/// <summary> /// /// </summary> /// <param name="commodityType"></param> /// <param name="commodityDetails"></param> /// <param name="currency"></param> /// <param name="multiplier"></param> /// <param name="specifiedPrice"></param> /// <param name="deliveryDateRollConvention"></param> /// <param name="priceQuoteUnits"></param> /// <param name="deliveryDates"></param> /// <param name="exchangeId"></param> /// <param name="informationSource"></param> /// <returns></returns> public static Commodity Create(string commodityType, string commodityDetails, string currency, int multiplier, SpecifiedPriceEnum specifiedPrice, Offset deliveryDateRollConvention, PriceQuoteUnitsEnum priceQuoteUnits, DeliveryDatesEnum deliveryDates, string exchangeId, string informationSource) { var commodity = new Commodity { currency = new Currency { Value = currency }, commodityBase = new CommodityBase { Value = commodityType }, commodityDetails = new CommodityDetails { Value = commodityDetails }, deliveryDateRollConvention = deliveryDateRollConvention, Item1 = deliveryDates, multiplier = multiplier, multiplierSpecified = true, specifiedPriceSpecified = true, unit = new QuantityUnit(), specifiedPrice = specifiedPrice }; commodity.unit.Value = priceQuoteUnits.ToString(); if (exchangeId != null) { commodity.Item = ExchangeIdHelper.Parse(exchangeId); } else { commodity.Item = InformationSourceHelper.Create(informationSource); } return(commodity); }
public static Quotation Create(decimal value, DateTime valuationDate, string businessCenter, string currency, string rateSourceProvider, string rateSource, string rateSourcePage, string assetMeasureType, string quoteUnits) { var quotation = new Quotation { businessCenter = BusinessCentersHelper.Parse(businessCenter).businessCenter[0], currency = CurrencyHelper.Parse(currency), informationSource = InformationSourceHelper.Create( InformationSourceHelper.Create(rateSourceProvider, rateSource, rateSourcePage)), measureType = AssetMeasureTypeHelper.Parse(assetMeasureType), quoteUnits = PriceQuoteUnitsHelper.Create(quoteUnits), valuationDate = valuationDate, valuationDateSpecified = true, value = value, valueSpecified = true }; return(quotation); }
public static Quotation Copy(Quotation baseQuotation) { Quotation quotation = null; if (baseQuotation != null) { quotation = new Quotation(); if (baseQuotation.businessCenter != null) { quotation.businessCenter = BusinessCentersHelper.Parse(baseQuotation.businessCenter.Value).businessCenter[0]; } if (baseQuotation.currency != null) { quotation.currency = CurrencyHelper.Parse(baseQuotation.currency.Value); } if (baseQuotation.valueSpecified) { quotation.value = baseQuotation.value; quotation.valueSpecified = true; } if (baseQuotation.valuationDateSpecified) { quotation.valuationDate = baseQuotation.valuationDate; quotation.valuationDateSpecified = true; } if (baseQuotation.expiryTimeSpecified) { quotation.expiryTime = baseQuotation.expiryTime; quotation.expiryTimeSpecified = true; } if (baseQuotation.sideSpecified) { quotation.side = baseQuotation.side; quotation.sideSpecified = true; } if (baseQuotation.timeSpecified) { quotation.time = baseQuotation.time; quotation.timeSpecified = true; } if (baseQuotation.sensitivitySet != null) { quotation.sensitivitySet = SensitivitySetHelper.Copy(baseQuotation.sensitivitySet); } if (baseQuotation.measureType != null) { quotation.measureType = AssetMeasureTypeHelper.Copy(baseQuotation.measureType); } if (baseQuotation.quoteUnits != null) { quotation.quoteUnits = PriceQuoteUnitsHelper.Copy(baseQuotation.quoteUnits); } if (baseQuotation.informationSource != null) { quotation.informationSource = InformationSourceHelper.Copy(baseQuotation.informationSource).ToArray(); } if (baseQuotation.exchangeId != null) { quotation.exchangeId = ExchangeIdHelper.Copy(baseQuotation.exchangeId); } } return(quotation); }