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;
}
}
