private void SetProperties(NamedValueSet properties)
{
try
{
var baseDate = PropertyHelper.ExtractDateTimeProperty(CurveProp.BaseDate, properties);
if (baseDate != null)
{
BaseDate = (DateTime)baseDate;
}
Id = PropertyHelper.ExtractStringProperty("AssetId", properties);
//AssetType property - make sure it exists.
var assetType = PropertyHelper.ExtractStringProperty("AssetType", properties);
if (assetType != null)
{
AssetType = EnumHelper.Parse <AssetTypesEnum>(assetType);
}
Coupon = PropertyHelper.ExtractDecimalProperty("Coupon", properties);
MaturityDate = PropertyHelper.ExtractDateTimeProperty("Maturity", properties);
UniqueIdentifier = properties.GetValue <string>(CurveProp.UniqueIdentifier) ?? BuildUniqueId();
PropertyHelper.Update(Properties, CurveProp.UniqueIdentifier, UniqueIdentifier);
}
catch
{
throw new System.Exception("Invalid assetid.");
}
}
/// <summary>
/// An id for a trade.
/// </summary>
/// <param name="other">THe spread. May be zero.</param>
/// <param name="properties">The properties. These need to include:
/// SourceSystem, Id and Trade date.</param>
/// <param name="marketQuote">The market quote. This could be a rate or a volatility.</param>
public AssetIdentifier(Decimal?marketQuote, Decimal?other, NamedValueSet properties)
: base(properties)
{
MarketQuote = marketQuote;
Other = other;
Strike = PropertyHelper.ExtractDecimalProperty("Strike", properties) ?? other;
SetProperties(properties);
}
