public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class)
{
FpmlSerializedCSharp.ReferenceCurve serial_ReferenceCurve = serial_Class as FpmlSerializedCSharp.ReferenceCurve;
FpmlSerializedCSharp.CdsSpreadTermstructure serial_CdsSpreadTermstructure = serial_ReferenceCurve.CdsSpreadTermstructure_;
this.type_ = serial_CdsSpreadTermstructure.Type_.ValueStr;
this.interpolation_ = serial_CdsSpreadTermstructure.Interpolation_.ValueStr;
this.daycounter_ = serial_CdsSpreadTermstructure.Daycounter_.ValueStr;
this.calendar_ = serial_CdsSpreadTermstructure.Calendar_.ValueStr;
this.businessDayConvention_ = serial_CdsSpreadTermstructure.BusinessDayConvention_.ValueStr;
List <FpmlSerializedCSharp.RateData> serial_rateData = serial_CdsSpreadTermstructure.RateData_;
this.rateDataViewModel_ = new ObservableCollection <RateDataViewModel>();
foreach (var item in serial_rateData)
{
RateDataViewModel viewModel = new RateDataViewModel();
viewModel.setFromSerial(item);
this.rateDataViewModel_.Add(viewModel);
}
this.dateGeneration_ = serial_CdsSpreadTermstructure.DateGeneration_.ValueStr;
this.recoveryRate_ = serial_CdsSpreadTermstructure.RecoveryRate_.ValueStr;
this.view_ = new CdsSpreadTermstructureView();
this.view_.DataContext = this;
}
private RateDataViewModel rateDataVM(string multiple, string period, string data)
{
RateDataViewModel rateDataVM = new RateDataViewModel();
rateDataVM.PeriodMultiplier_ = multiple;
rateDataVM.Period_ = period;
rateDataVM.Data_ = data;
return(rateDataVM);
}
public override void buildXml()
{
YieldTermstructureViewModel ytvm = new YieldTermstructureViewModel();
ytvm.CurveType_ = this.curveType_;
ytvm.Interpolation_ = this.interpolation_;
ytvm.Daycounter_ = this.daycounter_;
ytvm.Calendar_ = this.calendar_;
ytvm.BusinessDayConvention_ = this.businessDC_;
for (int i = 0; i < tenorArr_.Length ; i++)
{
RateDataViewModel rdvm = new RateDataViewModel();
rdvm.PeriodMultiplier_ = this.tenorArr_[i].Substring(0,this.tenorArr_[i].Length - 1);
rdvm.Period_ = this.tenorArr_[i].Substring(this.tenorArr_[i].Length - 1);
rdvm.Data_ = this.dataArr_[i];
ytvm.RateDataViewModel_.Add(rdvm);
}
this.yieldCurveVM_ = ytvm;
//ytvm.buildXml();
}
private RateDataViewModel rateDataVM(string multiple, string period, string data)
{
RateDataViewModel rateDataVM = new RateDataViewModel();
rateDataVM.PeriodMultiplier_ = multiple;
rateDataVM.Period_ = period;
rateDataVM.Data_ = data;
return rateDataVM;
}
public override void setFromSerial(FpmlSerializedCSharp.ISerialized serial_Class)
{
FpmlSerializedCSharp.YieldTermstructure serial_YieldTermstructure = serial_Class as FpmlSerializedCSharp.YieldTermstructure;
this.type_ = serial_YieldTermstructure.CurveType_.ValueStr;
//this.curveType_ = serial_YieldTermstructure.c .ValueStr;
this.interpolation_ = serial_YieldTermstructure.Interpolation_.ValueStr;
this.daycounter_ = serial_YieldTermstructure.Daycounter_.ValueStr;
this.calendar_ = serial_YieldTermstructure.Calendar_.ValueStr;
this.businessDayConvention_ = serial_YieldTermstructure.BusinessDayConvention_.ValueStr;
List<FpmlSerializedCSharp.RateData> serial_rateData = serial_YieldTermstructure.RateData_;
this.rateDataViewModel_ = new ObservableCollection<RateDataViewModel>();
foreach (var item in serial_rateData)
{
RateDataViewModel viewModel = new RateDataViewModel();
viewModel.setFromSerial(item);
this.rateDataViewModel_.Add(viewModel);
}
this.view_ = new YieldTermstructureView();
this.view_.DataContext = this;
}
