private void SetProperties() { switch (PricingStructureType) { case PricingStructureTypeEnum.BondDiscountCurve: case PricingStructureTypeEnum.BondCurve: string creditInstrumentId = PropertyHelper.ExtractCreditInstrumentId(Properties); string creditSeniority = PropertyHelper.ExtractCreditSeniority(Properties); CreditInstrumentId = ProductTypeHelper.InstrumentIdHelper.Parse(creditInstrumentId); CreditSeniority = ProductTypeHelper.CreditSeniorityHelper.Parse(creditSeniority); break; } }
private void SetProperties() { switch (PricingStructureType) { case PricingStructureTypeEnum.RateCurve: case PricingStructureTypeEnum.RateBasisCurve: ForecastRateIndex = ProductTypeHelper.ForecastRateIndexHelper.Parse(Index, IndexTenor); break; case PricingStructureTypeEnum.RateSpreadCurve: ForecastRateIndex = ProductTypeHelper.ForecastRateIndexHelper.Parse(Index, IndexTenor); ReferenceCurveTypeAndName = PropertyHelper.ExtractReferenceCurveName(Properties); ReferenceCurveUniqueId = PropertyHelper.ExtractReferenceCurveUniqueId(Properties); break; case PricingStructureTypeEnum.DiscountCurve: string creditInstrumentId = PropertyHelper.ExtractCreditInstrumentId(Properties); string creditSeniority = PropertyHelper.ExtractCreditSeniority(Properties); CreditInstrumentId = ProductTypeHelper.InstrumentIdHelper.Parse(creditInstrumentId); CreditSeniority = ProductTypeHelper.CreditSeniorityHelper.Parse(creditSeniority); break; case PricingStructureTypeEnum.RateXccyCurve: //ForecastRateIndex = ForecastRateIndexHelper.Parse(Index, IndexTenor); string discountInstrumentId = PropertyHelper.ExtractCreditInstrumentId(Properties); string discountSeniority = PropertyHelper.ExtractCreditSeniority(Properties); CreditInstrumentId = ProductTypeHelper.InstrumentIdHelper.Parse(discountInstrumentId); CreditSeniority = ProductTypeHelper.CreditSeniorityHelper.Parse(discountSeniority); ReferenceCurveTypeAndName = PropertyHelper.ExtractReferenceCurveName(Properties); ReferenceCurveUniqueId = PropertyHelper.ExtractReferenceCurveUniqueId(Properties); ReferenceFxCurveTypeAndName = PropertyHelper.ExtractReferenceFxCurveName(Properties); ReferenceFxCurveUniqueId = PropertyHelper.ExtractReferenceFxCurveUniqueId(Properties); ReferenceCurrency2CurveTypeAndName = PropertyHelper.ExtractReferenceCurrency2CurveName(Properties); ReferenceCurrency2CurveId = PropertyHelper.ExtractReferenceCurrency2CurveId(Properties); break; case PricingStructureTypeEnum.InflationCurve: ForecastRateIndex = ProductTypeHelper.ForecastRateIndexHelper.Parse(Index, IndexTenor); var inflationLag = PropertyHelper.ExtractInflationLag(Properties); if (inflationLag != "Unknown") { InflationLag = PeriodHelper.Parse(inflationLag); } break; case PricingStructureTypeEnum.XccySpreadCurve: PricingStructureType = PricingStructureTypeEnum.RateSpreadCurve; break; } }