private void SetProperties(NamedValueSet properties)
{
try
{
DataType = "Trade";
SourceSystem = PropertyHelper.ExtractSourceSystem(properties);
var tradeId = properties.GetValue <string>(TradeProp.TradeId);
Id = tradeId;
Domain = SourceSystem + '.' + DataType;
TradeDate = properties.GetValue <DateTime>(TradeProp.TradeDate);
TradeType = EnumHelper.Parse <ItemChoiceType15>(properties.GetValue <string>(TradeProp.TradeType), true);
ProductType = ProductTypeSimpleScheme.ParseEnumString(properties.GetValue <string>(TradeProp.ProductType, false));
Party1 = properties.GetValue <string>(TradeProp.Party1, false);
Party2 = properties.GetValue <string>(TradeProp.Party2, false);
BaseParty = properties.GetValue <string>(TradeProp.BaseParty);
CounterParty = properties.GetValue <string>(TradeProp.CounterPartyId);
UniqueIdentifier = BuildUniqueId(tradeId);
if (properties.GetValue <string>(CurveProp.UniqueIdentifier) != null)
{
UniqueIdentifier = properties.GetValue <string>(CurveProp.UniqueIdentifier);
}
PropertyHelper.Update(Properties, CurveProp.UniqueIdentifier, UniqueIdentifier);
PropertyHelper.Update(Properties, "Domain", Domain);
}
catch
{
throw new System.Exception("Invalid tradeid.");
}
}
///// <summary>
///// An id for a ratecurve.
///// </summary>
///// <param name="sourceSystem">The source system.</param>
///// <param name="baseParty">The base Party.</param>
///// <param name="reportId">The report Id.</param>
///// <param name="calculationDateTime">The calculationDateTime</param>
//public ValuationReportIdentifier(String sourceSystem, string baseParty, string reportId, DateTime calculationDateTime)
//{
// SetProperties(sourceSystem, baseParty, reportId, calculationDateTime);
//}
private void SetProperties(NamedValueSet properties)
{
try
{
DataType = "ValuationReport";
SourceSystem = PropertyHelper.ExtractSourceSystem(properties);
Id = properties.GetValue <string>(ValueProp.PortfolioId, false);
TradeId = properties.GetValue <string>(TradeProp.TradeId, true);
MarketName = properties.GetValue <string>(ValueProp.MarketName, false);
Domain = SourceSystem + '.' + DataType;
CalculationDateTime = properties.GetValue <DateTime>("CalculationDateTime");
BaseParty = properties.GetValue <string>(ValueProp.BaseParty);
UniqueIdentifier = BuildUniqueId();
if (properties.GetValue <string>(CurveProp.UniqueIdentifier) != null)
{
UniqueIdentifier = properties.GetValue <string>(CurveProp.UniqueIdentifier);
}
PropertyHelper.Update(Properties, CurveProp.UniqueIdentifier, UniqueIdentifier);
PropertyHelper.Update(Properties, "Domain", Domain);
}
catch
{
throw new System.Exception("Invalid tradeid.");
}
}
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>
/// Initializes a new instance of the <see cref="IIdentifier"/> class.
/// </summary>
/// <param name="properties">The properties. they must include:
/// PricingStructureType, CurveName, BuildDateTime and Algorithm.</param>
public AssetConfigurationIdentifier(NamedValueSet properties)
: base(properties)
{
try
{
DataType = "Configuration.Asset";
SourceSystem = PropertyHelper.ExtractSourceSystem(properties);
Domain = SourceSystem + '.' + DataType;
Id = PropertyHelper.ExtractPropertyIdentifier(properties);
AssetRef = PropertyHelper.ExtractAssetRef(properties);
UniqueIdentifier = BuildUniqueId();
PropertyHelper.Update(Properties, CurveProp.UniqueIdentifier, UniqueIdentifier);
PropertyHelper.Update(Properties, "Domain", Domain);
}
catch (System.Exception)
{
throw new System.Exception("Invalid pricingstrucutre property name.");
}
}
/// <summary>
/// Initializes a new instance of the <see cref="IIdentifier"/> class.
/// </summary>
/// <param name="properties">The properties. they must include:
/// PricingStructureType, CurveName, BuildDateTime and Algorithm.</param>
public PricingStructurePropertiesIdentifier(NamedValueSet properties)
{
Properties = properties;
try
{
DataType = "Properties.PricingStructures";
SourceSystem = PropertyHelper.ExtractSourceSystem(properties);
Domain = SourceSystem + '.' + DataType;
Id = PropertyHelper.ExtractPropertyIdentifier(properties);
PricingStructureType = PropertyHelper.ExtractPricingStructureType(properties);
UniqueIdentifier = BuildUniqueId();
PropertyHelper.Update(Properties, CurveProp.UniqueIdentifier, UniqueIdentifier);
PropertyHelper.Update(Properties, "Domain", Domain);
}
catch (System.Exception)
{
throw new System.Exception("Invalid pricingstrucutre property name.");
}
}
