public static PartyOrTradeSideReference ToPartyOrTradeSideReference(string href)
{
PartyOrTradeSideReference partyOrTradeSideReference = new PartyOrTradeSideReference();
partyOrTradeSideReference.href = href;
return(partyOrTradeSideReference);
}
/// <summary>
/// Creates a vanilla fx option.
/// </summary>
/// <param name="buyerPartyReference"></param>
/// <param name="sellerPartyReference"></param>
/// <param name="quotedAs"></param>
/// <param name="expiryDate"></param>
/// <param name="exerciseStyle"> </param>
/// <param name="putCurrencyAmount"></param>
/// <param name="callCurrencyAmount"></param>
/// <param name="fxStrikePrice"></param>
/// <param name="valueDate"></param>
/// <param name="premia"></param>
/// <returns></returns>
public static FxOptionLeg CreateVanillaOption(PartyOrTradeSideReference buyerPartyReference,
PartyOrTradeSideReference sellerPartyReference, //FxOptionType optionType,
QuotedAs quotedAs, ExpiryDateTime expiryDate, ExerciseStyleEnum exerciseStyle,
Money putCurrencyAmount, Money callCurrencyAmount, FxStrikePrice fxStrikePrice,
DateTime valueDate, List <FxOptionPremium> premia)
{
var fxOption = new FxOptionLeg
{
putCurrencyAmount = putCurrencyAmount,
callCurrencyAmount = callCurrencyAmount,
fxStrikePrice = fxStrikePrice,
quotedAs = quotedAs,
valueDate = valueDate,
buyerPartyReference = buyerPartyReference,
sellerPartyReferenceField = sellerPartyReference,
fxOptionPremium = premia.ToArray(),
expiryDateTime = expiryDate,
exerciseStyle = exerciseStyle
};
return(fxOption);
}
