Пример #1
0
        public void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class)
        {
            FpmlSerializedCSharp.FittingYieldCurve serial_FittingYieldCurve = serial_Class as FpmlSerializedCSharp.FittingYieldCurve;

            FpmlSerializedCSharp.YieldTermstructure serial_yieldTermstructure = serial_FittingYieldCurve.YieldTermstructure_;
            string yieldTermstructuretype = serial_yieldTermstructure.Excel_type_.ValueStr;

            this.yieldTermstructureViewModel_ = YieldTermstructureViewModel.CreateYieldTermstructure(yieldTermstructuretype);
            this.yieldTermstructureViewModel_.setFromSerial(serial_yieldTermstructure);
        }
Пример #2
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        public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class)
        {
            FpmlSerializedCSharp.Underlying_para serial_Underlying_para = serial_Class as FpmlSerializedCSharp.Underlying_para;
            FpmlSerializedCSharp.ForwardModel    serial_ForwardModel    = serial_Underlying_para.ForwardModel_;

            FpmlSerializedCSharp.Tenor serial_tenor = serial_ForwardModel.Tenor_;
            string tenortype = serial_tenor.Excel_type_.ValueStr;

            this.tenorViewModel_ = TenorViewModel.CreateTenor(tenortype);
            this.tenorViewModel_.setFromSerial(serial_tenor);

            FpmlSerializedCSharp.FittingYieldCurve serial_fittingYieldCurve = serial_ForwardModel.FittingYieldCurve_;
            string fittingYieldCurvetype = serial_fittingYieldCurve.Excel_type_.ValueStr;

            this.fittingYieldCurveViewModel_ = FittingYieldCurveViewModel.CreateFittingYieldCurve(fittingYieldCurvetype);
            this.fittingYieldCurveViewModel_.setFromSerial(serial_fittingYieldCurve);
        }
Пример #3
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        public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class)
        {
            FpmlSerializedCSharp.Underlying_para    serial_Underlying_para    = serial_Class as FpmlSerializedCSharp.Underlying_para;
            FpmlSerializedCSharp.HullWhiteOneFactor serial_HullWhiteOneFactor = serial_Underlying_para.HullWhiteOneFactor_;

            this.alpha_ = serial_HullWhiteOneFactor.Alpha_.ValueStr;

            this.sigma_ = serial_HullWhiteOneFactor.Sigma_.ValueStr;

            FpmlSerializedCSharp.Tenor serial_tenor = serial_HullWhiteOneFactor.Tenor_;
            string tenortype = serial_tenor.Excel_type_.ValueStr;

            this.tenorViewModel_ = TenorViewModel.CreateTenor(tenortype);
            this.tenorViewModel_.setFromSerial(serial_tenor);

            FpmlSerializedCSharp.FittingYieldCurve serial_fittingYieldCurve = serial_HullWhiteOneFactor.FittingYieldCurve_;
            string fittingYieldCurvetype = serial_fittingYieldCurve.Excel_type_.ValueStr;

            this.fittingYieldCurveViewModel_ = FittingYieldCurveViewModel.CreateFittingYieldCurve(fittingYieldCurvetype);
            this.fittingYieldCurveViewModel_.setFromSerial(serial_fittingYieldCurve);
        }