private SwaptionSettlement parseSettlement(XmlElement swaptionEl, FpmlDocument document)
{
Optional <string> optionalCashSettlement = swaptionEl.findAttribute("cashSettlement");
if (optionalCashSettlement.Present)
{
XmlElement cashSettlementEl = swaptionEl.getChild("cashSettlement");
CashSwaptionSettlementMethod method = parseCashSettlementMethod(cashSettlementEl);
LocalDate settlementDate = document.parseAdjustedRelativeDateOffset(cashSettlementEl).Unadjusted;
return(CashSwaptionSettlement.of(settlementDate, method));
}
else
{
// treat physical as the default to match FpML examples
return(PhysicalSwaptionSettlement.DEFAULT);
}
}