
}
}
}
public ZeroRateCurve(XmlNode xmlNode)
{
XmlNode compoundingFrequencyNode = xmlNode.SelectSingleNode("compoundingFrequency");
if (compoundingFrequencyNode != null)
{
if (compoundingFrequencyNode.Attributes["href"] != null || compoundingFrequencyNode.Attributes["id"] != null)
{
if (compoundingFrequencyNode.Attributes["id"] != null)
{
compoundingFrequencyIDRef_ = compoundingFrequencyNode.Attributes["id"].Value;
CompoundingFrequency ob = new CompoundingFrequency(compoundingFrequencyNode);
IDManager.SetID(compoundingFrequencyIDRef_, ob);
}
else if (compoundingFrequencyNode.Attributes["href"] != null)
{
compoundingFrequencyIDRef_ = compoundingFrequencyNode.Attributes["href"].Value;
}
else
{
compoundingFrequency_ = new CompoundingFrequency(compoundingFrequencyNode);
}
}
else
{
compoundingFrequency_ = new CompoundingFrequency(compoundingFrequencyNode);
}
}
XmlNode rateCurveNode = xmlNode.SelectSingleNode("rateCurve");
if (rateCurveNode != null)
{
if (rateCurveNode.Attributes["href"] != null || rateCurveNode.Attributes["id"] != null)
{
if (rateCurveNode.Attributes["id"] != null)
{
rateCurveIDRef_ = rateCurveNode.Attributes["id"].Value;
TermCurve ob = new TermCurve(rateCurveNode);
IDManager.SetID(rateCurveIDRef_, ob);
}
else if (rateCurveNode.Attributes["href"] != null)
{
rateCurveIDRef_ = rateCurveNode.Attributes["href"].Value;
}
else
{
rateCurve_ = new TermCurve(rateCurveNode);
}
}
else
{
rateCurve_ = new TermCurve(rateCurveNode);
}
}
}
public ForwardRateCurve(XmlNode xmlNode)
{
XmlNode assetReferenceNode = xmlNode.SelectSingleNode("assetReference");
if (assetReferenceNode != null)
{
if (assetReferenceNode.Attributes["href"] != null || assetReferenceNode.Attributes["id"] != null)
{
if (assetReferenceNode.Attributes["id"] != null)
{
assetReferenceIDRef_ = assetReferenceNode.Attributes["id"].Value;
AssetReference ob = new AssetReference(assetReferenceNode);
IDManager.SetID(assetReferenceIDRef_, ob);
}
else if (assetReferenceNode.Attributes["href"] != null)
{
assetReferenceIDRef_ = assetReferenceNode.Attributes["href"].Value;
}
else
{
assetReference_ = new AssetReference(assetReferenceNode);
}
}
else
{
assetReference_ = new AssetReference(assetReferenceNode);
}
}
XmlNode rateCurveNode = xmlNode.SelectSingleNode("rateCurve");
if (rateCurveNode != null)
{
if (rateCurveNode.Attributes["href"] != null || rateCurveNode.Attributes["id"] != null)
{
if (rateCurveNode.Attributes["id"] != null)
{
rateCurveIDRef_ = rateCurveNode.Attributes["id"].Value;
TermCurve ob = new TermCurve(rateCurveNode);
IDManager.SetID(rateCurveIDRef_, ob);
}
else if (rateCurveNode.Attributes["href"] != null)
{
rateCurveIDRef_ = rateCurveNode.Attributes["href"].Value;
}
else
{
rateCurve_ = new TermCurve(rateCurveNode);
}
}
else
{
rateCurve_ = new TermCurve(rateCurveNode);
}
}
}
public ZeroRateCurve(XmlNode xmlNode)
{
XmlNodeList compoundingFrequencyNodeList = xmlNode.SelectNodes("compoundingFrequency");
if (compoundingFrequencyNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in compoundingFrequencyNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
compoundingFrequencyIDRef = item.Attributes["id"].Name;
CompoundingFrequency ob = CompoundingFrequency();
IDManager.SetID(compoundingFrequencyIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
compoundingFrequencyIDRef = item.Attributes["href"].Name;
}
else
{
compoundingFrequency = new CompoundingFrequency(item);
}
}
}
XmlNodeList rateCurveNodeList = xmlNode.SelectNodes("rateCurve");
if (rateCurveNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in rateCurveNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
rateCurveIDRef = item.Attributes["id"].Name;
TermCurve ob = TermCurve();
IDManager.SetID(rateCurveIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
rateCurveIDRef = item.Attributes["href"].Name;
}
else
{
rateCurve = new TermCurve(item);
}
}
}
}
public ForwardRateCurve(XmlNode xmlNode)
{
XmlNodeList assetReferenceNodeList = xmlNode.SelectNodes("assetReference");
if (assetReferenceNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in assetReferenceNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
assetReferenceIDRef = item.Attributes["id"].Name;
AssetReference ob = AssetReference();
IDManager.SetID(assetReferenceIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
assetReferenceIDRef = item.Attributes["href"].Name;
}
else
{
assetReference = new AssetReference(item);
}
}
}
XmlNodeList rateCurveNodeList = xmlNode.SelectNodes("rateCurve");
if (rateCurveNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in rateCurveNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
rateCurveIDRef = item.Attributes["id"].Name;
TermCurve ob = TermCurve();
IDManager.SetID(rateCurveIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
rateCurveIDRef = item.Attributes["href"].Name;
}
else
{
rateCurve = new TermCurve(item);
}
}
}
}
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);
}
}
}
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 FxCurveValuation(XmlNode xmlNode)
: base(xmlNode)
{
XmlNodeList settlementCurrencyYieldCurveNodeList = xmlNode.SelectNodes("settlementCurrencyYieldCurve");
if (settlementCurrencyYieldCurveNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in settlementCurrencyYieldCurveNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
settlementCurrencyYieldCurveIDRef = item.Attributes["id"].Name;
PricingStructureReference ob = PricingStructureReference();
IDManager.SetID(settlementCurrencyYieldCurveIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
settlementCurrencyYieldCurveIDRef = item.Attributes["href"].Name;
}
else
{
settlementCurrencyYieldCurve = new PricingStructureReference(item);
}
}
}
XmlNodeList forecastCurrencyYieldCurveNodeList = xmlNode.SelectNodes("forecastCurrencyYieldCurve");
if (forecastCurrencyYieldCurveNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in forecastCurrencyYieldCurveNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
forecastCurrencyYieldCurveIDRef = item.Attributes["id"].Name;
PricingStructureReference ob = PricingStructureReference();
IDManager.SetID(forecastCurrencyYieldCurveIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
forecastCurrencyYieldCurveIDRef = item.Attributes["href"].Name;
}
else
{
forecastCurrencyYieldCurve = new PricingStructureReference(item);
}
}
}
XmlNodeList spotRateNodeList = xmlNode.SelectNodes("spotRate");
if (spotRateNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in spotRateNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
spotRateIDRef = item.Attributes["id"].Name;
FxRateSet ob = FxRateSet();
IDManager.SetID(spotRateIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
spotRateIDRef = item.Attributes["href"].Name;
}
else
{
spotRate = new FxRateSet(item);
}
}
}
XmlNodeList fxForwardCurveNodeList = xmlNode.SelectNodes("fxForwardCurve");
if (fxForwardCurveNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in fxForwardCurveNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
fxForwardCurveIDRef = item.Attributes["id"].Name;
TermCurve ob = TermCurve();
IDManager.SetID(fxForwardCurveIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
fxForwardCurveIDRef = item.Attributes["href"].Name;
}
else
{
fxForwardCurve = new TermCurve(item);
}
}
}
XmlNodeList fxForwardPointsCurveNodeList = xmlNode.SelectNodes("fxForwardPointsCurve");
if (fxForwardPointsCurveNodeList.Count > 1 )
{
throw new Exception();
}
foreach (XmlNode item in fxForwardPointsCurveNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
fxForwardPointsCurveIDRef = item.Attributes["id"].Name;
TermCurve ob = TermCurve();
IDManager.SetID(fxForwardPointsCurveIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
fxForwardPointsCurveIDRef = item.Attributes["href"].Name;
}
else
{
fxForwardPointsCurve = new TermCurve(item);
}
}
}
}
public FxCurveValuation(XmlNode xmlNode)
: base(xmlNode)
{
XmlNode settlementCurrencyYieldCurveNode = xmlNode.SelectSingleNode("settlementCurrencyYieldCurve");
if (settlementCurrencyYieldCurveNode != null)
{
if (settlementCurrencyYieldCurveNode.Attributes["href"] != null || settlementCurrencyYieldCurveNode.Attributes["id"] != null)
{
if (settlementCurrencyYieldCurveNode.Attributes["id"] != null)
{
settlementCurrencyYieldCurveIDRef_ = settlementCurrencyYieldCurveNode.Attributes["id"].Value;
PricingStructureReference ob = new PricingStructureReference(settlementCurrencyYieldCurveNode);
IDManager.SetID(settlementCurrencyYieldCurveIDRef_, ob);
}
else if (settlementCurrencyYieldCurveNode.Attributes["href"] != null)
{
settlementCurrencyYieldCurveIDRef_ = settlementCurrencyYieldCurveNode.Attributes["href"].Value;
}
else
{
settlementCurrencyYieldCurve_ = new PricingStructureReference(settlementCurrencyYieldCurveNode);
}
}
else
{
settlementCurrencyYieldCurve_ = new PricingStructureReference(settlementCurrencyYieldCurveNode);
}
}
XmlNode forecastCurrencyYieldCurveNode = xmlNode.SelectSingleNode("forecastCurrencyYieldCurve");
if (forecastCurrencyYieldCurveNode != null)
{
if (forecastCurrencyYieldCurveNode.Attributes["href"] != null || forecastCurrencyYieldCurveNode.Attributes["id"] != null)
{
if (forecastCurrencyYieldCurveNode.Attributes["id"] != null)
{
forecastCurrencyYieldCurveIDRef_ = forecastCurrencyYieldCurveNode.Attributes["id"].Value;
PricingStructureReference ob = new PricingStructureReference(forecastCurrencyYieldCurveNode);
IDManager.SetID(forecastCurrencyYieldCurveIDRef_, ob);
}
else if (forecastCurrencyYieldCurveNode.Attributes["href"] != null)
{
forecastCurrencyYieldCurveIDRef_ = forecastCurrencyYieldCurveNode.Attributes["href"].Value;
}
else
{
forecastCurrencyYieldCurve_ = new PricingStructureReference(forecastCurrencyYieldCurveNode);
}
}
else
{
forecastCurrencyYieldCurve_ = new PricingStructureReference(forecastCurrencyYieldCurveNode);
}
}
XmlNode spotRateNode = xmlNode.SelectSingleNode("spotRate");
if (spotRateNode != null)
{
if (spotRateNode.Attributes["href"] != null || spotRateNode.Attributes["id"] != null)
{
if (spotRateNode.Attributes["id"] != null)
{
spotRateIDRef_ = spotRateNode.Attributes["id"].Value;
FxRateSet ob = new FxRateSet(spotRateNode);
IDManager.SetID(spotRateIDRef_, ob);
}
else if (spotRateNode.Attributes["href"] != null)
{
spotRateIDRef_ = spotRateNode.Attributes["href"].Value;
}
else
{
spotRate_ = new FxRateSet(spotRateNode);
}
}
else
{
spotRate_ = new FxRateSet(spotRateNode);
}
}
XmlNode fxForwardCurveNode = xmlNode.SelectSingleNode("fxForwardCurve");
if (fxForwardCurveNode != null)
{
if (fxForwardCurveNode.Attributes["href"] != null || fxForwardCurveNode.Attributes["id"] != null)
{
if (fxForwardCurveNode.Attributes["id"] != null)
{
fxForwardCurveIDRef_ = fxForwardCurveNode.Attributes["id"].Value;
TermCurve ob = new TermCurve(fxForwardCurveNode);
IDManager.SetID(fxForwardCurveIDRef_, ob);
}
else if (fxForwardCurveNode.Attributes["href"] != null)
{
fxForwardCurveIDRef_ = fxForwardCurveNode.Attributes["href"].Value;
}
else
{
fxForwardCurve_ = new TermCurve(fxForwardCurveNode);
}
}
else
{
fxForwardCurve_ = new TermCurve(fxForwardCurveNode);
}
}
XmlNode fxForwardPointsCurveNode = xmlNode.SelectSingleNode("fxForwardPointsCurve");
if (fxForwardPointsCurveNode != null)
{
if (fxForwardPointsCurveNode.Attributes["href"] != null || fxForwardPointsCurveNode.Attributes["id"] != null)
{
if (fxForwardPointsCurveNode.Attributes["id"] != null)
{
fxForwardPointsCurveIDRef_ = fxForwardPointsCurveNode.Attributes["id"].Value;
TermCurve ob = new TermCurve(fxForwardPointsCurveNode);
IDManager.SetID(fxForwardPointsCurveIDRef_, ob);
}
else if (fxForwardPointsCurveNode.Attributes["href"] != null)
{
fxForwardPointsCurveIDRef_ = fxForwardPointsCurveNode.Attributes["href"].Value;
}
else
{
fxForwardPointsCurve_ = new TermCurve(fxForwardPointsCurveNode);
}
}
else
{
fxForwardPointsCurve_ = new TermCurve(fxForwardPointsCurveNode);
}
}
}
public FxCurveValuation(XmlNode xmlNode)
: base(xmlNode)
{
XmlNode settlementCurrencyYieldCurveNode = xmlNode.SelectSingleNode("settlementCurrencyYieldCurve");
if (settlementCurrencyYieldCurveNode != null)
{
if (settlementCurrencyYieldCurveNode.Attributes["href"] != null || settlementCurrencyYieldCurveNode.Attributes["id"] != null)
{
if (settlementCurrencyYieldCurveNode.Attributes["id"] != null)
{
settlementCurrencyYieldCurveIDRef_ = settlementCurrencyYieldCurveNode.Attributes["id"].Value;
PricingStructureReference ob = new PricingStructureReference(settlementCurrencyYieldCurveNode);
IDManager.SetID(settlementCurrencyYieldCurveIDRef_, ob);
}
else if (settlementCurrencyYieldCurveNode.Attributes["href"] != null)
{
settlementCurrencyYieldCurveIDRef_ = settlementCurrencyYieldCurveNode.Attributes["href"].Value;
}
else
{
settlementCurrencyYieldCurve_ = new PricingStructureReference(settlementCurrencyYieldCurveNode);
}
}
else
{
settlementCurrencyYieldCurve_ = new PricingStructureReference(settlementCurrencyYieldCurveNode);
}
}
XmlNode forecastCurrencyYieldCurveNode = xmlNode.SelectSingleNode("forecastCurrencyYieldCurve");
if (forecastCurrencyYieldCurveNode != null)
{
if (forecastCurrencyYieldCurveNode.Attributes["href"] != null || forecastCurrencyYieldCurveNode.Attributes["id"] != null)
{
if (forecastCurrencyYieldCurveNode.Attributes["id"] != null)
{
forecastCurrencyYieldCurveIDRef_ = forecastCurrencyYieldCurveNode.Attributes["id"].Value;
PricingStructureReference ob = new PricingStructureReference(forecastCurrencyYieldCurveNode);
IDManager.SetID(forecastCurrencyYieldCurveIDRef_, ob);
}
else if (forecastCurrencyYieldCurveNode.Attributes["href"] != null)
{
forecastCurrencyYieldCurveIDRef_ = forecastCurrencyYieldCurveNode.Attributes["href"].Value;
}
else
{
forecastCurrencyYieldCurve_ = new PricingStructureReference(forecastCurrencyYieldCurveNode);
}
}
else
{
forecastCurrencyYieldCurve_ = new PricingStructureReference(forecastCurrencyYieldCurveNode);
}
}
XmlNode spotRateNode = xmlNode.SelectSingleNode("spotRate");
if (spotRateNode != null)
{
if (spotRateNode.Attributes["href"] != null || spotRateNode.Attributes["id"] != null)
{
if (spotRateNode.Attributes["id"] != null)
{
spotRateIDRef_ = spotRateNode.Attributes["id"].Value;
FxRateSet ob = new FxRateSet(spotRateNode);
IDManager.SetID(spotRateIDRef_, ob);
}
else if (spotRateNode.Attributes["href"] != null)
{
spotRateIDRef_ = spotRateNode.Attributes["href"].Value;
}
else
{
spotRate_ = new FxRateSet(spotRateNode);
}
}
else
{
spotRate_ = new FxRateSet(spotRateNode);
}
}
XmlNode fxForwardCurveNode = xmlNode.SelectSingleNode("fxForwardCurve");
if (fxForwardCurveNode != null)
{
if (fxForwardCurveNode.Attributes["href"] != null || fxForwardCurveNode.Attributes["id"] != null)
{
if (fxForwardCurveNode.Attributes["id"] != null)
{
fxForwardCurveIDRef_ = fxForwardCurveNode.Attributes["id"].Value;
TermCurve ob = new TermCurve(fxForwardCurveNode);
IDManager.SetID(fxForwardCurveIDRef_, ob);
}
else if (fxForwardCurveNode.Attributes["href"] != null)
{
fxForwardCurveIDRef_ = fxForwardCurveNode.Attributes["href"].Value;
}
else
{
fxForwardCurve_ = new TermCurve(fxForwardCurveNode);
}
}
else
{
fxForwardCurve_ = new TermCurve(fxForwardCurveNode);
}
}
XmlNode fxForwardPointsCurveNode = xmlNode.SelectSingleNode("fxForwardPointsCurve");
if (fxForwardPointsCurveNode != null)
{
if (fxForwardPointsCurveNode.Attributes["href"] != null || fxForwardPointsCurveNode.Attributes["id"] != null)
{
if (fxForwardPointsCurveNode.Attributes["id"] != null)
{
fxForwardPointsCurveIDRef_ = fxForwardPointsCurveNode.Attributes["id"].Value;
TermCurve ob = new TermCurve(fxForwardPointsCurveNode);
IDManager.SetID(fxForwardPointsCurveIDRef_, ob);
}
else if (fxForwardPointsCurveNode.Attributes["href"] != null)
{
fxForwardPointsCurveIDRef_ = fxForwardPointsCurveNode.Attributes["href"].Value;
}
else
{
fxForwardPointsCurve_ = new TermCurve(fxForwardPointsCurveNode);
}
}
else
{
fxForwardPointsCurve_ = new TermCurve(fxForwardPointsCurveNode);
}
}
}
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 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 FxCurveValuation(XmlNode xmlNode)
: base(xmlNode)
{
XmlNodeList settlementCurrencyYieldCurveNodeList = xmlNode.SelectNodes("settlementCurrencyYieldCurve");
if (settlementCurrencyYieldCurveNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in settlementCurrencyYieldCurveNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
settlementCurrencyYieldCurveIDRef = item.Attributes["id"].Name;
PricingStructureReference ob = PricingStructureReference();
IDManager.SetID(settlementCurrencyYieldCurveIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
settlementCurrencyYieldCurveIDRef = item.Attributes["href"].Name;
}
else
{
settlementCurrencyYieldCurve = new PricingStructureReference(item);
}
}
}
XmlNodeList forecastCurrencyYieldCurveNodeList = xmlNode.SelectNodes("forecastCurrencyYieldCurve");
if (forecastCurrencyYieldCurveNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in forecastCurrencyYieldCurveNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
forecastCurrencyYieldCurveIDRef = item.Attributes["id"].Name;
PricingStructureReference ob = PricingStructureReference();
IDManager.SetID(forecastCurrencyYieldCurveIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
forecastCurrencyYieldCurveIDRef = item.Attributes["href"].Name;
}
else
{
forecastCurrencyYieldCurve = new PricingStructureReference(item);
}
}
}
XmlNodeList spotRateNodeList = xmlNode.SelectNodes("spotRate");
if (spotRateNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in spotRateNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
spotRateIDRef = item.Attributes["id"].Name;
FxRateSet ob = FxRateSet();
IDManager.SetID(spotRateIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
spotRateIDRef = item.Attributes["href"].Name;
}
else
{
spotRate = new FxRateSet(item);
}
}
}
XmlNodeList fxForwardCurveNodeList = xmlNode.SelectNodes("fxForwardCurve");
if (fxForwardCurveNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in fxForwardCurveNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
fxForwardCurveIDRef = item.Attributes["id"].Name;
TermCurve ob = TermCurve();
IDManager.SetID(fxForwardCurveIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
fxForwardCurveIDRef = item.Attributes["href"].Name;
}
else
{
fxForwardCurve = new TermCurve(item);
}
}
}
XmlNodeList fxForwardPointsCurveNodeList = xmlNode.SelectNodes("fxForwardPointsCurve");
if (fxForwardPointsCurveNodeList.Count > 1)
{
throw new Exception();
}
foreach (XmlNode item in fxForwardPointsCurveNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] == null)
{
if (item.Attributes["id"] != null)
{
fxForwardPointsCurveIDRef = item.Attributes["id"].Name;
TermCurve ob = TermCurve();
IDManager.SetID(fxForwardPointsCurveIDRef, ob);
}
else if (item.Attributes.ToString() == "href")
{
fxForwardPointsCurveIDRef = item.Attributes["href"].Name;
}
else
{
fxForwardPointsCurve = new TermCurve(item);
}
}
}
}
