public static Swaption Create(Swap swap, Money premium, string premiumPayer, string premiumReceiver, AdjustableDate paymentDate, AdjustableDate expirationDate, DateTime earliestExerciseTime, DateTime expirationTime, bool automaticExercise) { var swaption = new Swaption { swap = swap, premium = new[] { new Payment() } }; swaption.buyerPartyReference = PartyOrTradeSideReferenceHelper.ToPartyOrTradeSideReference(premiumPayer); swaption.sellerPartyReference = PartyOrTradeSideReferenceHelper.ToPartyOrTradeSideReference(premiumReceiver); swaption.premium[0].paymentAmount = premium; swaption.premium[0].paymentDate = paymentDate; swaption.premium[0].payerPartyReference = PartyOrAccountReferenceFactory.Create(premiumPayer); swaption.premium[0].receiverPartyReference = PartyOrAccountReferenceFactory.Create(premiumReceiver); var europeanExercise = new EuropeanExercise { expirationDate = new AdjustableOrRelativeDate(), earliestExerciseTime = BusinessCenterTimeHelper.Create(earliestExerciseTime), expirationTime = BusinessCenterTimeHelper.Create(expirationTime) }; europeanExercise.expirationDate.Item = expirationDate; swaption.exerciseProcedure = new ExerciseProcedure(); if (automaticExercise) { XsdClassesFieldResolver.ExerciseProcedure_SetAutomaticExercise(swaption.exerciseProcedure, new AutomaticExercise()); } else//manual exercise { XsdClassesFieldResolver.ExerciseProcedure_SetManualExercise(swaption.exerciseProcedure, new ManualExercise()); } XsdClassesFieldResolver.Swaption_SetEuropeanExercise(swaption, europeanExercise); return(swaption); }
public static Payment Create(String payerPartyReference, String receiverPartyReference, String currency, Decimal paymentAmount) { var payment = new Payment { payerPartyReference = PartyOrAccountReferenceFactory.Create(payerPartyReference), paymentAmount = new Money { amount = paymentAmount, currency = new Currency { Value = currency } }, receiverPartyReference = PartyOrAccountReferenceFactory.Create(receiverPartyReference) }; return(payment); }
public static Payment Create(string identifier, bool pay, Money paymentAmount, DateTime adjustedPaymentDate, PaymentType paymentType, decimal discountFactor, Money presentValueAmount) { var payment = new Payment(); var result = new IdentifiedDate { Value = adjustedPaymentDate }; payment.adjustedPaymentDate = result; payment.discountFactor = discountFactor; payment.discountFactorSpecified = true; payment.href = identifier; payment.payerPartyReference = (pay) ? PartyOrAccountReferenceFactory.Create("CBA") : PartyOrAccountReferenceFactory.Create(""); payment.paymentAmount = paymentAmount; payment.paymentType = paymentType; payment.presentValueAmount = presentValueAmount; payment.receiverPartyReference = (pay) ? PartyOrAccountReferenceFactory.Create("") : PartyOrAccountReferenceFactory.Create("CBA"); return(payment); }
public static Payment Create(String payerPartyReference, String receiverPartyReference, String currency, Decimal paymentAmount, DateTime valueDate) { var payment = new Payment { adjustedPaymentDate = new IdentifiedDate { Value = valueDate }, payerPartyReference = PartyOrAccountReferenceFactory.Create(payerPartyReference), paymentAmount = new Money { amount = paymentAmount, currency = new Currency { Value = currency } }, receiverPartyReference = PartyOrAccountReferenceFactory.Create(receiverPartyReference) }; return(payment); }
public static void SetPayerAndReceiver(InterestRateStream stream, string payer, string receiver) { stream.payerPartyReference = PartyOrAccountReferenceFactory.Create(payer); stream.receiverPartyReference = PartyOrAccountReferenceFactory.Create(receiver); }