/// <summary>
/// Initializes a new instance of the <see cref="PricingStructureIdentifier"/> class.
/// </summary>
/// <param name="curveId">The curve id.</param>
public PricingStructureIdentifier(string curveId)
{
Properties = new NamedValueSet();
DataType = "Market";
SourceSystem = "Orion";
Domain = SourceSystem + '.' + DataType;
BuildDateTime = DateTime.Now;
Properties.Set(CurveProp.BuildDateTime, BuildDateTime);
Algorithm = "Default";
Id = curveId;
Properties.Set("Identifier", Id);
Properties.Set(CurveProp.Algorithm, Algorithm);
Properties.Set("DataType", "Market");
Properties.Set(CurveProp.SourceSystem, "Orion");
Properties.Set("Domain", SourceSystem + '.' + DataType);
string[] idParts = curveId.Split('.');
if (idParts.Length >= 2)
{
try
{
PricingStructureType = EnumHelper.Parse <PricingStructureTypeEnum>(idParts[0]);
Properties.Set(CurveProp.PricingStructureType, PricingStructureType.ToString());
CurveName = idParts[1];
Properties.Set(CurveProp.CurveName, CurveName);
Currency = CurrencyHelper.Parse(PropertyHelper.ExtractCurrency(Properties));
if (idParts.Length >= 3)
{
BaseDate = DateTime.Parse(idParts[2]);
Properties.Set(CurveProp.BaseDate, BaseDate);
if (idParts.Length > 3)
{
Algorithm = idParts[3];
Properties.Set(CurveProp.Algorithm, Algorithm);
}
}
UniqueIdentifier = SetUniqueId();
Properties.Set(CurveProp.UniqueIdentifier, UniqueIdentifier);
SetProperties();
}
catch (System.Exception ex)
{
throw new ArgumentException($"Invalid pricingStructureId {curveId} - unable to parse", ex);
}
}
}
private void SetProperties()
{
SourceSystem = PropertyHelper.ExtractSourceSystem(Properties);
PricingStructureType = PropertyHelper.ExtractPricingStructureType(Properties);
Domain = SourceSystem + '.' + DataType;
BuildDateTime = PropertyHelper.ExtractBuildDateTime(Properties);
BaseDate = PropertyHelper.ExtractBaseDate(Properties);
Algorithm = PropertyHelper.ExtractAlgorithm(Properties);
Market = PropertyHelper.ExtractMarket(Properties);
MarketAndDate = PropertyHelper.ExtractMarketAndDate(Properties);
Index = PropertyHelper.ExtractIndex(Properties);
IndexTenor = PropertyHelper.ExtractIndexTenor(Properties);
CurveName = PropertyHelper.ExtractCurveName(Properties);
Currency = CurrencyHelper.Parse(PropertyHelper.ExtractCurrency(Properties));
DateTime?marketDate = PropertyHelper.ExtractMarketDate(Properties);
MarketDate = marketDate ?? MarketDate;
StressName = Properties.GetValue <string>(CurveProp.StressName, false);
NameSpace = Properties.GetValue <string>(EnvironmentProp.NameSpace, false);
Id = BuildId();
UniqueIdentifier = SetUniqueId();
}
