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) { 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) { 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); } } } }