public DefaultProbabilityCurve(XmlNode xmlNode) : base(xmlNode) { XmlNodeList baseYieldCurveNodeList = xmlNode.SelectNodes("baseYieldCurve"); if (baseYieldCurveNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in baseYieldCurveNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { baseYieldCurveIDRef = item.Attributes["id"].Name; PricingStructureReference ob = PricingStructureReference(); IDManager.SetID(baseYieldCurveIDRef, ob); } else if (item.Attributes.ToString() == "href") { baseYieldCurveIDRef = item.Attributes["href"].Name; } else { baseYieldCurve = new PricingStructureReference(item); } } } XmlNodeList defaultProbabilitiesNodeList = xmlNode.SelectNodes("defaultProbabilities"); if (defaultProbabilitiesNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in defaultProbabilitiesNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { defaultProbabilitiesIDRef = item.Attributes["id"].Name; TermCurve ob = TermCurve(); IDManager.SetID(defaultProbabilitiesIDRef, ob); } else if (item.Attributes.ToString() == "href") { defaultProbabilitiesIDRef = item.Attributes["href"].Name; } else { defaultProbabilities = new TermCurve(item); } } } }
public DefaultProbabilityCurve(XmlNode xmlNode) : base(xmlNode) { XmlNodeList baseYieldCurveNodeList = xmlNode.SelectNodes("baseYieldCurve"); if (baseYieldCurveNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in baseYieldCurveNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { baseYieldCurveIDRef = item.Attributes["id"].Name; PricingStructureReference ob = PricingStructureReference(); IDManager.SetID(baseYieldCurveIDRef, ob); } else if (item.Attributes.ToString() == "href") { baseYieldCurveIDRef = item.Attributes["href"].Name; } else { baseYieldCurve = new PricingStructureReference(item); } } } XmlNodeList defaultProbabilitiesNodeList = xmlNode.SelectNodes("defaultProbabilities"); if (defaultProbabilitiesNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in defaultProbabilitiesNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { defaultProbabilitiesIDRef = item.Attributes["id"].Name; TermCurve ob = TermCurve(); IDManager.SetID(defaultProbabilitiesIDRef, ob); } else if (item.Attributes.ToString() == "href") { defaultProbabilitiesIDRef = item.Attributes["href"].Name; } else { defaultProbabilities = new TermCurve(item); } } } }
public PricingMethod(XmlNode xmlNode) { XmlNodeList assetReferenceNodeList = xmlNode.SelectNodes("assetReference"); if (assetReferenceNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in assetReferenceNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { assetReferenceIDRef = item.Attributes["id"].Name; AnyAssetReference ob = AnyAssetReference(); IDManager.SetID(assetReferenceIDRef, ob); } else if (item.Attributes.ToString() == "href") { assetReferenceIDRef = item.Attributes["href"].Name; } else { assetReference = new AnyAssetReference(item); } } } XmlNodeList pricingInputReferenceNodeList = xmlNode.SelectNodes("pricingInputReference"); if (pricingInputReferenceNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in pricingInputReferenceNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { pricingInputReferenceIDRef = item.Attributes["id"].Name; PricingStructureReference ob = PricingStructureReference(); IDManager.SetID(pricingInputReferenceIDRef, ob); } else if (item.Attributes.ToString() == "href") { pricingInputReferenceIDRef = item.Attributes["href"].Name; } else { pricingInputReference = new PricingStructureReference(item); } } } }
public PricingInputReplacement(XmlNode xmlNode) { XmlNodeList originalInputReferenceNodeList = xmlNode.SelectNodes("originalInputReference"); if (originalInputReferenceNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in originalInputReferenceNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { originalInputReferenceIDRef = item.Attributes["id"].Name; PricingStructureReference ob = PricingStructureReference(); IDManager.SetID(originalInputReferenceIDRef, ob); } else if (item.Attributes.ToString() == "href") { originalInputReferenceIDRef = item.Attributes["href"].Name; } else { originalInputReference = new PricingStructureReference(item); } } } XmlNodeList replacementInputReferenceNodeList = xmlNode.SelectNodes("replacementInputReference"); if (replacementInputReferenceNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in replacementInputReferenceNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { replacementInputReferenceIDRef = item.Attributes["id"].Name; PricingStructureReference ob = PricingStructureReference(); IDManager.SetID(replacementInputReferenceIDRef, ob); } else if (item.Attributes.ToString() == "href") { replacementInputReferenceIDRef = item.Attributes["href"].Name; } else { replacementInputReference = new PricingStructureReference(item); } } } }
public PricingInputReplacement(XmlNode xmlNode) { XmlNodeList originalInputReferenceNodeList = xmlNode.SelectNodes("originalInputReference"); if (originalInputReferenceNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in originalInputReferenceNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { originalInputReferenceIDRef = item.Attributes["id"].Name; PricingStructureReference ob = PricingStructureReference(); IDManager.SetID(originalInputReferenceIDRef, ob); } else if (item.Attributes.ToString() == "href") { originalInputReferenceIDRef = item.Attributes["href"].Name; } else { originalInputReference = new PricingStructureReference(item); } } } XmlNodeList replacementInputReferenceNodeList = xmlNode.SelectNodes("replacementInputReference"); if (replacementInputReferenceNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in replacementInputReferenceNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { replacementInputReferenceIDRef = item.Attributes["id"].Name; PricingStructureReference ob = PricingStructureReference(); IDManager.SetID(replacementInputReferenceIDRef, ob); } else if (item.Attributes.ToString() == "href") { replacementInputReferenceIDRef = item.Attributes["href"].Name; } else { replacementInputReference = new PricingStructureReference(item); } } } }
public PricingMethod(XmlNode xmlNode) { XmlNode assetReferenceNode = xmlNode.SelectSingleNode("assetReference"); if (assetReferenceNode != null) { if (assetReferenceNode.Attributes["href"] != null || assetReferenceNode.Attributes["id"] != null) { if (assetReferenceNode.Attributes["id"] != null) { assetReferenceIDRef_ = assetReferenceNode.Attributes["id"].Value; AnyAssetReference ob = new AnyAssetReference(assetReferenceNode); IDManager.SetID(assetReferenceIDRef_, ob); } else if (assetReferenceNode.Attributes["href"] != null) { assetReferenceIDRef_ = assetReferenceNode.Attributes["href"].Value; } else { assetReference_ = new AnyAssetReference(assetReferenceNode); } } else { assetReference_ = new AnyAssetReference(assetReferenceNode); } } XmlNode pricingInputReferenceNode = xmlNode.SelectSingleNode("pricingInputReference"); if (pricingInputReferenceNode != null) { if (pricingInputReferenceNode.Attributes["href"] != null || pricingInputReferenceNode.Attributes["id"] != null) { if (pricingInputReferenceNode.Attributes["id"] != null) { pricingInputReferenceIDRef_ = pricingInputReferenceNode.Attributes["id"].Value; PricingStructureReference ob = new PricingStructureReference(pricingInputReferenceNode); IDManager.SetID(pricingInputReferenceIDRef_, ob); } else if (pricingInputReferenceNode.Attributes["href"] != null) { pricingInputReferenceIDRef_ = pricingInputReferenceNode.Attributes["href"].Value; } else { pricingInputReference_ = new PricingStructureReference(pricingInputReferenceNode); } } else { pricingInputReference_ = new PricingStructureReference(pricingInputReferenceNode); } } }
public PricingInputReplacement(XmlNode xmlNode) { XmlNode originalInputReferenceNode = xmlNode.SelectSingleNode("originalInputReference"); if (originalInputReferenceNode != null) { if (originalInputReferenceNode.Attributes["href"] != null || originalInputReferenceNode.Attributes["id"] != null) { if (originalInputReferenceNode.Attributes["id"] != null) { originalInputReferenceIDRef_ = originalInputReferenceNode.Attributes["id"].Value; PricingStructureReference ob = new PricingStructureReference(originalInputReferenceNode); IDManager.SetID(originalInputReferenceIDRef_, ob); } else if (originalInputReferenceNode.Attributes["href"] != null) { originalInputReferenceIDRef_ = originalInputReferenceNode.Attributes["href"].Value; } else { originalInputReference_ = new PricingStructureReference(originalInputReferenceNode); } } else { originalInputReference_ = new PricingStructureReference(originalInputReferenceNode); } } XmlNode replacementInputReferenceNode = xmlNode.SelectSingleNode("replacementInputReference"); if (replacementInputReferenceNode != null) { if (replacementInputReferenceNode.Attributes["href"] != null || replacementInputReferenceNode.Attributes["id"] != null) { if (replacementInputReferenceNode.Attributes["id"] != null) { replacementInputReferenceIDRef_ = replacementInputReferenceNode.Attributes["id"].Value; PricingStructureReference ob = new PricingStructureReference(replacementInputReferenceNode); IDManager.SetID(replacementInputReferenceIDRef_, ob); } else if (replacementInputReferenceNode.Attributes["href"] != null) { replacementInputReferenceIDRef_ = replacementInputReferenceNode.Attributes["href"].Value; } else { replacementInputReference_ = new PricingStructureReference(replacementInputReferenceNode); } } else { replacementInputReference_ = new PricingStructureReference(replacementInputReferenceNode); } } }
public PricingMethod(XmlNode xmlNode) { XmlNodeList assetReferenceNodeList = xmlNode.SelectNodes("assetReference"); if (assetReferenceNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in assetReferenceNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { assetReferenceIDRef = item.Attributes["id"].Name; AnyAssetReference ob = AnyAssetReference(); IDManager.SetID(assetReferenceIDRef, ob); } else if (item.Attributes.ToString() == "href") { assetReferenceIDRef = item.Attributes["href"].Name; } else { assetReference = new AnyAssetReference(item); } } } XmlNodeList pricingInputReferenceNodeList = xmlNode.SelectNodes("pricingInputReference"); if (pricingInputReferenceNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in pricingInputReferenceNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { pricingInputReferenceIDRef = item.Attributes["id"].Name; PricingStructureReference ob = PricingStructureReference(); IDManager.SetID(pricingInputReferenceIDRef, ob); } else if (item.Attributes.ToString() == "href") { pricingInputReferenceIDRef = item.Attributes["href"].Name; } else { pricingInputReference = new PricingStructureReference(item); } } } }
public DefaultProbabilityCurve(XmlNode xmlNode) : base(xmlNode) { XmlNode baseYieldCurveNode = xmlNode.SelectSingleNode("baseYieldCurve"); if (baseYieldCurveNode != null) { if (baseYieldCurveNode.Attributes["href"] != null || baseYieldCurveNode.Attributes["id"] != null) { if (baseYieldCurveNode.Attributes["id"] != null) { baseYieldCurveIDRef_ = baseYieldCurveNode.Attributes["id"].Value; PricingStructureReference ob = new PricingStructureReference(baseYieldCurveNode); IDManager.SetID(baseYieldCurveIDRef_, ob); } else if (baseYieldCurveNode.Attributes["href"] != null) { baseYieldCurveIDRef_ = baseYieldCurveNode.Attributes["href"].Value; } else { baseYieldCurve_ = new PricingStructureReference(baseYieldCurveNode); } } else { baseYieldCurve_ = new PricingStructureReference(baseYieldCurveNode); } } XmlNode defaultProbabilitiesNode = xmlNode.SelectSingleNode("defaultProbabilities"); if (defaultProbabilitiesNode != null) { if (defaultProbabilitiesNode.Attributes["href"] != null || defaultProbabilitiesNode.Attributes["id"] != null) { if (defaultProbabilitiesNode.Attributes["id"] != null) { defaultProbabilitiesIDRef_ = defaultProbabilitiesNode.Attributes["id"].Value; TermCurve ob = new TermCurve(defaultProbabilitiesNode); IDManager.SetID(defaultProbabilitiesIDRef_, ob); } else if (defaultProbabilitiesNode.Attributes["href"] != null) { defaultProbabilitiesIDRef_ = defaultProbabilitiesNode.Attributes["href"].Value; } else { defaultProbabilities_ = new TermCurve(defaultProbabilitiesNode); } } else { defaultProbabilities_ = new TermCurve(defaultProbabilitiesNode); } } }
public DerivativeCalculationProcedure(XmlNode xmlNode) { XmlNode methodNode = xmlNode.SelectSingleNode("method"); if (methodNode != null) { if (methodNode.Attributes["href"] != null || methodNode.Attributes["id"] != null) { if (methodNode.Attributes["id"] != null) { methodIDRef_ = methodNode.Attributes["id"].Value; DerivativeCalculationMethod ob = new DerivativeCalculationMethod(methodNode); IDManager.SetID(methodIDRef_, ob); } else if (methodNode.Attributes["href"] != null) { methodIDRef_ = methodNode.Attributes["href"].Value; } else { method_ = new DerivativeCalculationMethod(methodNode); } } else { method_ = new DerivativeCalculationMethod(methodNode); } } XmlNode perturbationAmountNode = xmlNode.SelectSingleNode("perturbationAmount"); if (perturbationAmountNode != null) { if (perturbationAmountNode.Attributes["href"] != null || perturbationAmountNode.Attributes["id"] != null) { if (perturbationAmountNode.Attributes["id"] != null) { perturbationAmountIDRef_ = perturbationAmountNode.Attributes["id"].Value; XsdTypeDecimal ob = new XsdTypeDecimal(perturbationAmountNode); IDManager.SetID(perturbationAmountIDRef_, ob); } else if (perturbationAmountNode.Attributes["href"] != null) { perturbationAmountIDRef_ = perturbationAmountNode.Attributes["href"].Value; } else { perturbationAmount_ = new XsdTypeDecimal(perturbationAmountNode); } } else { perturbationAmount_ = new XsdTypeDecimal(perturbationAmountNode); } } XmlNode averagedNode = xmlNode.SelectSingleNode("averaged"); if (averagedNode != null) { if (averagedNode.Attributes["href"] != null || averagedNode.Attributes["id"] != null) { if (averagedNode.Attributes["id"] != null) { averagedIDRef_ = averagedNode.Attributes["id"].Value; XsdTypeBoolean ob = new XsdTypeBoolean(averagedNode); IDManager.SetID(averagedIDRef_, ob); } else if (averagedNode.Attributes["href"] != null) { averagedIDRef_ = averagedNode.Attributes["href"].Value; } else { averaged_ = new XsdTypeBoolean(averagedNode); } } else { averaged_ = new XsdTypeBoolean(averagedNode); } } XmlNode perturbationTypeNode = xmlNode.SelectSingleNode("perturbationType"); if (perturbationTypeNode != null) { if (perturbationTypeNode.Attributes["href"] != null || perturbationTypeNode.Attributes["id"] != null) { if (perturbationTypeNode.Attributes["id"] != null) { perturbationTypeIDRef_ = perturbationTypeNode.Attributes["id"].Value; PerturbationType ob = new PerturbationType(perturbationTypeNode); IDManager.SetID(perturbationTypeIDRef_, ob); } else if (perturbationTypeNode.Attributes["href"] != null) { perturbationTypeIDRef_ = perturbationTypeNode.Attributes["href"].Value; } else { perturbationType_ = new PerturbationType(perturbationTypeNode); } } else { perturbationType_ = new PerturbationType(perturbationTypeNode); } } XmlNode derivativeFormulaNode = xmlNode.SelectSingleNode("derivativeFormula"); if (derivativeFormulaNode != null) { if (derivativeFormulaNode.Attributes["href"] != null || derivativeFormulaNode.Attributes["id"] != null) { if (derivativeFormulaNode.Attributes["id"] != null) { derivativeFormulaIDRef_ = derivativeFormulaNode.Attributes["id"].Value; XsdTypeString ob = new XsdTypeString(derivativeFormulaNode); IDManager.SetID(derivativeFormulaIDRef_, ob); } else if (derivativeFormulaNode.Attributes["href"] != null) { derivativeFormulaIDRef_ = derivativeFormulaNode.Attributes["href"].Value; } else { derivativeFormula_ = new XsdTypeString(derivativeFormulaNode); } } else { derivativeFormula_ = new XsdTypeString(derivativeFormulaNode); } } XmlNode replacementMarketInputNode = xmlNode.SelectSingleNode("replacementMarketInput"); if (replacementMarketInputNode != null) { if (replacementMarketInputNode.Attributes["href"] != null || replacementMarketInputNode.Attributes["id"] != null) { if (replacementMarketInputNode.Attributes["id"] != null) { replacementMarketInputIDRef_ = replacementMarketInputNode.Attributes["id"].Value; PricingStructureReference ob = new PricingStructureReference(replacementMarketInputNode); IDManager.SetID(replacementMarketInputIDRef_, ob); } else if (replacementMarketInputNode.Attributes["href"] != null) { replacementMarketInputIDRef_ = replacementMarketInputNode.Attributes["href"].Value; } else { replacementMarketInput_ = new PricingStructureReference(replacementMarketInputNode); } } else { replacementMarketInput_ = new PricingStructureReference(replacementMarketInputNode); } } }
public DerivativeCalculationProcedure(XmlNode xmlNode) { XmlNodeList methodNodeList = xmlNode.SelectNodes("method"); if (methodNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in methodNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { methodIDRef = item.Attributes["id"].Name; DerivativeCalculationMethod ob = DerivativeCalculationMethod(); IDManager.SetID(methodIDRef, ob); } else if (item.Attributes.ToString() == "href") { methodIDRef = item.Attributes["href"].Name; } else { method = new DerivativeCalculationMethod(item); } } } XmlNodeList perturbationAmountNodeList = xmlNode.SelectNodes("perturbationAmount"); if (perturbationAmountNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in perturbationAmountNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { perturbationAmountIDRef = item.Attributes["id"].Name; XsdTypeDecimal ob = XsdTypeDecimal(); IDManager.SetID(perturbationAmountIDRef, ob); } else if (item.Attributes.ToString() == "href") { perturbationAmountIDRef = item.Attributes["href"].Name; } else { perturbationAmount = new XsdTypeDecimal(item); } } } XmlNodeList averagedNodeList = xmlNode.SelectNodes("averaged"); if (averagedNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in averagedNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { averagedIDRef = item.Attributes["id"].Name; XsdTypeBoolean ob = XsdTypeBoolean(); IDManager.SetID(averagedIDRef, ob); } else if (item.Attributes.ToString() == "href") { averagedIDRef = item.Attributes["href"].Name; } else { averaged = new XsdTypeBoolean(item); } } } XmlNodeList perturbationTypeNodeList = xmlNode.SelectNodes("perturbationType"); if (perturbationTypeNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in perturbationTypeNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { perturbationTypeIDRef = item.Attributes["id"].Name; PerturbationType ob = PerturbationType(); IDManager.SetID(perturbationTypeIDRef, ob); } else if (item.Attributes.ToString() == "href") { perturbationTypeIDRef = item.Attributes["href"].Name; } else { perturbationType = new PerturbationType(item); } } } XmlNodeList derivativeFormulaNodeList = xmlNode.SelectNodes("derivativeFormula"); if (derivativeFormulaNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in derivativeFormulaNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { derivativeFormulaIDRef = item.Attributes["id"].Name; XsdTypeString ob = XsdTypeString(); IDManager.SetID(derivativeFormulaIDRef, ob); } else if (item.Attributes.ToString() == "href") { derivativeFormulaIDRef = item.Attributes["href"].Name; } else { derivativeFormula = new XsdTypeString(item); } } } XmlNodeList replacementMarketInputNodeList = xmlNode.SelectNodes("replacementMarketInput"); if (replacementMarketInputNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in replacementMarketInputNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { replacementMarketInputIDRef = item.Attributes["id"].Name; PricingStructureReference ob = PricingStructureReference(); IDManager.SetID(replacementMarketInputIDRef, ob); } else if (item.Attributes.ToString() == "href") { replacementMarketInputIDRef = item.Attributes["href"].Name; } else { replacementMarketInput = new PricingStructureReference(item); } } } }
public DerivativeCalculationProcedure(XmlNode xmlNode) { XmlNodeList methodNodeList = xmlNode.SelectNodes("method"); if (methodNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in methodNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { methodIDRef = item.Attributes["id"].Name; DerivativeCalculationMethod ob = DerivativeCalculationMethod(); IDManager.SetID(methodIDRef, ob); } else if (item.Attributes.ToString() == "href") { methodIDRef = item.Attributes["href"].Name; } else { method = new DerivativeCalculationMethod(item); } } } XmlNodeList perturbationAmountNodeList = xmlNode.SelectNodes("perturbationAmount"); if (perturbationAmountNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in perturbationAmountNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { perturbationAmountIDRef = item.Attributes["id"].Name; XsdTypeDecimal ob = XsdTypeDecimal(); IDManager.SetID(perturbationAmountIDRef, ob); } else if (item.Attributes.ToString() == "href") { perturbationAmountIDRef = item.Attributes["href"].Name; } else { perturbationAmount = new XsdTypeDecimal(item); } } } XmlNodeList averagedNodeList = xmlNode.SelectNodes("averaged"); if (averagedNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in averagedNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { averagedIDRef = item.Attributes["id"].Name; XsdTypeBoolean ob = XsdTypeBoolean(); IDManager.SetID(averagedIDRef, ob); } else if (item.Attributes.ToString() == "href") { averagedIDRef = item.Attributes["href"].Name; } else { averaged = new XsdTypeBoolean(item); } } } XmlNodeList perturbationTypeNodeList = xmlNode.SelectNodes("perturbationType"); if (perturbationTypeNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in perturbationTypeNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { perturbationTypeIDRef = item.Attributes["id"].Name; PerturbationType ob = PerturbationType(); IDManager.SetID(perturbationTypeIDRef, ob); } else if (item.Attributes.ToString() == "href") { perturbationTypeIDRef = item.Attributes["href"].Name; } else { perturbationType = new PerturbationType(item); } } } XmlNodeList derivativeFormulaNodeList = xmlNode.SelectNodes("derivativeFormula"); if (derivativeFormulaNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in derivativeFormulaNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { derivativeFormulaIDRef = item.Attributes["id"].Name; XsdTypeString ob = XsdTypeString(); IDManager.SetID(derivativeFormulaIDRef, ob); } else if (item.Attributes.ToString() == "href") { derivativeFormulaIDRef = item.Attributes["href"].Name; } else { derivativeFormula = new XsdTypeString(item); } } } XmlNodeList replacementMarketInputNodeList = xmlNode.SelectNodes("replacementMarketInput"); if (replacementMarketInputNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in replacementMarketInputNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { replacementMarketInputIDRef = item.Attributes["id"].Name; PricingStructureReference ob = PricingStructureReference(); IDManager.SetID(replacementMarketInputIDRef, ob); } else if (item.Attributes.ToString() == "href") { replacementMarketInputIDRef = item.Attributes["href"].Name; } else { replacementMarketInput = new PricingStructureReference(item); } } } }
public SensitivitySetDefinition(XmlNode xmlNode) { XmlNodeList nameNodeList = xmlNode.SelectNodes("name"); if (nameNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in nameNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { nameIDRef = item.Attributes["id"].Name; XsdTypeString ob = XsdTypeString(); IDManager.SetID(nameIDRef, ob); } else if (item.Attributes.ToString() == "href") { nameIDRef = item.Attributes["href"].Name; } else { name = new XsdTypeString(item); } } } XmlNodeList sensitivityCharacteristicsNodeList = xmlNode.SelectNodes("sensitivityCharacteristics"); if (sensitivityCharacteristicsNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in sensitivityCharacteristicsNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { sensitivityCharacteristicsIDRef = item.Attributes["id"].Name; QuotationCharacteristics ob = QuotationCharacteristics(); IDManager.SetID(sensitivityCharacteristicsIDRef, ob); } else if (item.Attributes.ToString() == "href") { sensitivityCharacteristicsIDRef = item.Attributes["href"].Name; } else { sensitivityCharacteristics = new QuotationCharacteristics(item); } } } XmlNodeList valuationScenarioReferenceNodeList = xmlNode.SelectNodes("valuationScenarioReference"); if (valuationScenarioReferenceNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in valuationScenarioReferenceNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { valuationScenarioReferenceIDRef = item.Attributes["id"].Name; ValuationScenarioReference ob = ValuationScenarioReference(); IDManager.SetID(valuationScenarioReferenceIDRef, ob); } else if (item.Attributes.ToString() == "href") { valuationScenarioReferenceIDRef = item.Attributes["href"].Name; } else { valuationScenarioReference = new ValuationScenarioReference(item); } } } XmlNodeList pricingInputTypeNodeList = xmlNode.SelectNodes("pricingInputType"); if (pricingInputTypeNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in pricingInputTypeNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { pricingInputTypeIDRef = item.Attributes["id"].Name; PricingInputType ob = PricingInputType(); IDManager.SetID(pricingInputTypeIDRef, ob); } else if (item.Attributes.ToString() == "href") { pricingInputTypeIDRef = item.Attributes["href"].Name; } else { pricingInputType = new PricingInputType(item); } } } XmlNodeList pricingInputReferenceNodeList = xmlNode.SelectNodes("pricingInputReference"); if (pricingInputReferenceNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in pricingInputReferenceNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { pricingInputReferenceIDRef = item.Attributes["id"].Name; PricingStructureReference ob = PricingStructureReference(); IDManager.SetID(pricingInputReferenceIDRef, ob); } else if (item.Attributes.ToString() == "href") { pricingInputReferenceIDRef = item.Attributes["href"].Name; } else { pricingInputReference = new PricingStructureReference(item); } } } XmlNodeList scaleNodeList = xmlNode.SelectNodes("scale"); if (scaleNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in scaleNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { scaleIDRef = item.Attributes["id"].Name; XsdTypeDecimal ob = XsdTypeDecimal(); IDManager.SetID(scaleIDRef, ob); } else if (item.Attributes.ToString() == "href") { scaleIDRef = item.Attributes["href"].Name; } else { scale = new XsdTypeDecimal(item); } } } XmlNodeList sensitivityDefinitionNodeList = xmlNode.SelectNodes("sensitivityDefinition"); foreach (XmlNode item in sensitivityDefinitionNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { sensitivityDefinitionIDRef = item.Attributes["id"].Name; List <SensitivityDefinition> ob = new List <SensitivityDefinition>(); ob.Add(new SensitivityDefinition(item)); IDManager.SetID(sensitivityDefinitionIDRef, ob); } else if (item.Attributes.ToString() == "href") { sensitivityDefinitionIDRef = item.Attributes["href"].Name; } else { sensitivityDefinition.Add(new SensitivityDefinition(item)); } } } XmlNodeList calculationProcedureNodeList = xmlNode.SelectNodes("calculationProcedure"); if (calculationProcedureNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in calculationProcedureNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { calculationProcedureIDRef = item.Attributes["id"].Name; DerivativeCalculationProcedure ob = DerivativeCalculationProcedure(); IDManager.SetID(calculationProcedureIDRef, ob); } else if (item.Attributes.ToString() == "href") { calculationProcedureIDRef = item.Attributes["href"].Name; } else { calculationProcedure = new DerivativeCalculationProcedure(item); } } } }
public SensitivitySetDefinition(XmlNode xmlNode) { XmlNodeList nameNodeList = xmlNode.SelectNodes("name"); if (nameNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in nameNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { nameIDRef = item.Attributes["id"].Name; XsdTypeString ob = XsdTypeString(); IDManager.SetID(nameIDRef, ob); } else if (item.Attributes.ToString() == "href") { nameIDRef = item.Attributes["href"].Name; } else { name = new XsdTypeString(item); } } } XmlNodeList sensitivityCharacteristicsNodeList = xmlNode.SelectNodes("sensitivityCharacteristics"); if (sensitivityCharacteristicsNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in sensitivityCharacteristicsNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { sensitivityCharacteristicsIDRef = item.Attributes["id"].Name; QuotationCharacteristics ob = QuotationCharacteristics(); IDManager.SetID(sensitivityCharacteristicsIDRef, ob); } else if (item.Attributes.ToString() == "href") { sensitivityCharacteristicsIDRef = item.Attributes["href"].Name; } else { sensitivityCharacteristics = new QuotationCharacteristics(item); } } } XmlNodeList valuationScenarioReferenceNodeList = xmlNode.SelectNodes("valuationScenarioReference"); if (valuationScenarioReferenceNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in valuationScenarioReferenceNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { valuationScenarioReferenceIDRef = item.Attributes["id"].Name; ValuationScenarioReference ob = ValuationScenarioReference(); IDManager.SetID(valuationScenarioReferenceIDRef, ob); } else if (item.Attributes.ToString() == "href") { valuationScenarioReferenceIDRef = item.Attributes["href"].Name; } else { valuationScenarioReference = new ValuationScenarioReference(item); } } } XmlNodeList pricingInputTypeNodeList = xmlNode.SelectNodes("pricingInputType"); if (pricingInputTypeNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in pricingInputTypeNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { pricingInputTypeIDRef = item.Attributes["id"].Name; PricingInputType ob = PricingInputType(); IDManager.SetID(pricingInputTypeIDRef, ob); } else if (item.Attributes.ToString() == "href") { pricingInputTypeIDRef = item.Attributes["href"].Name; } else { pricingInputType = new PricingInputType(item); } } } XmlNodeList pricingInputReferenceNodeList = xmlNode.SelectNodes("pricingInputReference"); if (pricingInputReferenceNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in pricingInputReferenceNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { pricingInputReferenceIDRef = item.Attributes["id"].Name; PricingStructureReference ob = PricingStructureReference(); IDManager.SetID(pricingInputReferenceIDRef, ob); } else if (item.Attributes.ToString() == "href") { pricingInputReferenceIDRef = item.Attributes["href"].Name; } else { pricingInputReference = new PricingStructureReference(item); } } } XmlNodeList scaleNodeList = xmlNode.SelectNodes("scale"); if (scaleNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in scaleNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { scaleIDRef = item.Attributes["id"].Name; XsdTypeDecimal ob = XsdTypeDecimal(); IDManager.SetID(scaleIDRef, ob); } else if (item.Attributes.ToString() == "href") { scaleIDRef = item.Attributes["href"].Name; } else { scale = new XsdTypeDecimal(item); } } } XmlNodeList sensitivityDefinitionNodeList = xmlNode.SelectNodes("sensitivityDefinition"); foreach (XmlNode item in sensitivityDefinitionNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { sensitivityDefinitionIDRef = item.Attributes["id"].Name; List<SensitivityDefinition> ob = new List<SensitivityDefinition>(); ob.Add(new SensitivityDefinition(item)); IDManager.SetID(sensitivityDefinitionIDRef, ob); } else if (item.Attributes.ToString() == "href") { sensitivityDefinitionIDRef = item.Attributes["href"].Name; } else { sensitivityDefinition.Add(new SensitivityDefinition(item)); } } } XmlNodeList calculationProcedureNodeList = xmlNode.SelectNodes("calculationProcedure"); if (calculationProcedureNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in calculationProcedureNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { calculationProcedureIDRef = item.Attributes["id"].Name; DerivativeCalculationProcedure ob = DerivativeCalculationProcedure(); IDManager.SetID(calculationProcedureIDRef, ob); } else if (item.Attributes.ToString() == "href") { calculationProcedureIDRef = item.Attributes["href"].Name; } else { calculationProcedure = new DerivativeCalculationProcedure(item); } } } }
public SensitivitySetDefinition(XmlNode xmlNode) { XmlNode nameNode = xmlNode.SelectSingleNode("name"); if (nameNode != null) { if (nameNode.Attributes["href"] != null || nameNode.Attributes["id"] != null) { if (nameNode.Attributes["id"] != null) { nameIDRef_ = nameNode.Attributes["id"].Value; XsdTypeString ob = new XsdTypeString(nameNode); IDManager.SetID(nameIDRef_, ob); } else if (nameNode.Attributes["href"] != null) { nameIDRef_ = nameNode.Attributes["href"].Value; } else { name_ = new XsdTypeString(nameNode); } } else { name_ = new XsdTypeString(nameNode); } } XmlNode sensitivityCharacteristicsNode = xmlNode.SelectSingleNode("sensitivityCharacteristics"); if (sensitivityCharacteristicsNode != null) { if (sensitivityCharacteristicsNode.Attributes["href"] != null || sensitivityCharacteristicsNode.Attributes["id"] != null) { if (sensitivityCharacteristicsNode.Attributes["id"] != null) { sensitivityCharacteristicsIDRef_ = sensitivityCharacteristicsNode.Attributes["id"].Value; QuotationCharacteristics ob = new QuotationCharacteristics(sensitivityCharacteristicsNode); IDManager.SetID(sensitivityCharacteristicsIDRef_, ob); } else if (sensitivityCharacteristicsNode.Attributes["href"] != null) { sensitivityCharacteristicsIDRef_ = sensitivityCharacteristicsNode.Attributes["href"].Value; } else { sensitivityCharacteristics_ = new QuotationCharacteristics(sensitivityCharacteristicsNode); } } else { sensitivityCharacteristics_ = new QuotationCharacteristics(sensitivityCharacteristicsNode); } } XmlNode valuationScenarioReferenceNode = xmlNode.SelectSingleNode("valuationScenarioReference"); if (valuationScenarioReferenceNode != null) { if (valuationScenarioReferenceNode.Attributes["href"] != null || valuationScenarioReferenceNode.Attributes["id"] != null) { if (valuationScenarioReferenceNode.Attributes["id"] != null) { valuationScenarioReferenceIDRef_ = valuationScenarioReferenceNode.Attributes["id"].Value; ValuationScenarioReference ob = new ValuationScenarioReference(valuationScenarioReferenceNode); IDManager.SetID(valuationScenarioReferenceIDRef_, ob); } else if (valuationScenarioReferenceNode.Attributes["href"] != null) { valuationScenarioReferenceIDRef_ = valuationScenarioReferenceNode.Attributes["href"].Value; } else { valuationScenarioReference_ = new ValuationScenarioReference(valuationScenarioReferenceNode); } } else { valuationScenarioReference_ = new ValuationScenarioReference(valuationScenarioReferenceNode); } } XmlNode pricingInputTypeNode = xmlNode.SelectSingleNode("pricingInputType"); if (pricingInputTypeNode != null) { if (pricingInputTypeNode.Attributes["href"] != null || pricingInputTypeNode.Attributes["id"] != null) { if (pricingInputTypeNode.Attributes["id"] != null) { pricingInputTypeIDRef_ = pricingInputTypeNode.Attributes["id"].Value; PricingInputType ob = new PricingInputType(pricingInputTypeNode); IDManager.SetID(pricingInputTypeIDRef_, ob); } else if (pricingInputTypeNode.Attributes["href"] != null) { pricingInputTypeIDRef_ = pricingInputTypeNode.Attributes["href"].Value; } else { pricingInputType_ = new PricingInputType(pricingInputTypeNode); } } else { pricingInputType_ = new PricingInputType(pricingInputTypeNode); } } XmlNode pricingInputReferenceNode = xmlNode.SelectSingleNode("pricingInputReference"); if (pricingInputReferenceNode != null) { if (pricingInputReferenceNode.Attributes["href"] != null || pricingInputReferenceNode.Attributes["id"] != null) { if (pricingInputReferenceNode.Attributes["id"] != null) { pricingInputReferenceIDRef_ = pricingInputReferenceNode.Attributes["id"].Value; PricingStructureReference ob = new PricingStructureReference(pricingInputReferenceNode); IDManager.SetID(pricingInputReferenceIDRef_, ob); } else if (pricingInputReferenceNode.Attributes["href"] != null) { pricingInputReferenceIDRef_ = pricingInputReferenceNode.Attributes["href"].Value; } else { pricingInputReference_ = new PricingStructureReference(pricingInputReferenceNode); } } else { pricingInputReference_ = new PricingStructureReference(pricingInputReferenceNode); } } XmlNode scaleNode = xmlNode.SelectSingleNode("scale"); if (scaleNode != null) { if (scaleNode.Attributes["href"] != null || scaleNode.Attributes["id"] != null) { if (scaleNode.Attributes["id"] != null) { scaleIDRef_ = scaleNode.Attributes["id"].Value; XsdTypeDecimal ob = new XsdTypeDecimal(scaleNode); IDManager.SetID(scaleIDRef_, ob); } else if (scaleNode.Attributes["href"] != null) { scaleIDRef_ = scaleNode.Attributes["href"].Value; } else { scale_ = new XsdTypeDecimal(scaleNode); } } else { scale_ = new XsdTypeDecimal(scaleNode); } } XmlNodeList sensitivityDefinitionNodeList = xmlNode.SelectNodes("sensitivityDefinition"); if (sensitivityDefinitionNodeList != null) { this.sensitivityDefinition_ = new List<SensitivityDefinition>(); foreach (XmlNode item in sensitivityDefinitionNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] != null) { if (item.Attributes["id"] != null) { sensitivityDefinitionIDRef_ = item.Attributes["id"].Value; sensitivityDefinition_.Add(new SensitivityDefinition(item)); IDManager.SetID(sensitivityDefinitionIDRef_, sensitivityDefinition_[sensitivityDefinition_.Count - 1 ]); } else if (item.Attributes["href"] != null) { sensitivityDefinitionIDRef_ = item.Attributes["href"].Value; } else { sensitivityDefinition_.Add(new SensitivityDefinition(item)); } } else { sensitivityDefinition_.Add(new SensitivityDefinition(item)); } } } XmlNode calculationProcedureNode = xmlNode.SelectSingleNode("calculationProcedure"); if (calculationProcedureNode != null) { if (calculationProcedureNode.Attributes["href"] != null || calculationProcedureNode.Attributes["id"] != null) { if (calculationProcedureNode.Attributes["id"] != null) { calculationProcedureIDRef_ = calculationProcedureNode.Attributes["id"].Value; DerivativeCalculationProcedure ob = new DerivativeCalculationProcedure(calculationProcedureNode); IDManager.SetID(calculationProcedureIDRef_, ob); } else if (calculationProcedureNode.Attributes["href"] != null) { calculationProcedureIDRef_ = calculationProcedureNode.Attributes["href"].Value; } else { calculationProcedure_ = new DerivativeCalculationProcedure(calculationProcedureNode); } } else { calculationProcedure_ = new DerivativeCalculationProcedure(calculationProcedureNode); } } }
public FxCurveValuation(XmlNode xmlNode) : base(xmlNode) { XmlNode settlementCurrencyYieldCurveNode = xmlNode.SelectSingleNode("settlementCurrencyYieldCurve"); if (settlementCurrencyYieldCurveNode != null) { if (settlementCurrencyYieldCurveNode.Attributes["href"] != null || settlementCurrencyYieldCurveNode.Attributes["id"] != null) { if (settlementCurrencyYieldCurveNode.Attributes["id"] != null) { settlementCurrencyYieldCurveIDRef_ = settlementCurrencyYieldCurveNode.Attributes["id"].Value; PricingStructureReference ob = new PricingStructureReference(settlementCurrencyYieldCurveNode); IDManager.SetID(settlementCurrencyYieldCurveIDRef_, ob); } else if (settlementCurrencyYieldCurveNode.Attributes["href"] != null) { settlementCurrencyYieldCurveIDRef_ = settlementCurrencyYieldCurveNode.Attributes["href"].Value; } else { settlementCurrencyYieldCurve_ = new PricingStructureReference(settlementCurrencyYieldCurveNode); } } else { settlementCurrencyYieldCurve_ = new PricingStructureReference(settlementCurrencyYieldCurveNode); } } XmlNode forecastCurrencyYieldCurveNode = xmlNode.SelectSingleNode("forecastCurrencyYieldCurve"); if (forecastCurrencyYieldCurveNode != null) { if (forecastCurrencyYieldCurveNode.Attributes["href"] != null || forecastCurrencyYieldCurveNode.Attributes["id"] != null) { if (forecastCurrencyYieldCurveNode.Attributes["id"] != null) { forecastCurrencyYieldCurveIDRef_ = forecastCurrencyYieldCurveNode.Attributes["id"].Value; PricingStructureReference ob = new PricingStructureReference(forecastCurrencyYieldCurveNode); IDManager.SetID(forecastCurrencyYieldCurveIDRef_, ob); } else if (forecastCurrencyYieldCurveNode.Attributes["href"] != null) { forecastCurrencyYieldCurveIDRef_ = forecastCurrencyYieldCurveNode.Attributes["href"].Value; } else { forecastCurrencyYieldCurve_ = new PricingStructureReference(forecastCurrencyYieldCurveNode); } } else { forecastCurrencyYieldCurve_ = new PricingStructureReference(forecastCurrencyYieldCurveNode); } } XmlNode spotRateNode = xmlNode.SelectSingleNode("spotRate"); if (spotRateNode != null) { if (spotRateNode.Attributes["href"] != null || spotRateNode.Attributes["id"] != null) { if (spotRateNode.Attributes["id"] != null) { spotRateIDRef_ = spotRateNode.Attributes["id"].Value; FxRateSet ob = new FxRateSet(spotRateNode); IDManager.SetID(spotRateIDRef_, ob); } else if (spotRateNode.Attributes["href"] != null) { spotRateIDRef_ = spotRateNode.Attributes["href"].Value; } else { spotRate_ = new FxRateSet(spotRateNode); } } else { spotRate_ = new FxRateSet(spotRateNode); } } XmlNode fxForwardCurveNode = xmlNode.SelectSingleNode("fxForwardCurve"); if (fxForwardCurveNode != null) { if (fxForwardCurveNode.Attributes["href"] != null || fxForwardCurveNode.Attributes["id"] != null) { if (fxForwardCurveNode.Attributes["id"] != null) { fxForwardCurveIDRef_ = fxForwardCurveNode.Attributes["id"].Value; TermCurve ob = new TermCurve(fxForwardCurveNode); IDManager.SetID(fxForwardCurveIDRef_, ob); } else if (fxForwardCurveNode.Attributes["href"] != null) { fxForwardCurveIDRef_ = fxForwardCurveNode.Attributes["href"].Value; } else { fxForwardCurve_ = new TermCurve(fxForwardCurveNode); } } else { fxForwardCurve_ = new TermCurve(fxForwardCurveNode); } } XmlNode fxForwardPointsCurveNode = xmlNode.SelectSingleNode("fxForwardPointsCurve"); if (fxForwardPointsCurveNode != null) { if (fxForwardPointsCurveNode.Attributes["href"] != null || fxForwardPointsCurveNode.Attributes["id"] != null) { if (fxForwardPointsCurveNode.Attributes["id"] != null) { fxForwardPointsCurveIDRef_ = fxForwardPointsCurveNode.Attributes["id"].Value; TermCurve ob = new TermCurve(fxForwardPointsCurveNode); IDManager.SetID(fxForwardPointsCurveIDRef_, ob); } else if (fxForwardPointsCurveNode.Attributes["href"] != null) { fxForwardPointsCurveIDRef_ = fxForwardPointsCurveNode.Attributes["href"].Value; } else { fxForwardPointsCurve_ = new TermCurve(fxForwardPointsCurveNode); } } else { fxForwardPointsCurve_ = new TermCurve(fxForwardPointsCurveNode); } } }
public SensitivitySetDefinition(XmlNode xmlNode) { XmlNode nameNode = xmlNode.SelectSingleNode("name"); if (nameNode != null) { if (nameNode.Attributes["href"] != null || nameNode.Attributes["id"] != null) { if (nameNode.Attributes["id"] != null) { nameIDRef_ = nameNode.Attributes["id"].Value; XsdTypeString ob = new XsdTypeString(nameNode); IDManager.SetID(nameIDRef_, ob); } else if (nameNode.Attributes["href"] != null) { nameIDRef_ = nameNode.Attributes["href"].Value; } else { name_ = new XsdTypeString(nameNode); } } else { name_ = new XsdTypeString(nameNode); } } XmlNode sensitivityCharacteristicsNode = xmlNode.SelectSingleNode("sensitivityCharacteristics"); if (sensitivityCharacteristicsNode != null) { if (sensitivityCharacteristicsNode.Attributes["href"] != null || sensitivityCharacteristicsNode.Attributes["id"] != null) { if (sensitivityCharacteristicsNode.Attributes["id"] != null) { sensitivityCharacteristicsIDRef_ = sensitivityCharacteristicsNode.Attributes["id"].Value; QuotationCharacteristics ob = new QuotationCharacteristics(sensitivityCharacteristicsNode); IDManager.SetID(sensitivityCharacteristicsIDRef_, ob); } else if (sensitivityCharacteristicsNode.Attributes["href"] != null) { sensitivityCharacteristicsIDRef_ = sensitivityCharacteristicsNode.Attributes["href"].Value; } else { sensitivityCharacteristics_ = new QuotationCharacteristics(sensitivityCharacteristicsNode); } } else { sensitivityCharacteristics_ = new QuotationCharacteristics(sensitivityCharacteristicsNode); } } XmlNode valuationScenarioReferenceNode = xmlNode.SelectSingleNode("valuationScenarioReference"); if (valuationScenarioReferenceNode != null) { if (valuationScenarioReferenceNode.Attributes["href"] != null || valuationScenarioReferenceNode.Attributes["id"] != null) { if (valuationScenarioReferenceNode.Attributes["id"] != null) { valuationScenarioReferenceIDRef_ = valuationScenarioReferenceNode.Attributes["id"].Value; ValuationScenarioReference ob = new ValuationScenarioReference(valuationScenarioReferenceNode); IDManager.SetID(valuationScenarioReferenceIDRef_, ob); } else if (valuationScenarioReferenceNode.Attributes["href"] != null) { valuationScenarioReferenceIDRef_ = valuationScenarioReferenceNode.Attributes["href"].Value; } else { valuationScenarioReference_ = new ValuationScenarioReference(valuationScenarioReferenceNode); } } else { valuationScenarioReference_ = new ValuationScenarioReference(valuationScenarioReferenceNode); } } XmlNode pricingInputTypeNode = xmlNode.SelectSingleNode("pricingInputType"); if (pricingInputTypeNode != null) { if (pricingInputTypeNode.Attributes["href"] != null || pricingInputTypeNode.Attributes["id"] != null) { if (pricingInputTypeNode.Attributes["id"] != null) { pricingInputTypeIDRef_ = pricingInputTypeNode.Attributes["id"].Value; PricingInputType ob = new PricingInputType(pricingInputTypeNode); IDManager.SetID(pricingInputTypeIDRef_, ob); } else if (pricingInputTypeNode.Attributes["href"] != null) { pricingInputTypeIDRef_ = pricingInputTypeNode.Attributes["href"].Value; } else { pricingInputType_ = new PricingInputType(pricingInputTypeNode); } } else { pricingInputType_ = new PricingInputType(pricingInputTypeNode); } } XmlNode pricingInputReferenceNode = xmlNode.SelectSingleNode("pricingInputReference"); if (pricingInputReferenceNode != null) { if (pricingInputReferenceNode.Attributes["href"] != null || pricingInputReferenceNode.Attributes["id"] != null) { if (pricingInputReferenceNode.Attributes["id"] != null) { pricingInputReferenceIDRef_ = pricingInputReferenceNode.Attributes["id"].Value; PricingStructureReference ob = new PricingStructureReference(pricingInputReferenceNode); IDManager.SetID(pricingInputReferenceIDRef_, ob); } else if (pricingInputReferenceNode.Attributes["href"] != null) { pricingInputReferenceIDRef_ = pricingInputReferenceNode.Attributes["href"].Value; } else { pricingInputReference_ = new PricingStructureReference(pricingInputReferenceNode); } } else { pricingInputReference_ = new PricingStructureReference(pricingInputReferenceNode); } } XmlNode scaleNode = xmlNode.SelectSingleNode("scale"); if (scaleNode != null) { if (scaleNode.Attributes["href"] != null || scaleNode.Attributes["id"] != null) { if (scaleNode.Attributes["id"] != null) { scaleIDRef_ = scaleNode.Attributes["id"].Value; XsdTypeDecimal ob = new XsdTypeDecimal(scaleNode); IDManager.SetID(scaleIDRef_, ob); } else if (scaleNode.Attributes["href"] != null) { scaleIDRef_ = scaleNode.Attributes["href"].Value; } else { scale_ = new XsdTypeDecimal(scaleNode); } } else { scale_ = new XsdTypeDecimal(scaleNode); } } XmlNodeList sensitivityDefinitionNodeList = xmlNode.SelectNodes("sensitivityDefinition"); if (sensitivityDefinitionNodeList != null) { this.sensitivityDefinition_ = new List <SensitivityDefinition>(); foreach (XmlNode item in sensitivityDefinitionNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] != null) { if (item.Attributes["id"] != null) { sensitivityDefinitionIDRef_ = item.Attributes["id"].Value; sensitivityDefinition_.Add(new SensitivityDefinition(item)); IDManager.SetID(sensitivityDefinitionIDRef_, sensitivityDefinition_[sensitivityDefinition_.Count - 1]); } else if (item.Attributes["href"] != null) { sensitivityDefinitionIDRef_ = item.Attributes["href"].Value; } else { sensitivityDefinition_.Add(new SensitivityDefinition(item)); } } else { sensitivityDefinition_.Add(new SensitivityDefinition(item)); } } } XmlNode calculationProcedureNode = xmlNode.SelectSingleNode("calculationProcedure"); if (calculationProcedureNode != null) { if (calculationProcedureNode.Attributes["href"] != null || calculationProcedureNode.Attributes["id"] != null) { if (calculationProcedureNode.Attributes["id"] != null) { calculationProcedureIDRef_ = calculationProcedureNode.Attributes["id"].Value; DerivativeCalculationProcedure ob = new DerivativeCalculationProcedure(calculationProcedureNode); IDManager.SetID(calculationProcedureIDRef_, ob); } else if (calculationProcedureNode.Attributes["href"] != null) { calculationProcedureIDRef_ = calculationProcedureNode.Attributes["href"].Value; } else { calculationProcedure_ = new DerivativeCalculationProcedure(calculationProcedureNode); } } else { calculationProcedure_ = new DerivativeCalculationProcedure(calculationProcedureNode); } } }
public FxCurveValuation(XmlNode xmlNode) : base(xmlNode) { XmlNodeList settlementCurrencyYieldCurveNodeList = xmlNode.SelectNodes("settlementCurrencyYieldCurve"); if (settlementCurrencyYieldCurveNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in settlementCurrencyYieldCurveNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { settlementCurrencyYieldCurveIDRef = item.Attributes["id"].Name; PricingStructureReference ob = PricingStructureReference(); IDManager.SetID(settlementCurrencyYieldCurveIDRef, ob); } else if (item.Attributes.ToString() == "href") { settlementCurrencyYieldCurveIDRef = item.Attributes["href"].Name; } else { settlementCurrencyYieldCurve = new PricingStructureReference(item); } } } XmlNodeList forecastCurrencyYieldCurveNodeList = xmlNode.SelectNodes("forecastCurrencyYieldCurve"); if (forecastCurrencyYieldCurveNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in forecastCurrencyYieldCurveNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { forecastCurrencyYieldCurveIDRef = item.Attributes["id"].Name; PricingStructureReference ob = PricingStructureReference(); IDManager.SetID(forecastCurrencyYieldCurveIDRef, ob); } else if (item.Attributes.ToString() == "href") { forecastCurrencyYieldCurveIDRef = item.Attributes["href"].Name; } else { forecastCurrencyYieldCurve = new PricingStructureReference(item); } } } XmlNodeList spotRateNodeList = xmlNode.SelectNodes("spotRate"); if (spotRateNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in spotRateNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { spotRateIDRef = item.Attributes["id"].Name; FxRateSet ob = FxRateSet(); IDManager.SetID(spotRateIDRef, ob); } else if (item.Attributes.ToString() == "href") { spotRateIDRef = item.Attributes["href"].Name; } else { spotRate = new FxRateSet(item); } } } XmlNodeList fxForwardCurveNodeList = xmlNode.SelectNodes("fxForwardCurve"); if (fxForwardCurveNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in fxForwardCurveNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { fxForwardCurveIDRef = item.Attributes["id"].Name; TermCurve ob = TermCurve(); IDManager.SetID(fxForwardCurveIDRef, ob); } else if (item.Attributes.ToString() == "href") { fxForwardCurveIDRef = item.Attributes["href"].Name; } else { fxForwardCurve = new TermCurve(item); } } } XmlNodeList fxForwardPointsCurveNodeList = xmlNode.SelectNodes("fxForwardPointsCurve"); if (fxForwardPointsCurveNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in fxForwardPointsCurveNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { fxForwardPointsCurveIDRef = item.Attributes["id"].Name; TermCurve ob = TermCurve(); IDManager.SetID(fxForwardPointsCurveIDRef, ob); } else if (item.Attributes.ToString() == "href") { fxForwardPointsCurveIDRef = item.Attributes["href"].Name; } else { fxForwardPointsCurve = new TermCurve(item); } } } }
public FxCurveValuation(XmlNode xmlNode) : base(xmlNode) { XmlNodeList settlementCurrencyYieldCurveNodeList = xmlNode.SelectNodes("settlementCurrencyYieldCurve"); if (settlementCurrencyYieldCurveNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in settlementCurrencyYieldCurveNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { settlementCurrencyYieldCurveIDRef = item.Attributes["id"].Name; PricingStructureReference ob = PricingStructureReference(); IDManager.SetID(settlementCurrencyYieldCurveIDRef, ob); } else if (item.Attributes.ToString() == "href") { settlementCurrencyYieldCurveIDRef = item.Attributes["href"].Name; } else { settlementCurrencyYieldCurve = new PricingStructureReference(item); } } } XmlNodeList forecastCurrencyYieldCurveNodeList = xmlNode.SelectNodes("forecastCurrencyYieldCurve"); if (forecastCurrencyYieldCurveNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in forecastCurrencyYieldCurveNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { forecastCurrencyYieldCurveIDRef = item.Attributes["id"].Name; PricingStructureReference ob = PricingStructureReference(); IDManager.SetID(forecastCurrencyYieldCurveIDRef, ob); } else if (item.Attributes.ToString() == "href") { forecastCurrencyYieldCurveIDRef = item.Attributes["href"].Name; } else { forecastCurrencyYieldCurve = new PricingStructureReference(item); } } } XmlNodeList spotRateNodeList = xmlNode.SelectNodes("spotRate"); if (spotRateNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in spotRateNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { spotRateIDRef = item.Attributes["id"].Name; FxRateSet ob = FxRateSet(); IDManager.SetID(spotRateIDRef, ob); } else if (item.Attributes.ToString() == "href") { spotRateIDRef = item.Attributes["href"].Name; } else { spotRate = new FxRateSet(item); } } } XmlNodeList fxForwardCurveNodeList = xmlNode.SelectNodes("fxForwardCurve"); if (fxForwardCurveNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in fxForwardCurveNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { fxForwardCurveIDRef = item.Attributes["id"].Name; TermCurve ob = TermCurve(); IDManager.SetID(fxForwardCurveIDRef, ob); } else if (item.Attributes.ToString() == "href") { fxForwardCurveIDRef = item.Attributes["href"].Name; } else { fxForwardCurve = new TermCurve(item); } } } XmlNodeList fxForwardPointsCurveNodeList = xmlNode.SelectNodes("fxForwardPointsCurve"); if (fxForwardPointsCurveNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in fxForwardPointsCurveNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { fxForwardPointsCurveIDRef = item.Attributes["id"].Name; TermCurve ob = TermCurve(); IDManager.SetID(fxForwardPointsCurveIDRef, ob); } else if (item.Attributes.ToString() == "href") { fxForwardPointsCurveIDRef = item.Attributes["href"].Name; } else { fxForwardPointsCurve = new TermCurve(item); } } } }