public static void SetNotionalAmount(PaymentCalculationPeriod paymentCalculationPeriod, decimal notionalAmount)
{
foreach (CalculationPeriod calculationPeriod in XsdClassesFieldResolver.GetPaymentCalculationPeriodCalculationPeriodArray(paymentCalculationPeriod))
{
XsdClassesFieldResolver.CalculationPeriodSetNotionalAmount(calculationPeriod, notionalAmount);
}
}
public static decimal GetNotionalAmount(PaymentCalculationPeriod paymentCalculationPeriod)
{
decimal result = 0.0m;
decimal numberOfPeriods = 0.0m;
foreach (CalculationPeriod calculationPeriod in XsdClassesFieldResolver.GetPaymentCalculationPeriodCalculationPeriodArray(paymentCalculationPeriod))
{
result += XsdClassesFieldResolver.CalculationPeriodGetNotionalAmount(calculationPeriod);
numberOfPeriods += 1;
}
return(result / numberOfPeriods);
}
public static void SetSpread(PaymentCalculationPeriod paymentCalculationPeriod, decimal value)
{
foreach (CalculationPeriod calculationPeriod in XsdClassesFieldResolver.GetPaymentCalculationPeriodCalculationPeriodArray(paymentCalculationPeriod))
{
if (XsdClassesFieldResolver.CalculationPeriodHasFloatingRateDefinition(calculationPeriod))
{
FloatingRateDefinition floatingRateDefinition = XsdClassesFieldResolver.CalculationPeriodGetFloatingRateDefinition(calculationPeriod);
floatingRateDefinition.spread = value;
floatingRateDefinition.spreadSpecified = true;
}
else
{
throw new NotImplementedException("PaymentCalculationPeriodHelper.SetSpread cannot be called on a fixed rate cashflow.");
}
}
}
public static void SetRate(PaymentCalculationPeriod paymentCalculationPeriod, decimal rate)
{
foreach (CalculationPeriod calculationPeriod in XsdClassesFieldResolver.GetPaymentCalculationPeriodCalculationPeriodArray(paymentCalculationPeriod))
{
if (XsdClassesFieldResolver.CalculationPeriodHasFixedRate(calculationPeriod))
{
XsdClassesFieldResolver.SetCalculationPeriodFixedRate(calculationPeriod, rate);
}
else if (XsdClassesFieldResolver.CalculationPeriodHasFloatingRateDefinition(calculationPeriod))
{
throw new NotImplementedException("Cannot modify floating rate, PaymentCalculationPeriodHelper.SetRate");
//XsdClassesFieldResolver.CalculationPeriod_GetFloatingRateDefinition(calculationPeriod).calculatedRate;
}
else
{
throw new NotImplementedException("PaymentCalculationPeriodHelper.SetRate");
}
}
}
public static void ReplaceFloatingRateWithFixedRate(PaymentCalculationPeriod paymentCalculationPeriod, decimal fixedRate)
{
foreach (CalculationPeriod calculationPeriod in XsdClassesFieldResolver.GetPaymentCalculationPeriodCalculationPeriodArray(paymentCalculationPeriod))
{
if (XsdClassesFieldResolver.CalculationPeriodHasFixedRate(calculationPeriod))
{
throw new System.Exception("calculation period already uses a fixed rate.");
}
if (XsdClassesFieldResolver.CalculationPeriodHasFloatingRateDefinition(calculationPeriod))
{
// Replace FloatingRateDefinition with decimal (fixed rate)
//
XsdClassesFieldResolver.SetCalculationPeriodFixedRate(calculationPeriod, fixedRate);
}
else
{
throw new NotSupportedException("PaymentCalculationPeriodHelper.ReplaceFloatingRateWithFixedRate");
}
}
}
public static decimal GetSpread(PaymentCalculationPeriod paymentCalculationPeriod)
{
decimal result = 0.0m;
decimal numberOfPeriods = 0.0m;
foreach (CalculationPeriod calculationPeriod in XsdClassesFieldResolver.GetPaymentCalculationPeriodCalculationPeriodArray(paymentCalculationPeriod))
{
if (XsdClassesFieldResolver.CalculationPeriodHasFloatingRateDefinition(calculationPeriod))
{
FloatingRateDefinition floatingRateDefinition = XsdClassesFieldResolver.CalculationPeriodGetFloatingRateDefinition(calculationPeriod);
result += floatingRateDefinition.spread;
}
else
{
throw new NotImplementedException("PaymentCalculationPeriodHelper.GetSpread cannot be called on fixed rate cashflow.");
}
numberOfPeriods += 1;
}
return(result / numberOfPeriods);
}
public static decimal GetRate(PaymentCalculationPeriod paymentCalculationPeriod)
{
decimal result = 0.0m;
decimal numberOfPeriods = 0.0m;
foreach (CalculationPeriod calculationPeriod in XsdClassesFieldResolver.GetPaymentCalculationPeriodCalculationPeriodArray(paymentCalculationPeriod))
{
if (XsdClassesFieldResolver.CalculationPeriodHasFixedRate(calculationPeriod))
{
result += XsdClassesFieldResolver.CalculationPeriodGetFixedRate(calculationPeriod);
}
else if (XsdClassesFieldResolver.CalculationPeriodHasFloatingRateDefinition(calculationPeriod))
{
result += XsdClassesFieldResolver.CalculationPeriodGetFloatingRateDefinition(calculationPeriod).calculatedRate;
}
else
{
throw new NotImplementedException("PaymentCalculationPeriodHelper.GetRate");
}
numberOfPeriods += 1;
}
return(result / numberOfPeriods);
}
public static void SetCalculationPeriodEndDate(PaymentCalculationPeriod paymentCalculationPeriod, DateTime endDate)
{
CalculationPeriod[] calculationPeriodArray = XsdClassesFieldResolver.GetPaymentCalculationPeriodCalculationPeriodArray(paymentCalculationPeriod);
calculationPeriodArray[calculationPeriodArray.Length - 1].adjustedEndDate = endDate;
calculationPeriodArray[calculationPeriodArray.Length - 1].adjustedEndDateSpecified = true;
}
public static DateTime GetCalculationPeriodEndDate(PaymentCalculationPeriod paymentCalculationPeriod)
{
CalculationPeriod[] calculationPeriodArray = XsdClassesFieldResolver.GetPaymentCalculationPeriodCalculationPeriodArray(paymentCalculationPeriod);
return(calculationPeriodArray[calculationPeriodArray.Length - 1].adjustedEndDate);
}
public static void SetCalculationPeriodStartDate(PaymentCalculationPeriod paymentCalculationPeriod, DateTime startDate)
{
CalculationPeriod[] calculationPeriodArray = XsdClassesFieldResolver.GetPaymentCalculationPeriodCalculationPeriodArray(paymentCalculationPeriod);
calculationPeriodArray[0].adjustedStartDate = startDate;
calculationPeriodArray[0].adjustedStartDateSpecified = true;
}
public static DateTime GetCalculationPeriodStartDate(PaymentCalculationPeriod paymentCalculationPeriod)
{
CalculationPeriod[] calculationPeriodArray = XsdClassesFieldResolver.GetPaymentCalculationPeriodCalculationPeriodArray(paymentCalculationPeriod);
return(calculationPeriodArray[0].adjustedStartDate);
}
public static int GetNumberOfDays(PaymentCalculationPeriod paymentCalculationPeriod)
{
return(XsdClassesFieldResolver.GetPaymentCalculationPeriodCalculationPeriodArray(paymentCalculationPeriod).Sum(calculationPeriod => int.Parse(calculationPeriod.calculationPeriodNumberOfDays)));
}
public static CalculationPeriod GetFirstCalculationPeriod(PaymentCalculationPeriod paymentCalculationPeriod)
{
return(XsdClassesFieldResolver.GetPaymentCalculationPeriodCalculationPeriodArray(paymentCalculationPeriod)[0]);
}
public static CalculationPeriod[] GetCalculationPeriods(PaymentCalculationPeriod paymentCalculationPeriod)
{
return(XsdClassesFieldResolver.GetPaymentCalculationPeriodCalculationPeriodArray(paymentCalculationPeriod));
}
