public SwapStream(XmlNode xmlNode) : base(xmlNode) { XmlNode calculationAmountNode = xmlNode.SelectSingleNode("calculationAmount"); if (calculationAmountNode != null) { if (calculationAmountNode.Attributes["href"] != null || calculationAmountNode.Attributes["id"] != null) { if (calculationAmountNode.Attributes["id"] != null) { calculationAmountIDRef_ = calculationAmountNode.Attributes["id"].Value; CalculationAmount ob = new CalculationAmount(calculationAmountNode); IDManager.SetID(calculationAmountIDRef_, ob); } else if (calculationAmountNode.Attributes["href"] != null) { calculationAmountIDRef_ = calculationAmountNode.Attributes["href"].Value; } else { calculationAmount_ = new CalculationAmount(calculationAmountNode); } } else { calculationAmount_ = new CalculationAmount(calculationAmountNode); } } XmlNode irCalculationNode = xmlNode.SelectSingleNode("irCalculation"); if (irCalculationNode != null) { if (irCalculationNode.Attributes["href"] != null || irCalculationNode.Attributes["id"] != null) { if (irCalculationNode.Attributes["id"] != null) { irCalculationIDRef_ = irCalculationNode.Attributes["id"].Value; IRCalculation ob = new IRCalculation(irCalculationNode); IDManager.SetID(irCalculationIDRef_, ob); } else if (irCalculationNode.Attributes["href"] != null) { irCalculationIDRef_ = irCalculationNode.Attributes["href"].Value; } else { irCalculation_ = new IRCalculation(irCalculationNode); } } else { irCalculation_ = new IRCalculation(irCalculationNode); } } }
public static CalculationAmount CreateCalculationAmount(XmlNode node) { return(CalculationAmount.CreateCalculationAmount(Type.KRW, 1)); }
public SwapInfo(XmlNode xmlNode) : base(xmlNode) { XmlNode tradeDateNode = xmlNode.SelectSingleNode("tradeDate"); if (tradeDateNode != null) { if (tradeDateNode.Attributes["href"] != null || tradeDateNode.Attributes["id"] != null) { if (tradeDateNode.Attributes["id"] != null) { tradeDateIDRef_ = tradeDateNode.Attributes["id"].Value; XsdTypeDate ob = new XsdTypeDate(tradeDateNode); IDManager.SetID(tradeDateIDRef_, ob); } else if (tradeDateNode.Attributes["href"] != null) { tradeDateIDRef_ = tradeDateNode.Attributes["href"].Value; } else { tradeDate_ = new XsdTypeDate(tradeDateNode); } } else { tradeDate_ = new XsdTypeDate(tradeDateNode); } } XmlNode effectiveDateNode = xmlNode.SelectSingleNode("effectiveDate"); if (effectiveDateNode != null) { if (effectiveDateNode.Attributes["href"] != null || effectiveDateNode.Attributes["id"] != null) { if (effectiveDateNode.Attributes["id"] != null) { effectiveDateIDRef_ = effectiveDateNode.Attributes["id"].Value; XsdTypeDate ob = new XsdTypeDate(effectiveDateNode); IDManager.SetID(effectiveDateIDRef_, ob); } else if (effectiveDateNode.Attributes["href"] != null) { effectiveDateIDRef_ = effectiveDateNode.Attributes["href"].Value; } else { effectiveDate_ = new XsdTypeDate(effectiveDateNode); } } else { effectiveDate_ = new XsdTypeDate(effectiveDateNode); } } XmlNode maturityDateNode = xmlNode.SelectSingleNode("maturityDate"); if (maturityDateNode != null) { if (maturityDateNode.Attributes["href"] != null || maturityDateNode.Attributes["id"] != null) { if (maturityDateNode.Attributes["id"] != null) { maturityDateIDRef_ = maturityDateNode.Attributes["id"].Value; XsdTypeDate ob = new XsdTypeDate(maturityDateNode); IDManager.SetID(maturityDateIDRef_, ob); } else if (maturityDateNode.Attributes["href"] != null) { maturityDateIDRef_ = maturityDateNode.Attributes["href"].Value; } else { maturityDate_ = new XsdTypeDate(maturityDateNode); } } else { maturityDate_ = new XsdTypeDate(maturityDateNode); } } XmlNode calculationAmountNode = xmlNode.SelectSingleNode("calculationAmount"); if (calculationAmountNode != null) { if (calculationAmountNode.Attributes["href"] != null || calculationAmountNode.Attributes["id"] != null) { if (calculationAmountNode.Attributes["id"] != null) { calculationAmountIDRef_ = calculationAmountNode.Attributes["id"].Value; CalculationAmount ob = new CalculationAmount(calculationAmountNode); IDManager.SetID(calculationAmountIDRef_, ob); } else if (calculationAmountNode.Attributes["href"] != null) { calculationAmountIDRef_ = calculationAmountNode.Attributes["href"].Value; } else { calculationAmount_ = new CalculationAmount(calculationAmountNode); } } else { calculationAmount_ = new CalculationAmount(calculationAmountNode); } } XmlNode premiumNode = xmlNode.SelectSingleNode("premium"); if (premiumNode != null) { if (premiumNode.Attributes["href"] != null || premiumNode.Attributes["id"] != null) { if (premiumNode.Attributes["id"] != null) { premiumIDRef_ = premiumNode.Attributes["id"].Value; XsdTypeDouble ob = new XsdTypeDouble(premiumNode); IDManager.SetID(premiumIDRef_, ob); } else if (premiumNode.Attributes["href"] != null) { premiumIDRef_ = premiumNode.Attributes["href"].Value; } else { premium_ = new XsdTypeDouble(premiumNode); } } else { premium_ = new XsdTypeDouble(premiumNode); } } }
public ProtectionTerms(XmlNode xmlNode) : base(xmlNode) { XmlNode calculationAmountNode = xmlNode.SelectSingleNode("calculationAmount"); if (calculationAmountNode != null) { if (calculationAmountNode.Attributes["href"] != null || calculationAmountNode.Attributes["id"] != null) { if (calculationAmountNode.Attributes["id"] != null) { calculationAmountIDRef_ = calculationAmountNode.Attributes["id"].Value; CalculationAmount ob = new CalculationAmount(calculationAmountNode); IDManager.SetID(calculationAmountIDRef_, ob); } else if (calculationAmountNode.Attributes["href"] != null) { calculationAmountIDRef_ = calculationAmountNode.Attributes["href"].Value; } else { calculationAmount_ = new CalculationAmount(calculationAmountNode); } } else { calculationAmount_ = new CalculationAmount(calculationAmountNode); } } XmlNode creditEventsNode = xmlNode.SelectSingleNode("creditEvents"); if (creditEventsNode != null) { if (creditEventsNode.Attributes["href"] != null || creditEventsNode.Attributes["id"] != null) { if (creditEventsNode.Attributes["id"] != null) { creditEventsIDRef_ = creditEventsNode.Attributes["id"].Value; CreditEvents ob = new CreditEvents(creditEventsNode); IDManager.SetID(creditEventsIDRef_, ob); } else if (creditEventsNode.Attributes["href"] != null) { creditEventsIDRef_ = creditEventsNode.Attributes["href"].Value; } else { creditEvents_ = new CreditEvents(creditEventsNode); } } else { creditEvents_ = new CreditEvents(creditEventsNode); } } XmlNode accrualCouponNode = xmlNode.SelectSingleNode("accrualCoupon"); if (accrualCouponNode != null) { if (accrualCouponNode.Attributes["href"] != null || accrualCouponNode.Attributes["id"] != null) { if (accrualCouponNode.Attributes["id"] != null) { accrualCouponIDRef_ = accrualCouponNode.Attributes["id"].Value; XsdTypeBoolean ob = new XsdTypeBoolean(accrualCouponNode); IDManager.SetID(accrualCouponIDRef_, ob); } else if (accrualCouponNode.Attributes["href"] != null) { accrualCouponIDRef_ = accrualCouponNode.Attributes["href"].Value; } else { accrualCoupon_ = new XsdTypeBoolean(accrualCouponNode); } } else { accrualCoupon_ = new XsdTypeBoolean(accrualCouponNode); } } }
public CreditDefaultSwapPricing(XmlNode xmlNode) : base(xmlNode) { XmlNode calculationAmountNode = xmlNode.SelectSingleNode("calculationAmount"); if (calculationAmountNode != null) { if (calculationAmountNode.Attributes["href"] != null || calculationAmountNode.Attributes["id"] != null) { if (calculationAmountNode.Attributes["id"] != null) { calculationAmountIDRef_ = calculationAmountNode.Attributes["id"].Value; CalculationAmount ob = new CalculationAmount(calculationAmountNode); IDManager.SetID(calculationAmountIDRef_, ob); } else if (calculationAmountNode.Attributes["href"] != null) { calculationAmountIDRef_ = calculationAmountNode.Attributes["href"].Value; } else { calculationAmount_ = new CalculationAmount(calculationAmountNode); } } else { calculationAmount_ = new CalculationAmount(calculationAmountNode); } } XmlNode referenceEntityInfoNode = xmlNode.SelectSingleNode("referenceEntityInfo"); if (referenceEntityInfoNode != null) { if (referenceEntityInfoNode.Attributes["href"] != null || referenceEntityInfoNode.Attributes["id"] != null) { if (referenceEntityInfoNode.Attributes["id"] != null) { referenceEntityInfoIDRef_ = referenceEntityInfoNode.Attributes["id"].Value; ReferenceEntityInfo ob = new ReferenceEntityInfo(referenceEntityInfoNode); IDManager.SetID(referenceEntityInfoIDRef_, ob); } else if (referenceEntityInfoNode.Attributes["href"] != null) { referenceEntityInfoIDRef_ = referenceEntityInfoNode.Attributes["href"].Value; } else { referenceEntityInfo_ = new ReferenceEntityInfo(referenceEntityInfoNode); } } else { referenceEntityInfo_ = new ReferenceEntityInfo(referenceEntityInfoNode); } } XmlNode evaluationCurvesNode = xmlNode.SelectSingleNode("evaluationCurves"); if (evaluationCurvesNode != null) { if (evaluationCurvesNode.Attributes["href"] != null || evaluationCurvesNode.Attributes["id"] != null) { if (evaluationCurvesNode.Attributes["id"] != null) { evaluationCurvesIDRef_ = evaluationCurvesNode.Attributes["id"].Value; EvaluationCurves ob = new EvaluationCurves(evaluationCurvesNode); IDManager.SetID(evaluationCurvesIDRef_, ob); } else if (evaluationCurvesNode.Attributes["href"] != null) { evaluationCurvesIDRef_ = evaluationCurvesNode.Attributes["href"].Value; } else { evaluationCurves_ = new EvaluationCurves(evaluationCurvesNode); } } else { evaluationCurves_ = new EvaluationCurves(evaluationCurvesNode); } } XmlNode discountCurveNode = xmlNode.SelectSingleNode("discountCurve"); if (discountCurveNode != null) { if (discountCurveNode.Attributes["href"] != null || discountCurveNode.Attributes["id"] != null) { if (discountCurveNode.Attributes["id"] != null) { discountCurveIDRef_ = discountCurveNode.Attributes["id"].Value; DiscountCurve ob = new DiscountCurve(discountCurveNode); IDManager.SetID(discountCurveIDRef_, ob); } else if (discountCurveNode.Attributes["href"] != null) { discountCurveIDRef_ = discountCurveNode.Attributes["href"].Value; } else { discountCurve_ = new DiscountCurve(discountCurveNode); } } else { discountCurve_ = new DiscountCurve(discountCurveNode); } } 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; XsdTypeDouble ob = new XsdTypeDouble(recoveryRateNode); IDManager.SetID(recoveryRateIDRef_, ob); } else if (recoveryRateNode.Attributes["href"] != null) { recoveryRateIDRef_ = recoveryRateNode.Attributes["href"].Value; } else { recoveryRate_ = new XsdTypeDouble(recoveryRateNode); } } else { recoveryRate_ = new XsdTypeDouble(recoveryRateNode); } } }