C# (CSharp) FpmlSerializedCSharp FittingYieldCurve 예제들

예제 #1

파일: ForwardModel.cs 프로젝트: minikie/OTCDerivativesCalculatorModule

 public ForwardModel(XmlNode xmlNode)
 : base(xmlNode)
 {
     XmlNode tenorNode = xmlNode.SelectSingleNode("tenor");
     
     if (tenorNode != null)
     {
         if (tenorNode.Attributes["href"] != null || tenorNode.Attributes["id"] != null) 
         {
             if (tenorNode.Attributes["id"] != null) 
             {
                 tenorIDRef_ = tenorNode.Attributes["id"].Value;
                 Tenor ob = new Tenor(tenorNode);
                 IDManager.SetID(tenorIDRef_, ob);
             }
             else if (tenorNode.Attributes["href"] != null)
             {
                 tenorIDRef_ = tenorNode.Attributes["href"].Value;
             }
             else
             {
                 tenor_ = new Tenor(tenorNode);
             }
         }
         else
         {
             tenor_ = new Tenor(tenorNode);
         }
     }
     
 
     XmlNode fittingYieldCurveNode = xmlNode.SelectSingleNode("fittingYieldCurve");
     
     if (fittingYieldCurveNode != null)
     {
         if (fittingYieldCurveNode.Attributes["href"] != null || fittingYieldCurveNode.Attributes["id"] != null) 
         {
             if (fittingYieldCurveNode.Attributes["id"] != null) 
             {
                 fittingYieldCurveIDRef_ = fittingYieldCurveNode.Attributes["id"].Value;
                 FittingYieldCurve ob = new FittingYieldCurve(fittingYieldCurveNode);
                 IDManager.SetID(fittingYieldCurveIDRef_, ob);
             }
             else if (fittingYieldCurveNode.Attributes["href"] != null)
             {
                 fittingYieldCurveIDRef_ = fittingYieldCurveNode.Attributes["href"].Value;
             }
             else
             {
                 fittingYieldCurve_ = new FittingYieldCurve(fittingYieldCurveNode);
             }
         }
         else
         {
             fittingYieldCurve_ = new FittingYieldCurve(fittingYieldCurveNode);
         }
     }
     
 
 }

예제 #2

파일: ForwardModel.cs 프로젝트: minikie/OTCDerivativesCalculatorModule

        public ForwardModel(XmlNode xmlNode)
            : base(xmlNode)
        {
            XmlNode tenorNode = xmlNode.SelectSingleNode("tenor");

            if (tenorNode != null)
            {
                if (tenorNode.Attributes["href"] != null || tenorNode.Attributes["id"] != null)
                {
                    if (tenorNode.Attributes["id"] != null)
                    {
                        tenorIDRef_ = tenorNode.Attributes["id"].Value;
                        Tenor ob = new Tenor(tenorNode);
                        IDManager.SetID(tenorIDRef_, ob);
                    }
                    else if (tenorNode.Attributes["href"] != null)
                    {
                        tenorIDRef_ = tenorNode.Attributes["href"].Value;
                    }
                    else
                    {
                        tenor_ = new Tenor(tenorNode);
                    }
                }
                else
                {
                    tenor_ = new Tenor(tenorNode);
                }
            }


            XmlNode fittingYieldCurveNode = xmlNode.SelectSingleNode("fittingYieldCurve");

            if (fittingYieldCurveNode != null)
            {
                if (fittingYieldCurveNode.Attributes["href"] != null || fittingYieldCurveNode.Attributes["id"] != null)
                {
                    if (fittingYieldCurveNode.Attributes["id"] != null)
                    {
                        fittingYieldCurveIDRef_ = fittingYieldCurveNode.Attributes["id"].Value;
                        FittingYieldCurve ob = new FittingYieldCurve(fittingYieldCurveNode);
                        IDManager.SetID(fittingYieldCurveIDRef_, ob);
                    }
                    else if (fittingYieldCurveNode.Attributes["href"] != null)
                    {
                        fittingYieldCurveIDRef_ = fittingYieldCurveNode.Attributes["href"].Value;
                    }
                    else
                    {
                        fittingYieldCurve_ = new FittingYieldCurve(fittingYieldCurveNode);
                    }
                }
                else
                {
                    fittingYieldCurve_ = new FittingYieldCurve(fittingYieldCurveNode);
                }
            }
        }

예제 #3

        public HullWhiteOneFactor(XmlNode xmlNode)
            : base(xmlNode)
        {
            XmlNode alphaNode = xmlNode.SelectSingleNode("alpha");

            if (alphaNode != null)
            {
                if (alphaNode.Attributes["href"] != null || alphaNode.Attributes["id"] != null)
                {
                    if (alphaNode.Attributes["id"] != null)
                    {
                        alphaIDRef_ = alphaNode.Attributes["id"].Value;
                        XsdTypeDouble ob = new XsdTypeDouble(alphaNode);
                        IDManager.SetID(alphaIDRef_, ob);
                    }
                    else if (alphaNode.Attributes["href"] != null)
                    {
                        alphaIDRef_ = alphaNode.Attributes["href"].Value;
                    }
                    else
                    {
                        alpha_ = new XsdTypeDouble(alphaNode);
                    }
                }
                else
                {
                    alpha_ = new XsdTypeDouble(alphaNode);
                }
            }


            XmlNode sigmaNode = xmlNode.SelectSingleNode("sigma");

            if (sigmaNode != null)
            {
                if (sigmaNode.Attributes["href"] != null || sigmaNode.Attributes["id"] != null)
                {
                    if (sigmaNode.Attributes["id"] != null)
                    {
                        sigmaIDRef_ = sigmaNode.Attributes["id"].Value;
                        XsdTypeDouble ob = new XsdTypeDouble(sigmaNode);
                        IDManager.SetID(sigmaIDRef_, ob);
                    }
                    else if (sigmaNode.Attributes["href"] != null)
                    {
                        sigmaIDRef_ = sigmaNode.Attributes["href"].Value;
                    }
                    else
                    {
                        sigma_ = new XsdTypeDouble(sigmaNode);
                    }
                }
                else
                {
                    sigma_ = new XsdTypeDouble(sigmaNode);
                }
            }


            XmlNode tenorNode = xmlNode.SelectSingleNode("tenor");

            if (tenorNode != null)
            {
                if (tenorNode.Attributes["href"] != null || tenorNode.Attributes["id"] != null)
                {
                    if (tenorNode.Attributes["id"] != null)
                    {
                        tenorIDRef_ = tenorNode.Attributes["id"].Value;
                        Tenor ob = new Tenor(tenorNode);
                        IDManager.SetID(tenorIDRef_, ob);
                    }
                    else if (tenorNode.Attributes["href"] != null)
                    {
                        tenorIDRef_ = tenorNode.Attributes["href"].Value;
                    }
                    else
                    {
                        tenor_ = new Tenor(tenorNode);
                    }
                }
                else
                {
                    tenor_ = new Tenor(tenorNode);
                }
            }


            XmlNode fittingYieldCurveNode = xmlNode.SelectSingleNode("fittingYieldCurve");

            if (fittingYieldCurveNode != null)
            {
                if (fittingYieldCurveNode.Attributes["href"] != null || fittingYieldCurveNode.Attributes["id"] != null)
                {
                    if (fittingYieldCurveNode.Attributes["id"] != null)
                    {
                        fittingYieldCurveIDRef_ = fittingYieldCurveNode.Attributes["id"].Value;
                        FittingYieldCurve ob = new FittingYieldCurve(fittingYieldCurveNode);
                        IDManager.SetID(fittingYieldCurveIDRef_, ob);
                    }
                    else if (fittingYieldCurveNode.Attributes["href"] != null)
                    {
                        fittingYieldCurveIDRef_ = fittingYieldCurveNode.Attributes["href"].Value;
                    }
                    else
                    {
                        fittingYieldCurve_ = new FittingYieldCurve(fittingYieldCurveNode);
                    }
                }
                else
                {
                    fittingYieldCurve_ = new FittingYieldCurve(fittingYieldCurveNode);
                }
            }
        }

예제 #4

파일: HullWhiteOneFactor.cs 프로젝트: minikie/OTCDerivativesCalculatorModule

 public HullWhiteOneFactor(XmlNode xmlNode)
 : base(xmlNode)
 {
     XmlNode alphaNode = xmlNode.SelectSingleNode("alpha");
     
     if (alphaNode != null)
     {
         if (alphaNode.Attributes["href"] != null || alphaNode.Attributes["id"] != null) 
         {
             if (alphaNode.Attributes["id"] != null) 
             {
                 alphaIDRef_ = alphaNode.Attributes["id"].Value;
                 XsdTypeDouble ob = new XsdTypeDouble(alphaNode);
                 IDManager.SetID(alphaIDRef_, ob);
             }
             else if (alphaNode.Attributes["href"] != null)
             {
                 alphaIDRef_ = alphaNode.Attributes["href"].Value;
             }
             else
             {
                 alpha_ = new XsdTypeDouble(alphaNode);
             }
         }
         else
         {
             alpha_ = new XsdTypeDouble(alphaNode);
         }
     }
     
 
     XmlNode sigmaNode = xmlNode.SelectSingleNode("sigma");
     
     if (sigmaNode != null)
     {
         if (sigmaNode.Attributes["href"] != null || sigmaNode.Attributes["id"] != null) 
         {
             if (sigmaNode.Attributes["id"] != null) 
             {
                 sigmaIDRef_ = sigmaNode.Attributes["id"].Value;
                 XsdTypeDouble ob = new XsdTypeDouble(sigmaNode);
                 IDManager.SetID(sigmaIDRef_, ob);
             }
             else if (sigmaNode.Attributes["href"] != null)
             {
                 sigmaIDRef_ = sigmaNode.Attributes["href"].Value;
             }
             else
             {
                 sigma_ = new XsdTypeDouble(sigmaNode);
             }
         }
         else
         {
             sigma_ = new XsdTypeDouble(sigmaNode);
         }
     }
     
 
     XmlNode tenorNode = xmlNode.SelectSingleNode("tenor");
     
     if (tenorNode != null)
     {
         if (tenorNode.Attributes["href"] != null || tenorNode.Attributes["id"] != null) 
         {
             if (tenorNode.Attributes["id"] != null) 
             {
                 tenorIDRef_ = tenorNode.Attributes["id"].Value;
                 Tenor ob = new Tenor(tenorNode);
                 IDManager.SetID(tenorIDRef_, ob);
             }
             else if (tenorNode.Attributes["href"] != null)
             {
                 tenorIDRef_ = tenorNode.Attributes["href"].Value;
             }
             else
             {
                 tenor_ = new Tenor(tenorNode);
             }
         }
         else
         {
             tenor_ = new Tenor(tenorNode);
         }
     }
     
 
     XmlNode fittingYieldCurveNode = xmlNode.SelectSingleNode("fittingYieldCurve");
     
     if (fittingYieldCurveNode != null)
     {
         if (fittingYieldCurveNode.Attributes["href"] != null || fittingYieldCurveNode.Attributes["id"] != null) 
         {
             if (fittingYieldCurveNode.Attributes["id"] != null) 
             {
                 fittingYieldCurveIDRef_ = fittingYieldCurveNode.Attributes["id"].Value;
                 FittingYieldCurve ob = new FittingYieldCurve(fittingYieldCurveNode);
                 IDManager.SetID(fittingYieldCurveIDRef_, ob);
             }
             else if (fittingYieldCurveNode.Attributes["href"] != null)
             {
                 fittingYieldCurveIDRef_ = fittingYieldCurveNode.Attributes["href"].Value;
             }
             else
             {
                 fittingYieldCurve_ = new FittingYieldCurve(fittingYieldCurveNode);
             }
         }
         else
         {
             fittingYieldCurve_ = new FittingYieldCurve(fittingYieldCurveNode);
         }
     }
     
 
 }