public static Swaption Create(Swap swap, Payment[] premium, EuropeanExercise exercise, bool automaticExercise)
{
var swaption = new Swaption {
swap = swap, premium = premium
};
var europeanExercise = exercise;
swaption.exerciseProcedure = new ExerciseProcedure();
if (automaticExercise)
{
XsdClassesFieldResolver.ExerciseProcedure_SetAutomaticExercise(swaption.exerciseProcedure, new AutomaticExercise());
}
else//manual exercise
{
XsdClassesFieldResolver.ExerciseProcedure_SetManualExercise(swaption.exerciseProcedure, new ManualExercise());
}
XsdClassesFieldResolver.Swaption_SetEuropeanExercise(swaption, europeanExercise);
return(swaption);
}
public static Swaption Create(Swap swap, decimal premiumAmount, DateTime expirationDate)
{
var swaption = new Swaption {
swap = swap, premium = new[] { new Payment() }
};
swaption.premium[0].paymentAmount = MoneyHelper.GetAmount(premiumAmount);
var europeanExercise = new EuropeanExercise
{
expirationDate = new AdjustableOrRelativeDate()
};
var adjustableDate = new AdjustableDate
{
unadjustedDate = new IdentifiedDate
{
Value = expirationDate
}
};
europeanExercise.expirationDate.Item = adjustableDate;
XsdClassesFieldResolver.Swaption_SetEuropeanExercise(swaption, europeanExercise);
return(swaption);
}
