//------------------------------------------------------------------------- /// <summary> /// Converts an FpML 'FloatingRateIndex.model' to a {@code PriceIndex}. /// </summary> /// <param name="baseEl"> the FpML floating rate model element to parse </param> /// <returns> the index </returns> /// <exception cref="RuntimeException"> if unable to parse </exception> public PriceIndex parsePriceIndex(XmlElement baseEl) { XmlElement indexEl = baseEl.getChild("floatingRateIndex"); validateScheme(indexEl, "floatingRateIndexScheme", "http://www.fpml.org/coding-scheme/inflation-index-description"); FloatingRateName floatingName = FloatingRateName.of(indexEl.Content); return(floatingName.toPriceIndex()); }