public static FloatingRateCalculation Create(string floatingRateIndex, string indexTenor, decimal spreadInitialValue)
{
FloatingRateCalculation result = new FloatingRateCalculation();
result.floatingRateIndex = FloatingRateIndexHelper.Parse(floatingRateIndex);
result.indexTenor = PeriodHelper.Parse(indexTenor);
result.spreadSchedule = new SpreadSchedule[] { SpreadScheduleFactory.Create(spreadInitialValue) };
return(result);
}
public static RateIndex Parse(string floatingRateIndex,
string currency,
string dayCountFraction)
{
var rateIndex = new RateIndex
{
currency = new IdentifiedCurrency()
{
Value = currency
},
dayCountFraction = DayCountFractionHelper.Parse(dayCountFraction),
floatingRateIndex = FloatingRateIndexHelper.Parse(floatingRateIndex),
};
return(rateIndex);
}
public static RateIndex Parse(string instrumentId,
string floatingRateIndex,
string currency,
string dayCountFraction,
string paymentFrequency,
string term)
{
var rateIndex = new RateIndex
{
currency = new IdentifiedCurrency()
{
Value = currency
},
dayCountFraction = DayCountFractionHelper.Parse(dayCountFraction),
floatingRateIndex = FloatingRateIndexHelper.Parse(floatingRateIndex),
id = instrumentId,
instrumentId = InstrumentIdArrayHelper.Parse(instrumentId),
paymentFrequency = PeriodHelper.Parse(paymentFrequency),
term = PeriodHelper.Parse(term)
};
return(rateIndex);
}