/// <summary>
/// Stores all relevant curve data.
/// </summary>
/// <param name="curveType">The curve type: Parent or Child</param>
/// <param name="assetClass">The asset class: fx, rates etc.</param>
/// <param name="properties">The properties for that curve. </param>
public PricingStructureData(CurveType curveType, Constants.AssetClass assetClass, NamedValueSet properties)
{
CurveType = curveType;
AssetClass = assetClass;
PricingStructureRiskSetType = PricingStructureRiskSetType.Parent;
try
{
var pricingStructureRiskSetType = properties.GetValue <string>("PricingStructureRiskSetType", false);
if (pricingStructureRiskSetType != null)
{
var result = EnumHelper.Parse <PricingStructureRiskSetType>(pricingStructureRiskSetType);
PricingStructureRiskSetType = result;
}
}
catch (System.Exception)
{
var exception = new System.Exception("PricingStructureRiskSetType does not exist");
throw exception;
}
}
/// <summary>
/// Stores all relevant curve data.
/// </summary>
/// <param name="curveType">The curve type: Parent or Child</param>
/// <param name="assetClass">The asset class: fx, rates etc.</param>
public PricingStructureData(CurveType curveType, Constants.AssetClass assetClass)
{
CurveType = curveType;
AssetClass = assetClass;
PricingStructureRiskSetType = PricingStructureRiskSetType.Parent;
}
