public DefaultProbabilityCurve(XmlNode xmlNode)
 : base(xmlNode)
 {
     XmlNodeList baseYieldCurveNodeList = xmlNode.SelectNodes("baseYieldCurve");
     if (baseYieldCurveNodeList.Count > 1 )
     {
             throw new Exception();
     }
     
     foreach (XmlNode item in baseYieldCurveNodeList)
     {
         if (item.Attributes["href"] != null || item.Attributes["id"] == null) 
         {
             if (item.Attributes["id"] != null) 
             {
                 baseYieldCurveIDRef = item.Attributes["id"].Name;
                 PricingStructureReference ob = PricingStructureReference();
                 IDManager.SetID(baseYieldCurveIDRef, ob);
             }
             else if (item.Attributes.ToString() == "href")
             {
                 baseYieldCurveIDRef = item.Attributes["href"].Name;
             }
             else
             {
                 baseYieldCurve = new PricingStructureReference(item);
             }
         }
     }
     
 
     XmlNodeList defaultProbabilitiesNodeList = xmlNode.SelectNodes("defaultProbabilities");
     if (defaultProbabilitiesNodeList.Count > 1 )
     {
             throw new Exception();
     }
     
     foreach (XmlNode item in defaultProbabilitiesNodeList)
     {
         if (item.Attributes["href"] != null || item.Attributes["id"] == null) 
         {
             if (item.Attributes["id"] != null) 
             {
                 defaultProbabilitiesIDRef = item.Attributes["id"].Name;
                 TermCurve ob = TermCurve();
                 IDManager.SetID(defaultProbabilitiesIDRef, ob);
             }
             else if (item.Attributes.ToString() == "href")
             {
                 defaultProbabilitiesIDRef = item.Attributes["href"].Name;
             }
             else
             {
                 defaultProbabilities = new TermCurve(item);
             }
         }
     }
     
 
 }
        public DefaultProbabilityCurve(XmlNode xmlNode)
            : base(xmlNode)
        {
            XmlNodeList baseYieldCurveNodeList = xmlNode.SelectNodes("baseYieldCurve");

            if (baseYieldCurveNodeList.Count > 1)
            {
                throw new Exception();
            }

            foreach (XmlNode item in baseYieldCurveNodeList)
            {
                if (item.Attributes["href"] != null || item.Attributes["id"] == null)
                {
                    if (item.Attributes["id"] != null)
                    {
                        baseYieldCurveIDRef = item.Attributes["id"].Name;
                        PricingStructureReference ob = PricingStructureReference();
                        IDManager.SetID(baseYieldCurveIDRef, ob);
                    }
                    else if (item.Attributes.ToString() == "href")
                    {
                        baseYieldCurveIDRef = item.Attributes["href"].Name;
                    }
                    else
                    {
                        baseYieldCurve = new PricingStructureReference(item);
                    }
                }
            }


            XmlNodeList defaultProbabilitiesNodeList = xmlNode.SelectNodes("defaultProbabilities");

            if (defaultProbabilitiesNodeList.Count > 1)
            {
                throw new Exception();
            }

            foreach (XmlNode item in defaultProbabilitiesNodeList)
            {
                if (item.Attributes["href"] != null || item.Attributes["id"] == null)
                {
                    if (item.Attributes["id"] != null)
                    {
                        defaultProbabilitiesIDRef = item.Attributes["id"].Name;
                        TermCurve ob = TermCurve();
                        IDManager.SetID(defaultProbabilitiesIDRef, ob);
                    }
                    else if (item.Attributes.ToString() == "href")
                    {
                        defaultProbabilitiesIDRef = item.Attributes["href"].Name;
                    }
                    else
                    {
                        defaultProbabilities = new TermCurve(item);
                    }
                }
            }
        }
Пример #3
0
        public PricingMethod(XmlNode xmlNode)
        {
            XmlNodeList assetReferenceNodeList = xmlNode.SelectNodes("assetReference");

            if (assetReferenceNodeList.Count > 1)
            {
                throw new Exception();
            }

            foreach (XmlNode item in assetReferenceNodeList)
            {
                if (item.Attributes["href"] != null || item.Attributes["id"] == null)
                {
                    if (item.Attributes["id"] != null)
                    {
                        assetReferenceIDRef = item.Attributes["id"].Name;
                        AnyAssetReference ob = AnyAssetReference();
                        IDManager.SetID(assetReferenceIDRef, ob);
                    }
                    else if (item.Attributes.ToString() == "href")
                    {
                        assetReferenceIDRef = item.Attributes["href"].Name;
                    }
                    else
                    {
                        assetReference = new AnyAssetReference(item);
                    }
                }
            }


            XmlNodeList pricingInputReferenceNodeList = xmlNode.SelectNodes("pricingInputReference");

            if (pricingInputReferenceNodeList.Count > 1)
            {
                throw new Exception();
            }

            foreach (XmlNode item in pricingInputReferenceNodeList)
            {
                if (item.Attributes["href"] != null || item.Attributes["id"] == null)
                {
                    if (item.Attributes["id"] != null)
                    {
                        pricingInputReferenceIDRef = item.Attributes["id"].Name;
                        PricingStructureReference ob = PricingStructureReference();
                        IDManager.SetID(pricingInputReferenceIDRef, ob);
                    }
                    else if (item.Attributes.ToString() == "href")
                    {
                        pricingInputReferenceIDRef = item.Attributes["href"].Name;
                    }
                    else
                    {
                        pricingInputReference = new PricingStructureReference(item);
                    }
                }
            }
        }
Пример #4
0
        public PricingInputReplacement(XmlNode xmlNode)
        {
            XmlNodeList originalInputReferenceNodeList = xmlNode.SelectNodes("originalInputReference");

            if (originalInputReferenceNodeList.Count > 1)
            {
                throw new Exception();
            }

            foreach (XmlNode item in originalInputReferenceNodeList)
            {
                if (item.Attributes["href"] != null || item.Attributes["id"] == null)
                {
                    if (item.Attributes["id"] != null)
                    {
                        originalInputReferenceIDRef = item.Attributes["id"].Name;
                        PricingStructureReference ob = PricingStructureReference();
                        IDManager.SetID(originalInputReferenceIDRef, ob);
                    }
                    else if (item.Attributes.ToString() == "href")
                    {
                        originalInputReferenceIDRef = item.Attributes["href"].Name;
                    }
                    else
                    {
                        originalInputReference = new PricingStructureReference(item);
                    }
                }
            }


            XmlNodeList replacementInputReferenceNodeList = xmlNode.SelectNodes("replacementInputReference");

            if (replacementInputReferenceNodeList.Count > 1)
            {
                throw new Exception();
            }

            foreach (XmlNode item in replacementInputReferenceNodeList)
            {
                if (item.Attributes["href"] != null || item.Attributes["id"] == null)
                {
                    if (item.Attributes["id"] != null)
                    {
                        replacementInputReferenceIDRef = item.Attributes["id"].Name;
                        PricingStructureReference ob = PricingStructureReference();
                        IDManager.SetID(replacementInputReferenceIDRef, ob);
                    }
                    else if (item.Attributes.ToString() == "href")
                    {
                        replacementInputReferenceIDRef = item.Attributes["href"].Name;
                    }
                    else
                    {
                        replacementInputReference = new PricingStructureReference(item);
                    }
                }
            }
        }
 public PricingInputReplacement(XmlNode xmlNode)
 {
     XmlNodeList originalInputReferenceNodeList = xmlNode.SelectNodes("originalInputReference");
     if (originalInputReferenceNodeList.Count > 1 )
     {
             throw new Exception();
     }
     
     foreach (XmlNode item in originalInputReferenceNodeList)
     {
         if (item.Attributes["href"] != null || item.Attributes["id"] == null) 
         {
             if (item.Attributes["id"] != null) 
             {
                 originalInputReferenceIDRef = item.Attributes["id"].Name;
                 PricingStructureReference ob = PricingStructureReference();
                 IDManager.SetID(originalInputReferenceIDRef, ob);
             }
             else if (item.Attributes.ToString() == "href")
             {
                 originalInputReferenceIDRef = item.Attributes["href"].Name;
             }
             else
             {
                 originalInputReference = new PricingStructureReference(item);
             }
         }
     }
     
 
     XmlNodeList replacementInputReferenceNodeList = xmlNode.SelectNodes("replacementInputReference");
     if (replacementInputReferenceNodeList.Count > 1 )
     {
             throw new Exception();
     }
     
     foreach (XmlNode item in replacementInputReferenceNodeList)
     {
         if (item.Attributes["href"] != null || item.Attributes["id"] == null) 
         {
             if (item.Attributes["id"] != null) 
             {
                 replacementInputReferenceIDRef = item.Attributes["id"].Name;
                 PricingStructureReference ob = PricingStructureReference();
                 IDManager.SetID(replacementInputReferenceIDRef, ob);
             }
             else if (item.Attributes.ToString() == "href")
             {
                 replacementInputReferenceIDRef = item.Attributes["href"].Name;
             }
             else
             {
                 replacementInputReference = new PricingStructureReference(item);
             }
         }
     }
     
 
 }
 public PricingMethod(XmlNode xmlNode)
 {
     XmlNode assetReferenceNode = xmlNode.SelectSingleNode("assetReference");
     
     if (assetReferenceNode != null)
     {
         if (assetReferenceNode.Attributes["href"] != null || assetReferenceNode.Attributes["id"] != null) 
         {
             if (assetReferenceNode.Attributes["id"] != null) 
             {
                 assetReferenceIDRef_ = assetReferenceNode.Attributes["id"].Value;
                 AnyAssetReference ob = new AnyAssetReference(assetReferenceNode);
                 IDManager.SetID(assetReferenceIDRef_, ob);
             }
             else if (assetReferenceNode.Attributes["href"] != null)
             {
                 assetReferenceIDRef_ = assetReferenceNode.Attributes["href"].Value;
             }
             else
             {
                 assetReference_ = new AnyAssetReference(assetReferenceNode);
             }
         }
         else
         {
             assetReference_ = new AnyAssetReference(assetReferenceNode);
         }
     }
     
 
     XmlNode pricingInputReferenceNode = xmlNode.SelectSingleNode("pricingInputReference");
     
     if (pricingInputReferenceNode != null)
     {
         if (pricingInputReferenceNode.Attributes["href"] != null || pricingInputReferenceNode.Attributes["id"] != null) 
         {
             if (pricingInputReferenceNode.Attributes["id"] != null) 
             {
                 pricingInputReferenceIDRef_ = pricingInputReferenceNode.Attributes["id"].Value;
                 PricingStructureReference ob = new PricingStructureReference(pricingInputReferenceNode);
                 IDManager.SetID(pricingInputReferenceIDRef_, ob);
             }
             else if (pricingInputReferenceNode.Attributes["href"] != null)
             {
                 pricingInputReferenceIDRef_ = pricingInputReferenceNode.Attributes["href"].Value;
             }
             else
             {
                 pricingInputReference_ = new PricingStructureReference(pricingInputReferenceNode);
             }
         }
         else
         {
             pricingInputReference_ = new PricingStructureReference(pricingInputReferenceNode);
         }
     }
     
 
 }
 public PricingInputReplacement(XmlNode xmlNode)
 {
     XmlNode originalInputReferenceNode = xmlNode.SelectSingleNode("originalInputReference");
     
     if (originalInputReferenceNode != null)
     {
         if (originalInputReferenceNode.Attributes["href"] != null || originalInputReferenceNode.Attributes["id"] != null) 
         {
             if (originalInputReferenceNode.Attributes["id"] != null) 
             {
                 originalInputReferenceIDRef_ = originalInputReferenceNode.Attributes["id"].Value;
                 PricingStructureReference ob = new PricingStructureReference(originalInputReferenceNode);
                 IDManager.SetID(originalInputReferenceIDRef_, ob);
             }
             else if (originalInputReferenceNode.Attributes["href"] != null)
             {
                 originalInputReferenceIDRef_ = originalInputReferenceNode.Attributes["href"].Value;
             }
             else
             {
                 originalInputReference_ = new PricingStructureReference(originalInputReferenceNode);
             }
         }
         else
         {
             originalInputReference_ = new PricingStructureReference(originalInputReferenceNode);
         }
     }
     
 
     XmlNode replacementInputReferenceNode = xmlNode.SelectSingleNode("replacementInputReference");
     
     if (replacementInputReferenceNode != null)
     {
         if (replacementInputReferenceNode.Attributes["href"] != null || replacementInputReferenceNode.Attributes["id"] != null) 
         {
             if (replacementInputReferenceNode.Attributes["id"] != null) 
             {
                 replacementInputReferenceIDRef_ = replacementInputReferenceNode.Attributes["id"].Value;
                 PricingStructureReference ob = new PricingStructureReference(replacementInputReferenceNode);
                 IDManager.SetID(replacementInputReferenceIDRef_, ob);
             }
             else if (replacementInputReferenceNode.Attributes["href"] != null)
             {
                 replacementInputReferenceIDRef_ = replacementInputReferenceNode.Attributes["href"].Value;
             }
             else
             {
                 replacementInputReference_ = new PricingStructureReference(replacementInputReferenceNode);
             }
         }
         else
         {
             replacementInputReference_ = new PricingStructureReference(replacementInputReferenceNode);
         }
     }
     
 
 }
 public PricingMethod(XmlNode xmlNode)
 {
     XmlNodeList assetReferenceNodeList = xmlNode.SelectNodes("assetReference");
     if (assetReferenceNodeList.Count > 1 )
     {
             throw new Exception();
     }
     
     foreach (XmlNode item in assetReferenceNodeList)
     {
         if (item.Attributes["href"] != null || item.Attributes["id"] == null) 
         {
             if (item.Attributes["id"] != null) 
             {
                 assetReferenceIDRef = item.Attributes["id"].Name;
                 AnyAssetReference ob = AnyAssetReference();
                 IDManager.SetID(assetReferenceIDRef, ob);
             }
             else if (item.Attributes.ToString() == "href")
             {
                 assetReferenceIDRef = item.Attributes["href"].Name;
             }
             else
             {
                 assetReference = new AnyAssetReference(item);
             }
         }
     }
     
 
     XmlNodeList pricingInputReferenceNodeList = xmlNode.SelectNodes("pricingInputReference");
     if (pricingInputReferenceNodeList.Count > 1 )
     {
             throw new Exception();
     }
     
     foreach (XmlNode item in pricingInputReferenceNodeList)
     {
         if (item.Attributes["href"] != null || item.Attributes["id"] == null) 
         {
             if (item.Attributes["id"] != null) 
             {
                 pricingInputReferenceIDRef = item.Attributes["id"].Name;
                 PricingStructureReference ob = PricingStructureReference();
                 IDManager.SetID(pricingInputReferenceIDRef, ob);
             }
             else if (item.Attributes.ToString() == "href")
             {
                 pricingInputReferenceIDRef = item.Attributes["href"].Name;
             }
             else
             {
                 pricingInputReference = new PricingStructureReference(item);
             }
         }
     }
     
 
 }
Пример #9
0
        public DefaultProbabilityCurve(XmlNode xmlNode)
            : base(xmlNode)
        {
            XmlNode baseYieldCurveNode = xmlNode.SelectSingleNode("baseYieldCurve");

            if (baseYieldCurveNode != null)
            {
                if (baseYieldCurveNode.Attributes["href"] != null || baseYieldCurveNode.Attributes["id"] != null)
                {
                    if (baseYieldCurveNode.Attributes["id"] != null)
                    {
                        baseYieldCurveIDRef_ = baseYieldCurveNode.Attributes["id"].Value;
                        PricingStructureReference ob = new PricingStructureReference(baseYieldCurveNode);
                        IDManager.SetID(baseYieldCurveIDRef_, ob);
                    }
                    else if (baseYieldCurveNode.Attributes["href"] != null)
                    {
                        baseYieldCurveIDRef_ = baseYieldCurveNode.Attributes["href"].Value;
                    }
                    else
                    {
                        baseYieldCurve_ = new PricingStructureReference(baseYieldCurveNode);
                    }
                }
                else
                {
                    baseYieldCurve_ = new PricingStructureReference(baseYieldCurveNode);
                }
            }


            XmlNode defaultProbabilitiesNode = xmlNode.SelectSingleNode("defaultProbabilities");

            if (defaultProbabilitiesNode != null)
            {
                if (defaultProbabilitiesNode.Attributes["href"] != null || defaultProbabilitiesNode.Attributes["id"] != null)
                {
                    if (defaultProbabilitiesNode.Attributes["id"] != null)
                    {
                        defaultProbabilitiesIDRef_ = defaultProbabilitiesNode.Attributes["id"].Value;
                        TermCurve ob = new TermCurve(defaultProbabilitiesNode);
                        IDManager.SetID(defaultProbabilitiesIDRef_, ob);
                    }
                    else if (defaultProbabilitiesNode.Attributes["href"] != null)
                    {
                        defaultProbabilitiesIDRef_ = defaultProbabilitiesNode.Attributes["href"].Value;
                    }
                    else
                    {
                        defaultProbabilities_ = new TermCurve(defaultProbabilitiesNode);
                    }
                }
                else
                {
                    defaultProbabilities_ = new TermCurve(defaultProbabilitiesNode);
                }
            }
        }
Пример #10
0
        public PricingInputReplacement(XmlNode xmlNode)
        {
            XmlNode originalInputReferenceNode = xmlNode.SelectSingleNode("originalInputReference");

            if (originalInputReferenceNode != null)
            {
                if (originalInputReferenceNode.Attributes["href"] != null || originalInputReferenceNode.Attributes["id"] != null)
                {
                    if (originalInputReferenceNode.Attributes["id"] != null)
                    {
                        originalInputReferenceIDRef_ = originalInputReferenceNode.Attributes["id"].Value;
                        PricingStructureReference ob = new PricingStructureReference(originalInputReferenceNode);
                        IDManager.SetID(originalInputReferenceIDRef_, ob);
                    }
                    else if (originalInputReferenceNode.Attributes["href"] != null)
                    {
                        originalInputReferenceIDRef_ = originalInputReferenceNode.Attributes["href"].Value;
                    }
                    else
                    {
                        originalInputReference_ = new PricingStructureReference(originalInputReferenceNode);
                    }
                }
                else
                {
                    originalInputReference_ = new PricingStructureReference(originalInputReferenceNode);
                }
            }


            XmlNode replacementInputReferenceNode = xmlNode.SelectSingleNode("replacementInputReference");

            if (replacementInputReferenceNode != null)
            {
                if (replacementInputReferenceNode.Attributes["href"] != null || replacementInputReferenceNode.Attributes["id"] != null)
                {
                    if (replacementInputReferenceNode.Attributes["id"] != null)
                    {
                        replacementInputReferenceIDRef_ = replacementInputReferenceNode.Attributes["id"].Value;
                        PricingStructureReference ob = new PricingStructureReference(replacementInputReferenceNode);
                        IDManager.SetID(replacementInputReferenceIDRef_, ob);
                    }
                    else if (replacementInputReferenceNode.Attributes["href"] != null)
                    {
                        replacementInputReferenceIDRef_ = replacementInputReferenceNode.Attributes["href"].Value;
                    }
                    else
                    {
                        replacementInputReference_ = new PricingStructureReference(replacementInputReferenceNode);
                    }
                }
                else
                {
                    replacementInputReference_ = new PricingStructureReference(replacementInputReferenceNode);
                }
            }
        }
Пример #11
0
        public PricingMethod(XmlNode xmlNode)
        {
            XmlNode assetReferenceNode = xmlNode.SelectSingleNode("assetReference");

            if (assetReferenceNode != null)
            {
                if (assetReferenceNode.Attributes["href"] != null || assetReferenceNode.Attributes["id"] != null)
                {
                    if (assetReferenceNode.Attributes["id"] != null)
                    {
                        assetReferenceIDRef_ = assetReferenceNode.Attributes["id"].Value;
                        AnyAssetReference ob = new AnyAssetReference(assetReferenceNode);
                        IDManager.SetID(assetReferenceIDRef_, ob);
                    }
                    else if (assetReferenceNode.Attributes["href"] != null)
                    {
                        assetReferenceIDRef_ = assetReferenceNode.Attributes["href"].Value;
                    }
                    else
                    {
                        assetReference_ = new AnyAssetReference(assetReferenceNode);
                    }
                }
                else
                {
                    assetReference_ = new AnyAssetReference(assetReferenceNode);
                }
            }


            XmlNode pricingInputReferenceNode = xmlNode.SelectSingleNode("pricingInputReference");

            if (pricingInputReferenceNode != null)
            {
                if (pricingInputReferenceNode.Attributes["href"] != null || pricingInputReferenceNode.Attributes["id"] != null)
                {
                    if (pricingInputReferenceNode.Attributes["id"] != null)
                    {
                        pricingInputReferenceIDRef_ = pricingInputReferenceNode.Attributes["id"].Value;
                        PricingStructureReference ob = new PricingStructureReference(pricingInputReferenceNode);
                        IDManager.SetID(pricingInputReferenceIDRef_, ob);
                    }
                    else if (pricingInputReferenceNode.Attributes["href"] != null)
                    {
                        pricingInputReferenceIDRef_ = pricingInputReferenceNode.Attributes["href"].Value;
                    }
                    else
                    {
                        pricingInputReference_ = new PricingStructureReference(pricingInputReferenceNode);
                    }
                }
                else
                {
                    pricingInputReference_ = new PricingStructureReference(pricingInputReferenceNode);
                }
            }
        }
Пример #12
0
        public DerivativeCalculationProcedure(XmlNode xmlNode)
        {
            XmlNode methodNode = xmlNode.SelectSingleNode("method");

            if (methodNode != null)
            {
                if (methodNode.Attributes["href"] != null || methodNode.Attributes["id"] != null)
                {
                    if (methodNode.Attributes["id"] != null)
                    {
                        methodIDRef_ = methodNode.Attributes["id"].Value;
                        DerivativeCalculationMethod ob = new DerivativeCalculationMethod(methodNode);
                        IDManager.SetID(methodIDRef_, ob);
                    }
                    else if (methodNode.Attributes["href"] != null)
                    {
                        methodIDRef_ = methodNode.Attributes["href"].Value;
                    }
                    else
                    {
                        method_ = new DerivativeCalculationMethod(methodNode);
                    }
                }
                else
                {
                    method_ = new DerivativeCalculationMethod(methodNode);
                }
            }


            XmlNode perturbationAmountNode = xmlNode.SelectSingleNode("perturbationAmount");

            if (perturbationAmountNode != null)
            {
                if (perturbationAmountNode.Attributes["href"] != null || perturbationAmountNode.Attributes["id"] != null)
                {
                    if (perturbationAmountNode.Attributes["id"] != null)
                    {
                        perturbationAmountIDRef_ = perturbationAmountNode.Attributes["id"].Value;
                        XsdTypeDecimal ob = new XsdTypeDecimal(perturbationAmountNode);
                        IDManager.SetID(perturbationAmountIDRef_, ob);
                    }
                    else if (perturbationAmountNode.Attributes["href"] != null)
                    {
                        perturbationAmountIDRef_ = perturbationAmountNode.Attributes["href"].Value;
                    }
                    else
                    {
                        perturbationAmount_ = new XsdTypeDecimal(perturbationAmountNode);
                    }
                }
                else
                {
                    perturbationAmount_ = new XsdTypeDecimal(perturbationAmountNode);
                }
            }


            XmlNode averagedNode = xmlNode.SelectSingleNode("averaged");

            if (averagedNode != null)
            {
                if (averagedNode.Attributes["href"] != null || averagedNode.Attributes["id"] != null)
                {
                    if (averagedNode.Attributes["id"] != null)
                    {
                        averagedIDRef_ = averagedNode.Attributes["id"].Value;
                        XsdTypeBoolean ob = new XsdTypeBoolean(averagedNode);
                        IDManager.SetID(averagedIDRef_, ob);
                    }
                    else if (averagedNode.Attributes["href"] != null)
                    {
                        averagedIDRef_ = averagedNode.Attributes["href"].Value;
                    }
                    else
                    {
                        averaged_ = new XsdTypeBoolean(averagedNode);
                    }
                }
                else
                {
                    averaged_ = new XsdTypeBoolean(averagedNode);
                }
            }


            XmlNode perturbationTypeNode = xmlNode.SelectSingleNode("perturbationType");

            if (perturbationTypeNode != null)
            {
                if (perturbationTypeNode.Attributes["href"] != null || perturbationTypeNode.Attributes["id"] != null)
                {
                    if (perturbationTypeNode.Attributes["id"] != null)
                    {
                        perturbationTypeIDRef_ = perturbationTypeNode.Attributes["id"].Value;
                        PerturbationType ob = new PerturbationType(perturbationTypeNode);
                        IDManager.SetID(perturbationTypeIDRef_, ob);
                    }
                    else if (perturbationTypeNode.Attributes["href"] != null)
                    {
                        perturbationTypeIDRef_ = perturbationTypeNode.Attributes["href"].Value;
                    }
                    else
                    {
                        perturbationType_ = new PerturbationType(perturbationTypeNode);
                    }
                }
                else
                {
                    perturbationType_ = new PerturbationType(perturbationTypeNode);
                }
            }


            XmlNode derivativeFormulaNode = xmlNode.SelectSingleNode("derivativeFormula");

            if (derivativeFormulaNode != null)
            {
                if (derivativeFormulaNode.Attributes["href"] != null || derivativeFormulaNode.Attributes["id"] != null)
                {
                    if (derivativeFormulaNode.Attributes["id"] != null)
                    {
                        derivativeFormulaIDRef_ = derivativeFormulaNode.Attributes["id"].Value;
                        XsdTypeString ob = new XsdTypeString(derivativeFormulaNode);
                        IDManager.SetID(derivativeFormulaIDRef_, ob);
                    }
                    else if (derivativeFormulaNode.Attributes["href"] != null)
                    {
                        derivativeFormulaIDRef_ = derivativeFormulaNode.Attributes["href"].Value;
                    }
                    else
                    {
                        derivativeFormula_ = new XsdTypeString(derivativeFormulaNode);
                    }
                }
                else
                {
                    derivativeFormula_ = new XsdTypeString(derivativeFormulaNode);
                }
            }


            XmlNode replacementMarketInputNode = xmlNode.SelectSingleNode("replacementMarketInput");

            if (replacementMarketInputNode != null)
            {
                if (replacementMarketInputNode.Attributes["href"] != null || replacementMarketInputNode.Attributes["id"] != null)
                {
                    if (replacementMarketInputNode.Attributes["id"] != null)
                    {
                        replacementMarketInputIDRef_ = replacementMarketInputNode.Attributes["id"].Value;
                        PricingStructureReference ob = new PricingStructureReference(replacementMarketInputNode);
                        IDManager.SetID(replacementMarketInputIDRef_, ob);
                    }
                    else if (replacementMarketInputNode.Attributes["href"] != null)
                    {
                        replacementMarketInputIDRef_ = replacementMarketInputNode.Attributes["href"].Value;
                    }
                    else
                    {
                        replacementMarketInput_ = new PricingStructureReference(replacementMarketInputNode);
                    }
                }
                else
                {
                    replacementMarketInput_ = new PricingStructureReference(replacementMarketInputNode);
                }
            }
        }
 public DerivativeCalculationProcedure(XmlNode xmlNode)
 {
     XmlNodeList methodNodeList = xmlNode.SelectNodes("method");
     if (methodNodeList.Count > 1 )
     {
             throw new Exception();
     }
     
     foreach (XmlNode item in methodNodeList)
     {
         if (item.Attributes["href"] != null || item.Attributes["id"] == null) 
         {
             if (item.Attributes["id"] != null) 
             {
                 methodIDRef = item.Attributes["id"].Name;
                 DerivativeCalculationMethod ob = DerivativeCalculationMethod();
                 IDManager.SetID(methodIDRef, ob);
             }
             else if (item.Attributes.ToString() == "href")
             {
                 methodIDRef = item.Attributes["href"].Name;
             }
             else
             {
                 method = new DerivativeCalculationMethod(item);
             }
         }
     }
     
 
     XmlNodeList perturbationAmountNodeList = xmlNode.SelectNodes("perturbationAmount");
     if (perturbationAmountNodeList.Count > 1 )
     {
             throw new Exception();
     }
     
     foreach (XmlNode item in perturbationAmountNodeList)
     {
         if (item.Attributes["href"] != null || item.Attributes["id"] == null) 
         {
             if (item.Attributes["id"] != null) 
             {
                 perturbationAmountIDRef = item.Attributes["id"].Name;
                 XsdTypeDecimal ob = XsdTypeDecimal();
                 IDManager.SetID(perturbationAmountIDRef, ob);
             }
             else if (item.Attributes.ToString() == "href")
             {
                 perturbationAmountIDRef = item.Attributes["href"].Name;
             }
             else
             {
                 perturbationAmount = new XsdTypeDecimal(item);
             }
         }
     }
     
 
     XmlNodeList averagedNodeList = xmlNode.SelectNodes("averaged");
     if (averagedNodeList.Count > 1 )
     {
             throw new Exception();
     }
     
     foreach (XmlNode item in averagedNodeList)
     {
         if (item.Attributes["href"] != null || item.Attributes["id"] == null) 
         {
             if (item.Attributes["id"] != null) 
             {
                 averagedIDRef = item.Attributes["id"].Name;
                 XsdTypeBoolean ob = XsdTypeBoolean();
                 IDManager.SetID(averagedIDRef, ob);
             }
             else if (item.Attributes.ToString() == "href")
             {
                 averagedIDRef = item.Attributes["href"].Name;
             }
             else
             {
                 averaged = new XsdTypeBoolean(item);
             }
         }
     }
     
 
     XmlNodeList perturbationTypeNodeList = xmlNode.SelectNodes("perturbationType");
     if (perturbationTypeNodeList.Count > 1 )
     {
             throw new Exception();
     }
     
     foreach (XmlNode item in perturbationTypeNodeList)
     {
         if (item.Attributes["href"] != null || item.Attributes["id"] == null) 
         {
             if (item.Attributes["id"] != null) 
             {
                 perturbationTypeIDRef = item.Attributes["id"].Name;
                 PerturbationType ob = PerturbationType();
                 IDManager.SetID(perturbationTypeIDRef, ob);
             }
             else if (item.Attributes.ToString() == "href")
             {
                 perturbationTypeIDRef = item.Attributes["href"].Name;
             }
             else
             {
                 perturbationType = new PerturbationType(item);
             }
         }
     }
     
 
     XmlNodeList derivativeFormulaNodeList = xmlNode.SelectNodes("derivativeFormula");
     if (derivativeFormulaNodeList.Count > 1 )
     {
             throw new Exception();
     }
     
     foreach (XmlNode item in derivativeFormulaNodeList)
     {
         if (item.Attributes["href"] != null || item.Attributes["id"] == null) 
         {
             if (item.Attributes["id"] != null) 
             {
                 derivativeFormulaIDRef = item.Attributes["id"].Name;
                 XsdTypeString ob = XsdTypeString();
                 IDManager.SetID(derivativeFormulaIDRef, ob);
             }
             else if (item.Attributes.ToString() == "href")
             {
                 derivativeFormulaIDRef = item.Attributes["href"].Name;
             }
             else
             {
                 derivativeFormula = new XsdTypeString(item);
             }
         }
     }
     
 
     XmlNodeList replacementMarketInputNodeList = xmlNode.SelectNodes("replacementMarketInput");
     if (replacementMarketInputNodeList.Count > 1 )
     {
             throw new Exception();
     }
     
     foreach (XmlNode item in replacementMarketInputNodeList)
     {
         if (item.Attributes["href"] != null || item.Attributes["id"] == null) 
         {
             if (item.Attributes["id"] != null) 
             {
                 replacementMarketInputIDRef = item.Attributes["id"].Name;
                 PricingStructureReference ob = PricingStructureReference();
                 IDManager.SetID(replacementMarketInputIDRef, ob);
             }
             else if (item.Attributes.ToString() == "href")
             {
                 replacementMarketInputIDRef = item.Attributes["href"].Name;
             }
             else
             {
                 replacementMarketInput = new PricingStructureReference(item);
             }
         }
     }
     
 
 }
Пример #14
0
        public DerivativeCalculationProcedure(XmlNode xmlNode)
        {
            XmlNodeList methodNodeList = xmlNode.SelectNodes("method");

            if (methodNodeList.Count > 1)
            {
                throw new Exception();
            }

            foreach (XmlNode item in methodNodeList)
            {
                if (item.Attributes["href"] != null || item.Attributes["id"] == null)
                {
                    if (item.Attributes["id"] != null)
                    {
                        methodIDRef = item.Attributes["id"].Name;
                        DerivativeCalculationMethod ob = DerivativeCalculationMethod();
                        IDManager.SetID(methodIDRef, ob);
                    }
                    else if (item.Attributes.ToString() == "href")
                    {
                        methodIDRef = item.Attributes["href"].Name;
                    }
                    else
                    {
                        method = new DerivativeCalculationMethod(item);
                    }
                }
            }


            XmlNodeList perturbationAmountNodeList = xmlNode.SelectNodes("perturbationAmount");

            if (perturbationAmountNodeList.Count > 1)
            {
                throw new Exception();
            }

            foreach (XmlNode item in perturbationAmountNodeList)
            {
                if (item.Attributes["href"] != null || item.Attributes["id"] == null)
                {
                    if (item.Attributes["id"] != null)
                    {
                        perturbationAmountIDRef = item.Attributes["id"].Name;
                        XsdTypeDecimal ob = XsdTypeDecimal();
                        IDManager.SetID(perturbationAmountIDRef, ob);
                    }
                    else if (item.Attributes.ToString() == "href")
                    {
                        perturbationAmountIDRef = item.Attributes["href"].Name;
                    }
                    else
                    {
                        perturbationAmount = new XsdTypeDecimal(item);
                    }
                }
            }


            XmlNodeList averagedNodeList = xmlNode.SelectNodes("averaged");

            if (averagedNodeList.Count > 1)
            {
                throw new Exception();
            }

            foreach (XmlNode item in averagedNodeList)
            {
                if (item.Attributes["href"] != null || item.Attributes["id"] == null)
                {
                    if (item.Attributes["id"] != null)
                    {
                        averagedIDRef = item.Attributes["id"].Name;
                        XsdTypeBoolean ob = XsdTypeBoolean();
                        IDManager.SetID(averagedIDRef, ob);
                    }
                    else if (item.Attributes.ToString() == "href")
                    {
                        averagedIDRef = item.Attributes["href"].Name;
                    }
                    else
                    {
                        averaged = new XsdTypeBoolean(item);
                    }
                }
            }


            XmlNodeList perturbationTypeNodeList = xmlNode.SelectNodes("perturbationType");

            if (perturbationTypeNodeList.Count > 1)
            {
                throw new Exception();
            }

            foreach (XmlNode item in perturbationTypeNodeList)
            {
                if (item.Attributes["href"] != null || item.Attributes["id"] == null)
                {
                    if (item.Attributes["id"] != null)
                    {
                        perturbationTypeIDRef = item.Attributes["id"].Name;
                        PerturbationType ob = PerturbationType();
                        IDManager.SetID(perturbationTypeIDRef, ob);
                    }
                    else if (item.Attributes.ToString() == "href")
                    {
                        perturbationTypeIDRef = item.Attributes["href"].Name;
                    }
                    else
                    {
                        perturbationType = new PerturbationType(item);
                    }
                }
            }


            XmlNodeList derivativeFormulaNodeList = xmlNode.SelectNodes("derivativeFormula");

            if (derivativeFormulaNodeList.Count > 1)
            {
                throw new Exception();
            }

            foreach (XmlNode item in derivativeFormulaNodeList)
            {
                if (item.Attributes["href"] != null || item.Attributes["id"] == null)
                {
                    if (item.Attributes["id"] != null)
                    {
                        derivativeFormulaIDRef = item.Attributes["id"].Name;
                        XsdTypeString ob = XsdTypeString();
                        IDManager.SetID(derivativeFormulaIDRef, ob);
                    }
                    else if (item.Attributes.ToString() == "href")
                    {
                        derivativeFormulaIDRef = item.Attributes["href"].Name;
                    }
                    else
                    {
                        derivativeFormula = new XsdTypeString(item);
                    }
                }
            }


            XmlNodeList replacementMarketInputNodeList = xmlNode.SelectNodes("replacementMarketInput");

            if (replacementMarketInputNodeList.Count > 1)
            {
                throw new Exception();
            }

            foreach (XmlNode item in replacementMarketInputNodeList)
            {
                if (item.Attributes["href"] != null || item.Attributes["id"] == null)
                {
                    if (item.Attributes["id"] != null)
                    {
                        replacementMarketInputIDRef = item.Attributes["id"].Name;
                        PricingStructureReference ob = PricingStructureReference();
                        IDManager.SetID(replacementMarketInputIDRef, ob);
                    }
                    else if (item.Attributes.ToString() == "href")
                    {
                        replacementMarketInputIDRef = item.Attributes["href"].Name;
                    }
                    else
                    {
                        replacementMarketInput = new PricingStructureReference(item);
                    }
                }
            }
        }
        public SensitivitySetDefinition(XmlNode xmlNode)
        {
            XmlNodeList nameNodeList = xmlNode.SelectNodes("name");

            if (nameNodeList.Count > 1)
            {
                throw new Exception();
            }

            foreach (XmlNode item in nameNodeList)
            {
                if (item.Attributes["href"] != null || item.Attributes["id"] == null)
                {
                    if (item.Attributes["id"] != null)
                    {
                        nameIDRef = item.Attributes["id"].Name;
                        XsdTypeString ob = XsdTypeString();
                        IDManager.SetID(nameIDRef, ob);
                    }
                    else if (item.Attributes.ToString() == "href")
                    {
                        nameIDRef = item.Attributes["href"].Name;
                    }
                    else
                    {
                        name = new XsdTypeString(item);
                    }
                }
            }


            XmlNodeList sensitivityCharacteristicsNodeList = xmlNode.SelectNodes("sensitivityCharacteristics");

            if (sensitivityCharacteristicsNodeList.Count > 1)
            {
                throw new Exception();
            }

            foreach (XmlNode item in sensitivityCharacteristicsNodeList)
            {
                if (item.Attributes["href"] != null || item.Attributes["id"] == null)
                {
                    if (item.Attributes["id"] != null)
                    {
                        sensitivityCharacteristicsIDRef = item.Attributes["id"].Name;
                        QuotationCharacteristics ob = QuotationCharacteristics();
                        IDManager.SetID(sensitivityCharacteristicsIDRef, ob);
                    }
                    else if (item.Attributes.ToString() == "href")
                    {
                        sensitivityCharacteristicsIDRef = item.Attributes["href"].Name;
                    }
                    else
                    {
                        sensitivityCharacteristics = new QuotationCharacteristics(item);
                    }
                }
            }


            XmlNodeList valuationScenarioReferenceNodeList = xmlNode.SelectNodes("valuationScenarioReference");

            if (valuationScenarioReferenceNodeList.Count > 1)
            {
                throw new Exception();
            }

            foreach (XmlNode item in valuationScenarioReferenceNodeList)
            {
                if (item.Attributes["href"] != null || item.Attributes["id"] == null)
                {
                    if (item.Attributes["id"] != null)
                    {
                        valuationScenarioReferenceIDRef = item.Attributes["id"].Name;
                        ValuationScenarioReference ob = ValuationScenarioReference();
                        IDManager.SetID(valuationScenarioReferenceIDRef, ob);
                    }
                    else if (item.Attributes.ToString() == "href")
                    {
                        valuationScenarioReferenceIDRef = item.Attributes["href"].Name;
                    }
                    else
                    {
                        valuationScenarioReference = new ValuationScenarioReference(item);
                    }
                }
            }


            XmlNodeList pricingInputTypeNodeList = xmlNode.SelectNodes("pricingInputType");

            if (pricingInputTypeNodeList.Count > 1)
            {
                throw new Exception();
            }

            foreach (XmlNode item in pricingInputTypeNodeList)
            {
                if (item.Attributes["href"] != null || item.Attributes["id"] == null)
                {
                    if (item.Attributes["id"] != null)
                    {
                        pricingInputTypeIDRef = item.Attributes["id"].Name;
                        PricingInputType ob = PricingInputType();
                        IDManager.SetID(pricingInputTypeIDRef, ob);
                    }
                    else if (item.Attributes.ToString() == "href")
                    {
                        pricingInputTypeIDRef = item.Attributes["href"].Name;
                    }
                    else
                    {
                        pricingInputType = new PricingInputType(item);
                    }
                }
            }


            XmlNodeList pricingInputReferenceNodeList = xmlNode.SelectNodes("pricingInputReference");

            if (pricingInputReferenceNodeList.Count > 1)
            {
                throw new Exception();
            }

            foreach (XmlNode item in pricingInputReferenceNodeList)
            {
                if (item.Attributes["href"] != null || item.Attributes["id"] == null)
                {
                    if (item.Attributes["id"] != null)
                    {
                        pricingInputReferenceIDRef = item.Attributes["id"].Name;
                        PricingStructureReference ob = PricingStructureReference();
                        IDManager.SetID(pricingInputReferenceIDRef, ob);
                    }
                    else if (item.Attributes.ToString() == "href")
                    {
                        pricingInputReferenceIDRef = item.Attributes["href"].Name;
                    }
                    else
                    {
                        pricingInputReference = new PricingStructureReference(item);
                    }
                }
            }


            XmlNodeList scaleNodeList = xmlNode.SelectNodes("scale");

            if (scaleNodeList.Count > 1)
            {
                throw new Exception();
            }

            foreach (XmlNode item in scaleNodeList)
            {
                if (item.Attributes["href"] != null || item.Attributes["id"] == null)
                {
                    if (item.Attributes["id"] != null)
                    {
                        scaleIDRef = item.Attributes["id"].Name;
                        XsdTypeDecimal ob = XsdTypeDecimal();
                        IDManager.SetID(scaleIDRef, ob);
                    }
                    else if (item.Attributes.ToString() == "href")
                    {
                        scaleIDRef = item.Attributes["href"].Name;
                    }
                    else
                    {
                        scale = new XsdTypeDecimal(item);
                    }
                }
            }


            XmlNodeList sensitivityDefinitionNodeList = xmlNode.SelectNodes("sensitivityDefinition");

            foreach (XmlNode item in sensitivityDefinitionNodeList)
            {
                if (item.Attributes["href"] != null || item.Attributes["id"] == null)
                {
                    if (item.Attributes["id"] != null)
                    {
                        sensitivityDefinitionIDRef = item.Attributes["id"].Name;
                        List <SensitivityDefinition> ob = new List <SensitivityDefinition>();
                        ob.Add(new SensitivityDefinition(item));
                        IDManager.SetID(sensitivityDefinitionIDRef, ob);
                    }
                    else if (item.Attributes.ToString() == "href")
                    {
                        sensitivityDefinitionIDRef = item.Attributes["href"].Name;
                    }
                    else
                    {
                        sensitivityDefinition.Add(new SensitivityDefinition(item));
                    }
                }
            }


            XmlNodeList calculationProcedureNodeList = xmlNode.SelectNodes("calculationProcedure");

            if (calculationProcedureNodeList.Count > 1)
            {
                throw new Exception();
            }

            foreach (XmlNode item in calculationProcedureNodeList)
            {
                if (item.Attributes["href"] != null || item.Attributes["id"] == null)
                {
                    if (item.Attributes["id"] != null)
                    {
                        calculationProcedureIDRef = item.Attributes["id"].Name;
                        DerivativeCalculationProcedure ob = DerivativeCalculationProcedure();
                        IDManager.SetID(calculationProcedureIDRef, ob);
                    }
                    else if (item.Attributes.ToString() == "href")
                    {
                        calculationProcedureIDRef = item.Attributes["href"].Name;
                    }
                    else
                    {
                        calculationProcedure = new DerivativeCalculationProcedure(item);
                    }
                }
            }
        }
 public SensitivitySetDefinition(XmlNode xmlNode)
 {
     XmlNodeList nameNodeList = xmlNode.SelectNodes("name");
     if (nameNodeList.Count > 1 )
     {
             throw new Exception();
     }
     
     foreach (XmlNode item in nameNodeList)
     {
         if (item.Attributes["href"] != null || item.Attributes["id"] == null) 
         {
             if (item.Attributes["id"] != null) 
             {
                 nameIDRef = item.Attributes["id"].Name;
                 XsdTypeString ob = XsdTypeString();
                 IDManager.SetID(nameIDRef, ob);
             }
             else if (item.Attributes.ToString() == "href")
             {
                 nameIDRef = item.Attributes["href"].Name;
             }
             else
             {
                 name = new XsdTypeString(item);
             }
         }
     }
     
 
     XmlNodeList sensitivityCharacteristicsNodeList = xmlNode.SelectNodes("sensitivityCharacteristics");
     if (sensitivityCharacteristicsNodeList.Count > 1 )
     {
             throw new Exception();
     }
     
     foreach (XmlNode item in sensitivityCharacteristicsNodeList)
     {
         if (item.Attributes["href"] != null || item.Attributes["id"] == null) 
         {
             if (item.Attributes["id"] != null) 
             {
                 sensitivityCharacteristicsIDRef = item.Attributes["id"].Name;
                 QuotationCharacteristics ob = QuotationCharacteristics();
                 IDManager.SetID(sensitivityCharacteristicsIDRef, ob);
             }
             else if (item.Attributes.ToString() == "href")
             {
                 sensitivityCharacteristicsIDRef = item.Attributes["href"].Name;
             }
             else
             {
                 sensitivityCharacteristics = new QuotationCharacteristics(item);
             }
         }
     }
     
 
     XmlNodeList valuationScenarioReferenceNodeList = xmlNode.SelectNodes("valuationScenarioReference");
     if (valuationScenarioReferenceNodeList.Count > 1 )
     {
             throw new Exception();
     }
     
     foreach (XmlNode item in valuationScenarioReferenceNodeList)
     {
         if (item.Attributes["href"] != null || item.Attributes["id"] == null) 
         {
             if (item.Attributes["id"] != null) 
             {
                 valuationScenarioReferenceIDRef = item.Attributes["id"].Name;
                 ValuationScenarioReference ob = ValuationScenarioReference();
                 IDManager.SetID(valuationScenarioReferenceIDRef, ob);
             }
             else if (item.Attributes.ToString() == "href")
             {
                 valuationScenarioReferenceIDRef = item.Attributes["href"].Name;
             }
             else
             {
                 valuationScenarioReference = new ValuationScenarioReference(item);
             }
         }
     }
     
 
     XmlNodeList pricingInputTypeNodeList = xmlNode.SelectNodes("pricingInputType");
     if (pricingInputTypeNodeList.Count > 1 )
     {
             throw new Exception();
     }
     
     foreach (XmlNode item in pricingInputTypeNodeList)
     {
         if (item.Attributes["href"] != null || item.Attributes["id"] == null) 
         {
             if (item.Attributes["id"] != null) 
             {
                 pricingInputTypeIDRef = item.Attributes["id"].Name;
                 PricingInputType ob = PricingInputType();
                 IDManager.SetID(pricingInputTypeIDRef, ob);
             }
             else if (item.Attributes.ToString() == "href")
             {
                 pricingInputTypeIDRef = item.Attributes["href"].Name;
             }
             else
             {
                 pricingInputType = new PricingInputType(item);
             }
         }
     }
     
 
     XmlNodeList pricingInputReferenceNodeList = xmlNode.SelectNodes("pricingInputReference");
     if (pricingInputReferenceNodeList.Count > 1 )
     {
             throw new Exception();
     }
     
     foreach (XmlNode item in pricingInputReferenceNodeList)
     {
         if (item.Attributes["href"] != null || item.Attributes["id"] == null) 
         {
             if (item.Attributes["id"] != null) 
             {
                 pricingInputReferenceIDRef = item.Attributes["id"].Name;
                 PricingStructureReference ob = PricingStructureReference();
                 IDManager.SetID(pricingInputReferenceIDRef, ob);
             }
             else if (item.Attributes.ToString() == "href")
             {
                 pricingInputReferenceIDRef = item.Attributes["href"].Name;
             }
             else
             {
                 pricingInputReference = new PricingStructureReference(item);
             }
         }
     }
     
 
     XmlNodeList scaleNodeList = xmlNode.SelectNodes("scale");
     if (scaleNodeList.Count > 1 )
     {
             throw new Exception();
     }
     
     foreach (XmlNode item in scaleNodeList)
     {
         if (item.Attributes["href"] != null || item.Attributes["id"] == null) 
         {
             if (item.Attributes["id"] != null) 
             {
                 scaleIDRef = item.Attributes["id"].Name;
                 XsdTypeDecimal ob = XsdTypeDecimal();
                 IDManager.SetID(scaleIDRef, ob);
             }
             else if (item.Attributes.ToString() == "href")
             {
                 scaleIDRef = item.Attributes["href"].Name;
             }
             else
             {
                 scale = new XsdTypeDecimal(item);
             }
         }
     }
     
 
     XmlNodeList sensitivityDefinitionNodeList = xmlNode.SelectNodes("sensitivityDefinition");
     
     foreach (XmlNode item in sensitivityDefinitionNodeList)
     {
         if (item.Attributes["href"] != null || item.Attributes["id"] == null) 
         {
             if (item.Attributes["id"] != null) 
             {
                 sensitivityDefinitionIDRef = item.Attributes["id"].Name;
                 List<SensitivityDefinition> ob = new List<SensitivityDefinition>();
                 ob.Add(new SensitivityDefinition(item));
                 IDManager.SetID(sensitivityDefinitionIDRef, ob);
             }
             else if (item.Attributes.ToString() == "href")
             {
                 sensitivityDefinitionIDRef = item.Attributes["href"].Name;
             }
             else
             {
             sensitivityDefinition.Add(new SensitivityDefinition(item));
             }
         }
     }
     
 
     XmlNodeList calculationProcedureNodeList = xmlNode.SelectNodes("calculationProcedure");
     if (calculationProcedureNodeList.Count > 1 )
     {
             throw new Exception();
     }
     
     foreach (XmlNode item in calculationProcedureNodeList)
     {
         if (item.Attributes["href"] != null || item.Attributes["id"] == null) 
         {
             if (item.Attributes["id"] != null) 
             {
                 calculationProcedureIDRef = item.Attributes["id"].Name;
                 DerivativeCalculationProcedure ob = DerivativeCalculationProcedure();
                 IDManager.SetID(calculationProcedureIDRef, ob);
             }
             else if (item.Attributes.ToString() == "href")
             {
                 calculationProcedureIDRef = item.Attributes["href"].Name;
             }
             else
             {
                 calculationProcedure = new DerivativeCalculationProcedure(item);
             }
         }
     }
     
 
 }
 public SensitivitySetDefinition(XmlNode xmlNode)
 {
     XmlNode nameNode = xmlNode.SelectSingleNode("name");
     
     if (nameNode != null)
     {
         if (nameNode.Attributes["href"] != null || nameNode.Attributes["id"] != null) 
         {
             if (nameNode.Attributes["id"] != null) 
             {
                 nameIDRef_ = nameNode.Attributes["id"].Value;
                 XsdTypeString ob = new XsdTypeString(nameNode);
                 IDManager.SetID(nameIDRef_, ob);
             }
             else if (nameNode.Attributes["href"] != null)
             {
                 nameIDRef_ = nameNode.Attributes["href"].Value;
             }
             else
             {
                 name_ = new XsdTypeString(nameNode);
             }
         }
         else
         {
             name_ = new XsdTypeString(nameNode);
         }
     }
     
 
     XmlNode sensitivityCharacteristicsNode = xmlNode.SelectSingleNode("sensitivityCharacteristics");
     
     if (sensitivityCharacteristicsNode != null)
     {
         if (sensitivityCharacteristicsNode.Attributes["href"] != null || sensitivityCharacteristicsNode.Attributes["id"] != null) 
         {
             if (sensitivityCharacteristicsNode.Attributes["id"] != null) 
             {
                 sensitivityCharacteristicsIDRef_ = sensitivityCharacteristicsNode.Attributes["id"].Value;
                 QuotationCharacteristics ob = new QuotationCharacteristics(sensitivityCharacteristicsNode);
                 IDManager.SetID(sensitivityCharacteristicsIDRef_, ob);
             }
             else if (sensitivityCharacteristicsNode.Attributes["href"] != null)
             {
                 sensitivityCharacteristicsIDRef_ = sensitivityCharacteristicsNode.Attributes["href"].Value;
             }
             else
             {
                 sensitivityCharacteristics_ = new QuotationCharacteristics(sensitivityCharacteristicsNode);
             }
         }
         else
         {
             sensitivityCharacteristics_ = new QuotationCharacteristics(sensitivityCharacteristicsNode);
         }
     }
     
 
     XmlNode valuationScenarioReferenceNode = xmlNode.SelectSingleNode("valuationScenarioReference");
     
     if (valuationScenarioReferenceNode != null)
     {
         if (valuationScenarioReferenceNode.Attributes["href"] != null || valuationScenarioReferenceNode.Attributes["id"] != null) 
         {
             if (valuationScenarioReferenceNode.Attributes["id"] != null) 
             {
                 valuationScenarioReferenceIDRef_ = valuationScenarioReferenceNode.Attributes["id"].Value;
                 ValuationScenarioReference ob = new ValuationScenarioReference(valuationScenarioReferenceNode);
                 IDManager.SetID(valuationScenarioReferenceIDRef_, ob);
             }
             else if (valuationScenarioReferenceNode.Attributes["href"] != null)
             {
                 valuationScenarioReferenceIDRef_ = valuationScenarioReferenceNode.Attributes["href"].Value;
             }
             else
             {
                 valuationScenarioReference_ = new ValuationScenarioReference(valuationScenarioReferenceNode);
             }
         }
         else
         {
             valuationScenarioReference_ = new ValuationScenarioReference(valuationScenarioReferenceNode);
         }
     }
     
 
     XmlNode pricingInputTypeNode = xmlNode.SelectSingleNode("pricingInputType");
     
     if (pricingInputTypeNode != null)
     {
         if (pricingInputTypeNode.Attributes["href"] != null || pricingInputTypeNode.Attributes["id"] != null) 
         {
             if (pricingInputTypeNode.Attributes["id"] != null) 
             {
                 pricingInputTypeIDRef_ = pricingInputTypeNode.Attributes["id"].Value;
                 PricingInputType ob = new PricingInputType(pricingInputTypeNode);
                 IDManager.SetID(pricingInputTypeIDRef_, ob);
             }
             else if (pricingInputTypeNode.Attributes["href"] != null)
             {
                 pricingInputTypeIDRef_ = pricingInputTypeNode.Attributes["href"].Value;
             }
             else
             {
                 pricingInputType_ = new PricingInputType(pricingInputTypeNode);
             }
         }
         else
         {
             pricingInputType_ = new PricingInputType(pricingInputTypeNode);
         }
     }
     
 
     XmlNode pricingInputReferenceNode = xmlNode.SelectSingleNode("pricingInputReference");
     
     if (pricingInputReferenceNode != null)
     {
         if (pricingInputReferenceNode.Attributes["href"] != null || pricingInputReferenceNode.Attributes["id"] != null) 
         {
             if (pricingInputReferenceNode.Attributes["id"] != null) 
             {
                 pricingInputReferenceIDRef_ = pricingInputReferenceNode.Attributes["id"].Value;
                 PricingStructureReference ob = new PricingStructureReference(pricingInputReferenceNode);
                 IDManager.SetID(pricingInputReferenceIDRef_, ob);
             }
             else if (pricingInputReferenceNode.Attributes["href"] != null)
             {
                 pricingInputReferenceIDRef_ = pricingInputReferenceNode.Attributes["href"].Value;
             }
             else
             {
                 pricingInputReference_ = new PricingStructureReference(pricingInputReferenceNode);
             }
         }
         else
         {
             pricingInputReference_ = new PricingStructureReference(pricingInputReferenceNode);
         }
     }
     
 
     XmlNode scaleNode = xmlNode.SelectSingleNode("scale");
     
     if (scaleNode != null)
     {
         if (scaleNode.Attributes["href"] != null || scaleNode.Attributes["id"] != null) 
         {
             if (scaleNode.Attributes["id"] != null) 
             {
                 scaleIDRef_ = scaleNode.Attributes["id"].Value;
                 XsdTypeDecimal ob = new XsdTypeDecimal(scaleNode);
                 IDManager.SetID(scaleIDRef_, ob);
             }
             else if (scaleNode.Attributes["href"] != null)
             {
                 scaleIDRef_ = scaleNode.Attributes["href"].Value;
             }
             else
             {
                 scale_ = new XsdTypeDecimal(scaleNode);
             }
         }
         else
         {
             scale_ = new XsdTypeDecimal(scaleNode);
         }
     }
     
 
     XmlNodeList sensitivityDefinitionNodeList = xmlNode.SelectNodes("sensitivityDefinition");
     
     if (sensitivityDefinitionNodeList != null)
     {
         this.sensitivityDefinition_ = new List<SensitivityDefinition>();
         foreach (XmlNode item in sensitivityDefinitionNodeList)
         {
             if (item.Attributes["href"] != null || item.Attributes["id"] != null) 
             {
                 if (item.Attributes["id"] != null) 
                 {
                     sensitivityDefinitionIDRef_ = item.Attributes["id"].Value;
                     sensitivityDefinition_.Add(new SensitivityDefinition(item));
                     IDManager.SetID(sensitivityDefinitionIDRef_, sensitivityDefinition_[sensitivityDefinition_.Count - 1 ]);
                 }
                 else if (item.Attributes["href"] != null)
                 {
                     sensitivityDefinitionIDRef_ = item.Attributes["href"].Value;
                 }
                 else
                 {
                 sensitivityDefinition_.Add(new SensitivityDefinition(item));
                 }
             }
             else
             {
                 sensitivityDefinition_.Add(new SensitivityDefinition(item));
             }
         }
     }
     
 
     XmlNode calculationProcedureNode = xmlNode.SelectSingleNode("calculationProcedure");
     
     if (calculationProcedureNode != null)
     {
         if (calculationProcedureNode.Attributes["href"] != null || calculationProcedureNode.Attributes["id"] != null) 
         {
             if (calculationProcedureNode.Attributes["id"] != null) 
             {
                 calculationProcedureIDRef_ = calculationProcedureNode.Attributes["id"].Value;
                 DerivativeCalculationProcedure ob = new DerivativeCalculationProcedure(calculationProcedureNode);
                 IDManager.SetID(calculationProcedureIDRef_, ob);
             }
             else if (calculationProcedureNode.Attributes["href"] != null)
             {
                 calculationProcedureIDRef_ = calculationProcedureNode.Attributes["href"].Value;
             }
             else
             {
                 calculationProcedure_ = new DerivativeCalculationProcedure(calculationProcedureNode);
             }
         }
         else
         {
             calculationProcedure_ = new DerivativeCalculationProcedure(calculationProcedureNode);
         }
     }
     
 
 }
        public FxCurveValuation(XmlNode xmlNode)
            : base(xmlNode)
        {
            XmlNode settlementCurrencyYieldCurveNode = xmlNode.SelectSingleNode("settlementCurrencyYieldCurve");

            if (settlementCurrencyYieldCurveNode != null)
            {
                if (settlementCurrencyYieldCurveNode.Attributes["href"] != null || settlementCurrencyYieldCurveNode.Attributes["id"] != null)
                {
                    if (settlementCurrencyYieldCurveNode.Attributes["id"] != null)
                    {
                        settlementCurrencyYieldCurveIDRef_ = settlementCurrencyYieldCurveNode.Attributes["id"].Value;
                        PricingStructureReference ob = new PricingStructureReference(settlementCurrencyYieldCurveNode);
                        IDManager.SetID(settlementCurrencyYieldCurveIDRef_, ob);
                    }
                    else if (settlementCurrencyYieldCurveNode.Attributes["href"] != null)
                    {
                        settlementCurrencyYieldCurveIDRef_ = settlementCurrencyYieldCurveNode.Attributes["href"].Value;
                    }
                    else
                    {
                        settlementCurrencyYieldCurve_ = new PricingStructureReference(settlementCurrencyYieldCurveNode);
                    }
                }
                else
                {
                    settlementCurrencyYieldCurve_ = new PricingStructureReference(settlementCurrencyYieldCurveNode);
                }
            }


            XmlNode forecastCurrencyYieldCurveNode = xmlNode.SelectSingleNode("forecastCurrencyYieldCurve");

            if (forecastCurrencyYieldCurveNode != null)
            {
                if (forecastCurrencyYieldCurveNode.Attributes["href"] != null || forecastCurrencyYieldCurveNode.Attributes["id"] != null)
                {
                    if (forecastCurrencyYieldCurveNode.Attributes["id"] != null)
                    {
                        forecastCurrencyYieldCurveIDRef_ = forecastCurrencyYieldCurveNode.Attributes["id"].Value;
                        PricingStructureReference ob = new PricingStructureReference(forecastCurrencyYieldCurveNode);
                        IDManager.SetID(forecastCurrencyYieldCurveIDRef_, ob);
                    }
                    else if (forecastCurrencyYieldCurveNode.Attributes["href"] != null)
                    {
                        forecastCurrencyYieldCurveIDRef_ = forecastCurrencyYieldCurveNode.Attributes["href"].Value;
                    }
                    else
                    {
                        forecastCurrencyYieldCurve_ = new PricingStructureReference(forecastCurrencyYieldCurveNode);
                    }
                }
                else
                {
                    forecastCurrencyYieldCurve_ = new PricingStructureReference(forecastCurrencyYieldCurveNode);
                }
            }


            XmlNode spotRateNode = xmlNode.SelectSingleNode("spotRate");

            if (spotRateNode != null)
            {
                if (spotRateNode.Attributes["href"] != null || spotRateNode.Attributes["id"] != null)
                {
                    if (spotRateNode.Attributes["id"] != null)
                    {
                        spotRateIDRef_ = spotRateNode.Attributes["id"].Value;
                        FxRateSet ob = new FxRateSet(spotRateNode);
                        IDManager.SetID(spotRateIDRef_, ob);
                    }
                    else if (spotRateNode.Attributes["href"] != null)
                    {
                        spotRateIDRef_ = spotRateNode.Attributes["href"].Value;
                    }
                    else
                    {
                        spotRate_ = new FxRateSet(spotRateNode);
                    }
                }
                else
                {
                    spotRate_ = new FxRateSet(spotRateNode);
                }
            }


            XmlNode fxForwardCurveNode = xmlNode.SelectSingleNode("fxForwardCurve");

            if (fxForwardCurveNode != null)
            {
                if (fxForwardCurveNode.Attributes["href"] != null || fxForwardCurveNode.Attributes["id"] != null)
                {
                    if (fxForwardCurveNode.Attributes["id"] != null)
                    {
                        fxForwardCurveIDRef_ = fxForwardCurveNode.Attributes["id"].Value;
                        TermCurve ob = new TermCurve(fxForwardCurveNode);
                        IDManager.SetID(fxForwardCurveIDRef_, ob);
                    }
                    else if (fxForwardCurveNode.Attributes["href"] != null)
                    {
                        fxForwardCurveIDRef_ = fxForwardCurveNode.Attributes["href"].Value;
                    }
                    else
                    {
                        fxForwardCurve_ = new TermCurve(fxForwardCurveNode);
                    }
                }
                else
                {
                    fxForwardCurve_ = new TermCurve(fxForwardCurveNode);
                }
            }


            XmlNode fxForwardPointsCurveNode = xmlNode.SelectSingleNode("fxForwardPointsCurve");

            if (fxForwardPointsCurveNode != null)
            {
                if (fxForwardPointsCurveNode.Attributes["href"] != null || fxForwardPointsCurveNode.Attributes["id"] != null)
                {
                    if (fxForwardPointsCurveNode.Attributes["id"] != null)
                    {
                        fxForwardPointsCurveIDRef_ = fxForwardPointsCurveNode.Attributes["id"].Value;
                        TermCurve ob = new TermCurve(fxForwardPointsCurveNode);
                        IDManager.SetID(fxForwardPointsCurveIDRef_, ob);
                    }
                    else if (fxForwardPointsCurveNode.Attributes["href"] != null)
                    {
                        fxForwardPointsCurveIDRef_ = fxForwardPointsCurveNode.Attributes["href"].Value;
                    }
                    else
                    {
                        fxForwardPointsCurve_ = new TermCurve(fxForwardPointsCurveNode);
                    }
                }
                else
                {
                    fxForwardPointsCurve_ = new TermCurve(fxForwardPointsCurveNode);
                }
            }
        }
 public FxCurveValuation(XmlNode xmlNode)
 : base(xmlNode)
 {
     XmlNode settlementCurrencyYieldCurveNode = xmlNode.SelectSingleNode("settlementCurrencyYieldCurve");
     
     if (settlementCurrencyYieldCurveNode != null)
     {
         if (settlementCurrencyYieldCurveNode.Attributes["href"] != null || settlementCurrencyYieldCurveNode.Attributes["id"] != null) 
         {
             if (settlementCurrencyYieldCurveNode.Attributes["id"] != null) 
             {
                 settlementCurrencyYieldCurveIDRef_ = settlementCurrencyYieldCurveNode.Attributes["id"].Value;
                 PricingStructureReference ob = new PricingStructureReference(settlementCurrencyYieldCurveNode);
                 IDManager.SetID(settlementCurrencyYieldCurveIDRef_, ob);
             }
             else if (settlementCurrencyYieldCurveNode.Attributes["href"] != null)
             {
                 settlementCurrencyYieldCurveIDRef_ = settlementCurrencyYieldCurveNode.Attributes["href"].Value;
             }
             else
             {
                 settlementCurrencyYieldCurve_ = new PricingStructureReference(settlementCurrencyYieldCurveNode);
             }
         }
         else
         {
             settlementCurrencyYieldCurve_ = new PricingStructureReference(settlementCurrencyYieldCurveNode);
         }
     }
     
 
     XmlNode forecastCurrencyYieldCurveNode = xmlNode.SelectSingleNode("forecastCurrencyYieldCurve");
     
     if (forecastCurrencyYieldCurveNode != null)
     {
         if (forecastCurrencyYieldCurveNode.Attributes["href"] != null || forecastCurrencyYieldCurveNode.Attributes["id"] != null) 
         {
             if (forecastCurrencyYieldCurveNode.Attributes["id"] != null) 
             {
                 forecastCurrencyYieldCurveIDRef_ = forecastCurrencyYieldCurveNode.Attributes["id"].Value;
                 PricingStructureReference ob = new PricingStructureReference(forecastCurrencyYieldCurveNode);
                 IDManager.SetID(forecastCurrencyYieldCurveIDRef_, ob);
             }
             else if (forecastCurrencyYieldCurveNode.Attributes["href"] != null)
             {
                 forecastCurrencyYieldCurveIDRef_ = forecastCurrencyYieldCurveNode.Attributes["href"].Value;
             }
             else
             {
                 forecastCurrencyYieldCurve_ = new PricingStructureReference(forecastCurrencyYieldCurveNode);
             }
         }
         else
         {
             forecastCurrencyYieldCurve_ = new PricingStructureReference(forecastCurrencyYieldCurveNode);
         }
     }
     
 
     XmlNode spotRateNode = xmlNode.SelectSingleNode("spotRate");
     
     if (spotRateNode != null)
     {
         if (spotRateNode.Attributes["href"] != null || spotRateNode.Attributes["id"] != null) 
         {
             if (spotRateNode.Attributes["id"] != null) 
             {
                 spotRateIDRef_ = spotRateNode.Attributes["id"].Value;
                 FxRateSet ob = new FxRateSet(spotRateNode);
                 IDManager.SetID(spotRateIDRef_, ob);
             }
             else if (spotRateNode.Attributes["href"] != null)
             {
                 spotRateIDRef_ = spotRateNode.Attributes["href"].Value;
             }
             else
             {
                 spotRate_ = new FxRateSet(spotRateNode);
             }
         }
         else
         {
             spotRate_ = new FxRateSet(spotRateNode);
         }
     }
     
 
     XmlNode fxForwardCurveNode = xmlNode.SelectSingleNode("fxForwardCurve");
     
     if (fxForwardCurveNode != null)
     {
         if (fxForwardCurveNode.Attributes["href"] != null || fxForwardCurveNode.Attributes["id"] != null) 
         {
             if (fxForwardCurveNode.Attributes["id"] != null) 
             {
                 fxForwardCurveIDRef_ = fxForwardCurveNode.Attributes["id"].Value;
                 TermCurve ob = new TermCurve(fxForwardCurveNode);
                 IDManager.SetID(fxForwardCurveIDRef_, ob);
             }
             else if (fxForwardCurveNode.Attributes["href"] != null)
             {
                 fxForwardCurveIDRef_ = fxForwardCurveNode.Attributes["href"].Value;
             }
             else
             {
                 fxForwardCurve_ = new TermCurve(fxForwardCurveNode);
             }
         }
         else
         {
             fxForwardCurve_ = new TermCurve(fxForwardCurveNode);
         }
     }
     
 
     XmlNode fxForwardPointsCurveNode = xmlNode.SelectSingleNode("fxForwardPointsCurve");
     
     if (fxForwardPointsCurveNode != null)
     {
         if (fxForwardPointsCurveNode.Attributes["href"] != null || fxForwardPointsCurveNode.Attributes["id"] != null) 
         {
             if (fxForwardPointsCurveNode.Attributes["id"] != null) 
             {
                 fxForwardPointsCurveIDRef_ = fxForwardPointsCurveNode.Attributes["id"].Value;
                 TermCurve ob = new TermCurve(fxForwardPointsCurveNode);
                 IDManager.SetID(fxForwardPointsCurveIDRef_, ob);
             }
             else if (fxForwardPointsCurveNode.Attributes["href"] != null)
             {
                 fxForwardPointsCurveIDRef_ = fxForwardPointsCurveNode.Attributes["href"].Value;
             }
             else
             {
                 fxForwardPointsCurve_ = new TermCurve(fxForwardPointsCurveNode);
             }
         }
         else
         {
             fxForwardPointsCurve_ = new TermCurve(fxForwardPointsCurveNode);
         }
     }
     
 
 }
Пример #20
0
        public SensitivitySetDefinition(XmlNode xmlNode)
        {
            XmlNode nameNode = xmlNode.SelectSingleNode("name");

            if (nameNode != null)
            {
                if (nameNode.Attributes["href"] != null || nameNode.Attributes["id"] != null)
                {
                    if (nameNode.Attributes["id"] != null)
                    {
                        nameIDRef_ = nameNode.Attributes["id"].Value;
                        XsdTypeString ob = new XsdTypeString(nameNode);
                        IDManager.SetID(nameIDRef_, ob);
                    }
                    else if (nameNode.Attributes["href"] != null)
                    {
                        nameIDRef_ = nameNode.Attributes["href"].Value;
                    }
                    else
                    {
                        name_ = new XsdTypeString(nameNode);
                    }
                }
                else
                {
                    name_ = new XsdTypeString(nameNode);
                }
            }


            XmlNode sensitivityCharacteristicsNode = xmlNode.SelectSingleNode("sensitivityCharacteristics");

            if (sensitivityCharacteristicsNode != null)
            {
                if (sensitivityCharacteristicsNode.Attributes["href"] != null || sensitivityCharacteristicsNode.Attributes["id"] != null)
                {
                    if (sensitivityCharacteristicsNode.Attributes["id"] != null)
                    {
                        sensitivityCharacteristicsIDRef_ = sensitivityCharacteristicsNode.Attributes["id"].Value;
                        QuotationCharacteristics ob = new QuotationCharacteristics(sensitivityCharacteristicsNode);
                        IDManager.SetID(sensitivityCharacteristicsIDRef_, ob);
                    }
                    else if (sensitivityCharacteristicsNode.Attributes["href"] != null)
                    {
                        sensitivityCharacteristicsIDRef_ = sensitivityCharacteristicsNode.Attributes["href"].Value;
                    }
                    else
                    {
                        sensitivityCharacteristics_ = new QuotationCharacteristics(sensitivityCharacteristicsNode);
                    }
                }
                else
                {
                    sensitivityCharacteristics_ = new QuotationCharacteristics(sensitivityCharacteristicsNode);
                }
            }


            XmlNode valuationScenarioReferenceNode = xmlNode.SelectSingleNode("valuationScenarioReference");

            if (valuationScenarioReferenceNode != null)
            {
                if (valuationScenarioReferenceNode.Attributes["href"] != null || valuationScenarioReferenceNode.Attributes["id"] != null)
                {
                    if (valuationScenarioReferenceNode.Attributes["id"] != null)
                    {
                        valuationScenarioReferenceIDRef_ = valuationScenarioReferenceNode.Attributes["id"].Value;
                        ValuationScenarioReference ob = new ValuationScenarioReference(valuationScenarioReferenceNode);
                        IDManager.SetID(valuationScenarioReferenceIDRef_, ob);
                    }
                    else if (valuationScenarioReferenceNode.Attributes["href"] != null)
                    {
                        valuationScenarioReferenceIDRef_ = valuationScenarioReferenceNode.Attributes["href"].Value;
                    }
                    else
                    {
                        valuationScenarioReference_ = new ValuationScenarioReference(valuationScenarioReferenceNode);
                    }
                }
                else
                {
                    valuationScenarioReference_ = new ValuationScenarioReference(valuationScenarioReferenceNode);
                }
            }


            XmlNode pricingInputTypeNode = xmlNode.SelectSingleNode("pricingInputType");

            if (pricingInputTypeNode != null)
            {
                if (pricingInputTypeNode.Attributes["href"] != null || pricingInputTypeNode.Attributes["id"] != null)
                {
                    if (pricingInputTypeNode.Attributes["id"] != null)
                    {
                        pricingInputTypeIDRef_ = pricingInputTypeNode.Attributes["id"].Value;
                        PricingInputType ob = new PricingInputType(pricingInputTypeNode);
                        IDManager.SetID(pricingInputTypeIDRef_, ob);
                    }
                    else if (pricingInputTypeNode.Attributes["href"] != null)
                    {
                        pricingInputTypeIDRef_ = pricingInputTypeNode.Attributes["href"].Value;
                    }
                    else
                    {
                        pricingInputType_ = new PricingInputType(pricingInputTypeNode);
                    }
                }
                else
                {
                    pricingInputType_ = new PricingInputType(pricingInputTypeNode);
                }
            }


            XmlNode pricingInputReferenceNode = xmlNode.SelectSingleNode("pricingInputReference");

            if (pricingInputReferenceNode != null)
            {
                if (pricingInputReferenceNode.Attributes["href"] != null || pricingInputReferenceNode.Attributes["id"] != null)
                {
                    if (pricingInputReferenceNode.Attributes["id"] != null)
                    {
                        pricingInputReferenceIDRef_ = pricingInputReferenceNode.Attributes["id"].Value;
                        PricingStructureReference ob = new PricingStructureReference(pricingInputReferenceNode);
                        IDManager.SetID(pricingInputReferenceIDRef_, ob);
                    }
                    else if (pricingInputReferenceNode.Attributes["href"] != null)
                    {
                        pricingInputReferenceIDRef_ = pricingInputReferenceNode.Attributes["href"].Value;
                    }
                    else
                    {
                        pricingInputReference_ = new PricingStructureReference(pricingInputReferenceNode);
                    }
                }
                else
                {
                    pricingInputReference_ = new PricingStructureReference(pricingInputReferenceNode);
                }
            }


            XmlNode scaleNode = xmlNode.SelectSingleNode("scale");

            if (scaleNode != null)
            {
                if (scaleNode.Attributes["href"] != null || scaleNode.Attributes["id"] != null)
                {
                    if (scaleNode.Attributes["id"] != null)
                    {
                        scaleIDRef_ = scaleNode.Attributes["id"].Value;
                        XsdTypeDecimal ob = new XsdTypeDecimal(scaleNode);
                        IDManager.SetID(scaleIDRef_, ob);
                    }
                    else if (scaleNode.Attributes["href"] != null)
                    {
                        scaleIDRef_ = scaleNode.Attributes["href"].Value;
                    }
                    else
                    {
                        scale_ = new XsdTypeDecimal(scaleNode);
                    }
                }
                else
                {
                    scale_ = new XsdTypeDecimal(scaleNode);
                }
            }


            XmlNodeList sensitivityDefinitionNodeList = xmlNode.SelectNodes("sensitivityDefinition");

            if (sensitivityDefinitionNodeList != null)
            {
                this.sensitivityDefinition_ = new List <SensitivityDefinition>();
                foreach (XmlNode item in sensitivityDefinitionNodeList)
                {
                    if (item.Attributes["href"] != null || item.Attributes["id"] != null)
                    {
                        if (item.Attributes["id"] != null)
                        {
                            sensitivityDefinitionIDRef_ = item.Attributes["id"].Value;
                            sensitivityDefinition_.Add(new SensitivityDefinition(item));
                            IDManager.SetID(sensitivityDefinitionIDRef_, sensitivityDefinition_[sensitivityDefinition_.Count - 1]);
                        }
                        else if (item.Attributes["href"] != null)
                        {
                            sensitivityDefinitionIDRef_ = item.Attributes["href"].Value;
                        }
                        else
                        {
                            sensitivityDefinition_.Add(new SensitivityDefinition(item));
                        }
                    }
                    else
                    {
                        sensitivityDefinition_.Add(new SensitivityDefinition(item));
                    }
                }
            }


            XmlNode calculationProcedureNode = xmlNode.SelectSingleNode("calculationProcedure");

            if (calculationProcedureNode != null)
            {
                if (calculationProcedureNode.Attributes["href"] != null || calculationProcedureNode.Attributes["id"] != null)
                {
                    if (calculationProcedureNode.Attributes["id"] != null)
                    {
                        calculationProcedureIDRef_ = calculationProcedureNode.Attributes["id"].Value;
                        DerivativeCalculationProcedure ob = new DerivativeCalculationProcedure(calculationProcedureNode);
                        IDManager.SetID(calculationProcedureIDRef_, ob);
                    }
                    else if (calculationProcedureNode.Attributes["href"] != null)
                    {
                        calculationProcedureIDRef_ = calculationProcedureNode.Attributes["href"].Value;
                    }
                    else
                    {
                        calculationProcedure_ = new DerivativeCalculationProcedure(calculationProcedureNode);
                    }
                }
                else
                {
                    calculationProcedure_ = new DerivativeCalculationProcedure(calculationProcedureNode);
                }
            }
        }
 public DerivativeCalculationProcedure(XmlNode xmlNode)
 {
     XmlNode methodNode = xmlNode.SelectSingleNode("method");
     
     if (methodNode != null)
     {
         if (methodNode.Attributes["href"] != null || methodNode.Attributes["id"] != null) 
         {
             if (methodNode.Attributes["id"] != null) 
             {
                 methodIDRef_ = methodNode.Attributes["id"].Value;
                 DerivativeCalculationMethod ob = new DerivativeCalculationMethod(methodNode);
                 IDManager.SetID(methodIDRef_, ob);
             }
             else if (methodNode.Attributes["href"] != null)
             {
                 methodIDRef_ = methodNode.Attributes["href"].Value;
             }
             else
             {
                 method_ = new DerivativeCalculationMethod(methodNode);
             }
         }
         else
         {
             method_ = new DerivativeCalculationMethod(methodNode);
         }
     }
     
 
     XmlNode perturbationAmountNode = xmlNode.SelectSingleNode("perturbationAmount");
     
     if (perturbationAmountNode != null)
     {
         if (perturbationAmountNode.Attributes["href"] != null || perturbationAmountNode.Attributes["id"] != null) 
         {
             if (perturbationAmountNode.Attributes["id"] != null) 
             {
                 perturbationAmountIDRef_ = perturbationAmountNode.Attributes["id"].Value;
                 XsdTypeDecimal ob = new XsdTypeDecimal(perturbationAmountNode);
                 IDManager.SetID(perturbationAmountIDRef_, ob);
             }
             else if (perturbationAmountNode.Attributes["href"] != null)
             {
                 perturbationAmountIDRef_ = perturbationAmountNode.Attributes["href"].Value;
             }
             else
             {
                 perturbationAmount_ = new XsdTypeDecimal(perturbationAmountNode);
             }
         }
         else
         {
             perturbationAmount_ = new XsdTypeDecimal(perturbationAmountNode);
         }
     }
     
 
     XmlNode averagedNode = xmlNode.SelectSingleNode("averaged");
     
     if (averagedNode != null)
     {
         if (averagedNode.Attributes["href"] != null || averagedNode.Attributes["id"] != null) 
         {
             if (averagedNode.Attributes["id"] != null) 
             {
                 averagedIDRef_ = averagedNode.Attributes["id"].Value;
                 XsdTypeBoolean ob = new XsdTypeBoolean(averagedNode);
                 IDManager.SetID(averagedIDRef_, ob);
             }
             else if (averagedNode.Attributes["href"] != null)
             {
                 averagedIDRef_ = averagedNode.Attributes["href"].Value;
             }
             else
             {
                 averaged_ = new XsdTypeBoolean(averagedNode);
             }
         }
         else
         {
             averaged_ = new XsdTypeBoolean(averagedNode);
         }
     }
     
 
     XmlNode perturbationTypeNode = xmlNode.SelectSingleNode("perturbationType");
     
     if (perturbationTypeNode != null)
     {
         if (perturbationTypeNode.Attributes["href"] != null || perturbationTypeNode.Attributes["id"] != null) 
         {
             if (perturbationTypeNode.Attributes["id"] != null) 
             {
                 perturbationTypeIDRef_ = perturbationTypeNode.Attributes["id"].Value;
                 PerturbationType ob = new PerturbationType(perturbationTypeNode);
                 IDManager.SetID(perturbationTypeIDRef_, ob);
             }
             else if (perturbationTypeNode.Attributes["href"] != null)
             {
                 perturbationTypeIDRef_ = perturbationTypeNode.Attributes["href"].Value;
             }
             else
             {
                 perturbationType_ = new PerturbationType(perturbationTypeNode);
             }
         }
         else
         {
             perturbationType_ = new PerturbationType(perturbationTypeNode);
         }
     }
     
 
     XmlNode derivativeFormulaNode = xmlNode.SelectSingleNode("derivativeFormula");
     
     if (derivativeFormulaNode != null)
     {
         if (derivativeFormulaNode.Attributes["href"] != null || derivativeFormulaNode.Attributes["id"] != null) 
         {
             if (derivativeFormulaNode.Attributes["id"] != null) 
             {
                 derivativeFormulaIDRef_ = derivativeFormulaNode.Attributes["id"].Value;
                 XsdTypeString ob = new XsdTypeString(derivativeFormulaNode);
                 IDManager.SetID(derivativeFormulaIDRef_, ob);
             }
             else if (derivativeFormulaNode.Attributes["href"] != null)
             {
                 derivativeFormulaIDRef_ = derivativeFormulaNode.Attributes["href"].Value;
             }
             else
             {
                 derivativeFormula_ = new XsdTypeString(derivativeFormulaNode);
             }
         }
         else
         {
             derivativeFormula_ = new XsdTypeString(derivativeFormulaNode);
         }
     }
     
 
     XmlNode replacementMarketInputNode = xmlNode.SelectSingleNode("replacementMarketInput");
     
     if (replacementMarketInputNode != null)
     {
         if (replacementMarketInputNode.Attributes["href"] != null || replacementMarketInputNode.Attributes["id"] != null) 
         {
             if (replacementMarketInputNode.Attributes["id"] != null) 
             {
                 replacementMarketInputIDRef_ = replacementMarketInputNode.Attributes["id"].Value;
                 PricingStructureReference ob = new PricingStructureReference(replacementMarketInputNode);
                 IDManager.SetID(replacementMarketInputIDRef_, ob);
             }
             else if (replacementMarketInputNode.Attributes["href"] != null)
             {
                 replacementMarketInputIDRef_ = replacementMarketInputNode.Attributes["href"].Value;
             }
             else
             {
                 replacementMarketInput_ = new PricingStructureReference(replacementMarketInputNode);
             }
         }
         else
         {
             replacementMarketInput_ = new PricingStructureReference(replacementMarketInputNode);
         }
     }
     
 
 }
Пример #22
0
        public FxCurveValuation(XmlNode xmlNode)
            : base(xmlNode)
        {
            XmlNodeList settlementCurrencyYieldCurveNodeList = xmlNode.SelectNodes("settlementCurrencyYieldCurve");

            if (settlementCurrencyYieldCurveNodeList.Count > 1)
            {
                throw new Exception();
            }

            foreach (XmlNode item in settlementCurrencyYieldCurveNodeList)
            {
                if (item.Attributes["href"] != null || item.Attributes["id"] == null)
                {
                    if (item.Attributes["id"] != null)
                    {
                        settlementCurrencyYieldCurveIDRef = item.Attributes["id"].Name;
                        PricingStructureReference ob = PricingStructureReference();
                        IDManager.SetID(settlementCurrencyYieldCurveIDRef, ob);
                    }
                    else if (item.Attributes.ToString() == "href")
                    {
                        settlementCurrencyYieldCurveIDRef = item.Attributes["href"].Name;
                    }
                    else
                    {
                        settlementCurrencyYieldCurve = new PricingStructureReference(item);
                    }
                }
            }


            XmlNodeList forecastCurrencyYieldCurveNodeList = xmlNode.SelectNodes("forecastCurrencyYieldCurve");

            if (forecastCurrencyYieldCurveNodeList.Count > 1)
            {
                throw new Exception();
            }

            foreach (XmlNode item in forecastCurrencyYieldCurveNodeList)
            {
                if (item.Attributes["href"] != null || item.Attributes["id"] == null)
                {
                    if (item.Attributes["id"] != null)
                    {
                        forecastCurrencyYieldCurveIDRef = item.Attributes["id"].Name;
                        PricingStructureReference ob = PricingStructureReference();
                        IDManager.SetID(forecastCurrencyYieldCurveIDRef, ob);
                    }
                    else if (item.Attributes.ToString() == "href")
                    {
                        forecastCurrencyYieldCurveIDRef = item.Attributes["href"].Name;
                    }
                    else
                    {
                        forecastCurrencyYieldCurve = new PricingStructureReference(item);
                    }
                }
            }


            XmlNodeList spotRateNodeList = xmlNode.SelectNodes("spotRate");

            if (spotRateNodeList.Count > 1)
            {
                throw new Exception();
            }

            foreach (XmlNode item in spotRateNodeList)
            {
                if (item.Attributes["href"] != null || item.Attributes["id"] == null)
                {
                    if (item.Attributes["id"] != null)
                    {
                        spotRateIDRef = item.Attributes["id"].Name;
                        FxRateSet ob = FxRateSet();
                        IDManager.SetID(spotRateIDRef, ob);
                    }
                    else if (item.Attributes.ToString() == "href")
                    {
                        spotRateIDRef = item.Attributes["href"].Name;
                    }
                    else
                    {
                        spotRate = new FxRateSet(item);
                    }
                }
            }


            XmlNodeList fxForwardCurveNodeList = xmlNode.SelectNodes("fxForwardCurve");

            if (fxForwardCurveNodeList.Count > 1)
            {
                throw new Exception();
            }

            foreach (XmlNode item in fxForwardCurveNodeList)
            {
                if (item.Attributes["href"] != null || item.Attributes["id"] == null)
                {
                    if (item.Attributes["id"] != null)
                    {
                        fxForwardCurveIDRef = item.Attributes["id"].Name;
                        TermCurve ob = TermCurve();
                        IDManager.SetID(fxForwardCurveIDRef, ob);
                    }
                    else if (item.Attributes.ToString() == "href")
                    {
                        fxForwardCurveIDRef = item.Attributes["href"].Name;
                    }
                    else
                    {
                        fxForwardCurve = new TermCurve(item);
                    }
                }
            }


            XmlNodeList fxForwardPointsCurveNodeList = xmlNode.SelectNodes("fxForwardPointsCurve");

            if (fxForwardPointsCurveNodeList.Count > 1)
            {
                throw new Exception();
            }

            foreach (XmlNode item in fxForwardPointsCurveNodeList)
            {
                if (item.Attributes["href"] != null || item.Attributes["id"] == null)
                {
                    if (item.Attributes["id"] != null)
                    {
                        fxForwardPointsCurveIDRef = item.Attributes["id"].Name;
                        TermCurve ob = TermCurve();
                        IDManager.SetID(fxForwardPointsCurveIDRef, ob);
                    }
                    else if (item.Attributes.ToString() == "href")
                    {
                        fxForwardPointsCurveIDRef = item.Attributes["href"].Name;
                    }
                    else
                    {
                        fxForwardPointsCurve = new TermCurve(item);
                    }
                }
            }
        }
 public FxCurveValuation(XmlNode xmlNode)
 : base(xmlNode)
 {
     XmlNodeList settlementCurrencyYieldCurveNodeList = xmlNode.SelectNodes("settlementCurrencyYieldCurve");
     if (settlementCurrencyYieldCurveNodeList.Count > 1 )
     {
             throw new Exception();
     }
     
     foreach (XmlNode item in settlementCurrencyYieldCurveNodeList)
     {
         if (item.Attributes["href"] != null || item.Attributes["id"] == null) 
         {
             if (item.Attributes["id"] != null) 
             {
                 settlementCurrencyYieldCurveIDRef = item.Attributes["id"].Name;
                 PricingStructureReference ob = PricingStructureReference();
                 IDManager.SetID(settlementCurrencyYieldCurveIDRef, ob);
             }
             else if (item.Attributes.ToString() == "href")
             {
                 settlementCurrencyYieldCurveIDRef = item.Attributes["href"].Name;
             }
             else
             {
                 settlementCurrencyYieldCurve = new PricingStructureReference(item);
             }
         }
     }
     
 
     XmlNodeList forecastCurrencyYieldCurveNodeList = xmlNode.SelectNodes("forecastCurrencyYieldCurve");
     if (forecastCurrencyYieldCurveNodeList.Count > 1 )
     {
             throw new Exception();
     }
     
     foreach (XmlNode item in forecastCurrencyYieldCurveNodeList)
     {
         if (item.Attributes["href"] != null || item.Attributes["id"] == null) 
         {
             if (item.Attributes["id"] != null) 
             {
                 forecastCurrencyYieldCurveIDRef = item.Attributes["id"].Name;
                 PricingStructureReference ob = PricingStructureReference();
                 IDManager.SetID(forecastCurrencyYieldCurveIDRef, ob);
             }
             else if (item.Attributes.ToString() == "href")
             {
                 forecastCurrencyYieldCurveIDRef = item.Attributes["href"].Name;
             }
             else
             {
                 forecastCurrencyYieldCurve = new PricingStructureReference(item);
             }
         }
     }
     
 
     XmlNodeList spotRateNodeList = xmlNode.SelectNodes("spotRate");
     if (spotRateNodeList.Count > 1 )
     {
             throw new Exception();
     }
     
     foreach (XmlNode item in spotRateNodeList)
     {
         if (item.Attributes["href"] != null || item.Attributes["id"] == null) 
         {
             if (item.Attributes["id"] != null) 
             {
                 spotRateIDRef = item.Attributes["id"].Name;
                 FxRateSet ob = FxRateSet();
                 IDManager.SetID(spotRateIDRef, ob);
             }
             else if (item.Attributes.ToString() == "href")
             {
                 spotRateIDRef = item.Attributes["href"].Name;
             }
             else
             {
                 spotRate = new FxRateSet(item);
             }
         }
     }
     
 
     XmlNodeList fxForwardCurveNodeList = xmlNode.SelectNodes("fxForwardCurve");
     if (fxForwardCurveNodeList.Count > 1 )
     {
             throw new Exception();
     }
     
     foreach (XmlNode item in fxForwardCurveNodeList)
     {
         if (item.Attributes["href"] != null || item.Attributes["id"] == null) 
         {
             if (item.Attributes["id"] != null) 
             {
                 fxForwardCurveIDRef = item.Attributes["id"].Name;
                 TermCurve ob = TermCurve();
                 IDManager.SetID(fxForwardCurveIDRef, ob);
             }
             else if (item.Attributes.ToString() == "href")
             {
                 fxForwardCurveIDRef = item.Attributes["href"].Name;
             }
             else
             {
                 fxForwardCurve = new TermCurve(item);
             }
         }
     }
     
 
     XmlNodeList fxForwardPointsCurveNodeList = xmlNode.SelectNodes("fxForwardPointsCurve");
     if (fxForwardPointsCurveNodeList.Count > 1 )
     {
             throw new Exception();
     }
     
     foreach (XmlNode item in fxForwardPointsCurveNodeList)
     {
         if (item.Attributes["href"] != null || item.Attributes["id"] == null) 
         {
             if (item.Attributes["id"] != null) 
             {
                 fxForwardPointsCurveIDRef = item.Attributes["id"].Name;
                 TermCurve ob = TermCurve();
                 IDManager.SetID(fxForwardPointsCurveIDRef, ob);
             }
             else if (item.Attributes.ToString() == "href")
             {
                 fxForwardPointsCurveIDRef = item.Attributes["href"].Name;
             }
             else
             {
                 fxForwardPointsCurve = new TermCurve(item);
             }
         }
     }
     
 
 }