public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class)
        {
            FpmlSerializedCSharp.Excel_underlyingModel_para serial_Excel_underlyingModel_para = serial_Class as FpmlSerializedCSharp.Excel_underlyingModel_para;
            FpmlSerializedCSharp.Excel_hullWhiteTwoFactor   serial_Excel_hullWhiteTwoFactor   = serial_Excel_underlyingModel_para.Excel_hullWhiteTwoFactor_;

            this.currentValue_ = serial_Excel_hullWhiteTwoFactor.CurrentValue_.ValueStr;

            this.alpha_ = serial_Excel_hullWhiteTwoFactor.Alpha_.ValueStr;

            this.volatility_ = serial_Excel_hullWhiteTwoFactor.Volatility_.ValueStr;

            FpmlSerializedCSharp.Excel_rateInfo serial_excel_rateInfo = serial_Excel_hullWhiteTwoFactor.Excel_rateInfo_;
            string excel_rateInfotype = serial_excel_rateInfo.Excel_type_.ValueStr;

            this.excel_rateInfoViewModel_ = Excel_rateInfoViewModel.CreateExcel_rateInfo(excel_rateInfotype);
            this.excel_rateInfoViewModel_.setFromSerial(serial_excel_rateInfo);

            this.linkedCurveCode_ = serial_Excel_hullWhiteTwoFactor.LinkedCurveCode_.ValueStr;

            FpmlSerializedCSharp.Excel_yieldCurve serial_excel_yieldCurve = serial_Excel_hullWhiteTwoFactor.Excel_yieldCurve_;
            string excel_yieldCurvetype = serial_excel_yieldCurve.Excel_type_.ValueStr;

            this.excel_yieldCurveViewModel_ = Excel_yieldCurveViewModel.CreateExcel_yieldCurve(excel_yieldCurvetype);
            this.excel_yieldCurveViewModel_.setFromSerial(serial_excel_yieldCurve);

            this.vba_description_ = serial_Excel_hullWhiteTwoFactor.Vba_description_.ValueStr;
        }
        public void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class)
        {
            FpmlSerializedCSharp.Excel_underlyingInfo_para serial_Excel_underlyingInfo_para = serial_Class as FpmlSerializedCSharp.Excel_underlyingInfo_para;

            this.excel_type_ = serial_Excel_underlyingInfo_para.Excel_type_.ValueStr;

            this.krCode_ = serial_Excel_underlyingInfo_para.KrCode_.ValueStr;

            this.currency_ = serial_Excel_underlyingInfo_para.Currency_.ValueStr;

            this.underName_ = serial_Excel_underlyingInfo_para.UnderName_.ValueStr;

            this.basePrice_ = serial_Excel_underlyingInfo_para.BasePrice_.ValueStr;

            this.sub_type_ = serial_Excel_underlyingInfo_para.Sub_type_.ValueStr;

            this.rate_type_ = serial_Excel_underlyingInfo_para.Rate_type_.ValueStr;

            this.tenor_ = serial_Excel_underlyingInfo_para.Tenor_.ValueStr;

            this.legTenor_ = serial_Excel_underlyingInfo_para.LegTenor_.ValueStr;

            this.linkedCurve_ = serial_Excel_underlyingInfo_para.LinkedCurve_.ValueStr;

            FpmlSerializedCSharp.Excel_underlyingModel_para serial_excel_underlyingModel_para = serial_Excel_underlyingInfo_para.Excel_underlyingModel_para_;
            string excel_underlyingModel_paratype = serial_excel_underlyingModel_para.Excel_type_.ValueStr;

            this.excel_underlyingModel_paraViewModel_ = Excel_underlyingModel_paraViewModel.CreateExcel_underlyingModel_para(excel_underlyingModel_paratype);
            this.excel_underlyingModel_paraViewModel_.setFromSerial(serial_excel_underlyingModel_para);

            this.value_ = serial_Excel_underlyingInfo_para.Value_.ValueStr;

            this.description_ = serial_Excel_underlyingInfo_para.Description_.ValueStr;
        }
        public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class)
        {
            FpmlSerializedCSharp.Excel_underlyingModel_para serial_Excel_underlyingModel_para = serial_Class as FpmlSerializedCSharp.Excel_underlyingModel_para;
            FpmlSerializedCSharp.Excel_hestonModel          serial_Excel_hestonModel          = serial_Excel_underlyingModel_para.Excel_hestonModel_;

            this.currentValue_ = serial_Excel_hestonModel.CurrentValue_.ValueStr;

            this.vba_description_ = serial_Excel_hestonModel.Vba_description_.ValueStr;
        }
        public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class)
        {
            FpmlSerializedCSharp.Excel_underlyingModel_para serial_Excel_underlyingModel_para = serial_Class as FpmlSerializedCSharp.Excel_underlyingModel_para;
            FpmlSerializedCSharp.Excel_geometricBM          serial_Excel_geometricBM          = serial_Excel_underlyingModel_para.Excel_geometricBM_;

            this.currentValue_ = serial_Excel_geometricBM.CurrentValue_.ValueStr;
            this.drift_        = serial_Excel_geometricBM.Drift_.ValueStr;
            this.dividend_     = serial_Excel_geometricBM.Dividend_.ValueStr;
            this.volatility_   = serial_Excel_geometricBM.Volatility_.ValueStr;
        }
        public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class)
        {
            FpmlSerializedCSharp.Excel_underlyingModel_para serial_Excel_underlyingModel_para = serial_Class as FpmlSerializedCSharp.Excel_underlyingModel_para;
            FpmlSerializedCSharp.Excel_forwardModel         serial_Excel_forwardModel         = serial_Excel_underlyingModel_para.Excel_forwardModel_;

            this.currentValue_ = serial_Excel_forwardModel.CurrentValue_.ValueStr;

            this.tenor_ = serial_Excel_forwardModel.Tenor_.ValueStr;

            this.fittingYieldCurveName_ = serial_Excel_forwardModel.FittingYieldCurveName_.ValueStr;
        }
Exemplo n.º 6
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        public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class)
        {
            FpmlSerializedCSharp.Excel_underlyingModel_para serial_Excel_underlyingModel_para = serial_Class as FpmlSerializedCSharp.Excel_underlyingModel_para;
            FpmlSerializedCSharp.Excel_forwardModel         serial_Excel_forwardModel         = serial_Excel_underlyingModel_para.Excel_forwardModel_;

            this.currentValue_ = serial_Excel_forwardModel.CurrentValue_.ValueStr;

            this.tenor_ = serial_Excel_forwardModel.Tenor_.ValueStr;

            FpmlSerializedCSharp.Excel_yieldCurve serial_excel_yieldCurve = serial_Excel_forwardModel.Excel_yieldCurve_;
            this.excel_yieldCurveViewModel_.setFromSerial(serial_excel_yieldCurve);

            //this.vba_description_ = serial_Excel_forwardModel.Vba_description_.ValueStr;
        }
        public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class)
        {
            FpmlSerializedCSharp.Excel_underlyingModel_para serial_Excel_underlyingModel_para = serial_Class as FpmlSerializedCSharp.Excel_underlyingModel_para;
            FpmlSerializedCSharp.Excel_hullWhiteOneFactor   serial_Excel_hullWhiteOneFactor   = serial_Excel_underlyingModel_para.Excel_hullWhiteOneFactor_;

            this.currentValue_ = serial_Excel_hullWhiteOneFactor.CurrentValue_.ValueStr;

            this.alpha_ = serial_Excel_hullWhiteOneFactor.Alpha_.ValueStr;

            this.volatility_ = serial_Excel_hullWhiteOneFactor.Volatility_.ValueStr;

            this.tenor_ = serial_Excel_hullWhiteOneFactor.Tenor_.ValueStr;

            this.fittingYieldCurveName_ = serial_Excel_hullWhiteOneFactor.FittingYieldCurveName_.ValueStr;
        }
        public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class)
        {
            FpmlSerializedCSharp.Excel_underlyingModel_para serial_Excel_underlyingModel_para = serial_Class as FpmlSerializedCSharp.Excel_underlyingModel_para;
            FpmlSerializedCSharp.Excel_hullWhiteOneFactor   serial_Excel_hullWhiteOneFactor   = serial_Excel_underlyingModel_para.Excel_hullWhiteOneFactor_;

            this.currentValue_    = serial_Excel_hullWhiteOneFactor.CurrentValue_.ValueStr;
            this.alpha_           = serial_Excel_hullWhiteOneFactor.Alpha_.ValueStr;
            this.volatility_      = serial_Excel_hullWhiteOneFactor.Volatility_.ValueStr;
            this.linkedCurveCode_ = serial_Excel_hullWhiteOneFactor.LinkedCurveCode_.ValueStr;

            FpmlSerializedCSharp.Excel_rateInfo serial_excel_rateInfo = serial_Excel_hullWhiteOneFactor.Excel_rateInfo_;
            this.excel_rateInfoViewModel_ = new Excel_rateInfoViewModel();
            this.excel_rateInfoViewModel_.setFromSerial(serial_excel_rateInfo);

            FpmlSerializedCSharp.Excel_yieldCurve serial_excel_yieldCurve = serial_Excel_hullWhiteOneFactor.Excel_yieldCurve_;
            this.excel_yieldCurveViewModel_ = new Excel_yieldCurveViewModel();
            this.excel_yieldCurveViewModel_.setFromSerial(serial_excel_yieldCurve);
        }
        public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class)
        {
            FpmlSerializedCSharp.Excel_underlyingModel_para serial_Excel_underlyingModel_para = serial_Class as FpmlSerializedCSharp.Excel_underlyingModel_para;
            FpmlSerializedCSharp.Excel_geometricBM_LocalVol serial_Excel_geometricBM_LocalVol = serial_Excel_underlyingModel_para.Excel_geometricBM_LocalVol_;

            this.currentValue_ = serial_Excel_geometricBM_LocalVol.CurrentValue_.ValueStr;

            this.drift_ = serial_Excel_geometricBM_LocalVol.Drift_.ValueStr;

            this.dividend_ = serial_Excel_geometricBM_LocalVol.Dividend_.ValueStr;

            this.linkedSurfaceCode_ = serial_Excel_geometricBM_LocalVol.LinkedSurfaceCode_.ValueStr;

            FpmlSerializedCSharp.Excel_volSurface serial_excel_volSurface = serial_Excel_geometricBM_LocalVol.Excel_volSurface_;
            string excel_volSurfacetype = serial_excel_volSurface.Excel_type_.ValueStr;

            this.excel_volSurfaceViewModel_ = Excel_volSurfaceViewModel.CreateExcel_volSurface(excel_volSurfacetype);
            this.excel_volSurfaceViewModel_.setFromSerial(serial_excel_volSurface);

            this.vba_description_ = serial_Excel_geometricBM_LocalVol.Vba_description_.ValueStr;
        }
        public void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class)
        {
            FpmlSerializedCSharp.Excel_underlyingInfo_para serial_Excel_underlyingInfo_para = serial_Class as FpmlSerializedCSharp.Excel_underlyingInfo_para;

            this.excel_type_ = serial_Excel_underlyingInfo_para.Excel_type_.ValueStr;

            this.krCode_ = serial_Excel_underlyingInfo_para.KrCode_.ValueStr;

            this.underName_ = serial_Excel_underlyingInfo_para.UnderName_.ValueStr;

            this.model_ = serial_Excel_underlyingInfo_para.Model_.ValueStr;

            this.basePrice_ = serial_Excel_underlyingInfo_para.BasePrice_.ValueStr;

            FpmlSerializedCSharp.Excel_underlyingModel_para serial_excel_underlyingModel_para = serial_Excel_underlyingInfo_para.Excel_underlyingModel_para_;
            string excel_underlyingModel_paratype = serial_excel_underlyingModel_para.Excel_type_.ValueStr;

            this.excel_underlyingModel_paraViewModel_ = Excel_underlyingModel_paraViewModel.CreateExcel_underlyingModel_para(excel_underlyingModel_paratype);
            this.excel_underlyingModel_paraViewModel_.setFromSerial(serial_excel_underlyingModel_para);

            this.value_ = serial_Excel_underlyingInfo_para.Value_.ValueStr;

            this.description_ = serial_Excel_underlyingInfo_para.Description_.ValueStr;
        }