///<summary> /// Gets all the Forecast curve name. ///</summary> ///<returns></returns> public static string GetRateVolatilityMatrixName(Swap swap) { AdjustableDate adjustableEffectiveDate = XsdClassesFieldResolver.CalculationPeriodDatesGetEffectiveDate(swap.swapStream[0].calculationPeriodDates); AdjustableDate adjustableTerminationDate = XsdClassesFieldResolver.CalculationPeriodDatesGetTerminationDate(swap.swapStream[0].calculationPeriodDates); var years = adjustableTerminationDate.unadjustedDate.Value.Year - adjustableEffectiveDate.unadjustedDate.Value.Year; var calculation = (Calculation)swap.swapStream[0].calculationPeriodAmount.Item; var notional = XsdClassesFieldResolver.CalculationGetNotionalSchedule(calculation); var currency = notional.notionalStepSchedule.currency.Value; return("RateVolatilityMatrix." + currency + "-IRSwap-" + years + "Y"); }