public ForecastRateIndex(XmlNode xmlNode) { XmlNodeList floatingRateIndexNodeList = xmlNode.SelectNodes("floatingRateIndex"); if (floatingRateIndexNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in floatingRateIndexNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { floatingRateIndexIDRef = item.Attributes["id"].Name; FloatingRateIndex ob = FloatingRateIndex(); IDManager.SetID(floatingRateIndexIDRef, ob); } else if (item.Attributes.ToString() == "href") { floatingRateIndexIDRef = item.Attributes["href"].Name; } else { floatingRateIndex = new FloatingRateIndex(item); } } } XmlNodeList indexTenorNodeList = xmlNode.SelectNodes("indexTenor"); if (indexTenorNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in indexTenorNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { indexTenorIDRef = item.Attributes["id"].Name; Period ob = Period(); IDManager.SetID(indexTenorIDRef, ob); } else if (item.Attributes.ToString() == "href") { indexTenorIDRef = item.Attributes["href"].Name; } else { indexTenor = new Period(item); } } } }
public ForecastRateIndex(XmlNode xmlNode) { XmlNode floatingRateIndexNode = xmlNode.SelectSingleNode("floatingRateIndex"); if (floatingRateIndexNode != null) { if (floatingRateIndexNode.Attributes["href"] != null || floatingRateIndexNode.Attributes["id"] != null) { if (floatingRateIndexNode.Attributes["id"] != null) { floatingRateIndexIDRef_ = floatingRateIndexNode.Attributes["id"].Value; FloatingRateIndex ob = new FloatingRateIndex(floatingRateIndexNode); IDManager.SetID(floatingRateIndexIDRef_, ob); } else if (floatingRateIndexNode.Attributes["href"] != null) { floatingRateIndexIDRef_ = floatingRateIndexNode.Attributes["href"].Value; } else { floatingRateIndex_ = new FloatingRateIndex(floatingRateIndexNode); } } else { floatingRateIndex_ = new FloatingRateIndex(floatingRateIndexNode); } } XmlNode indexTenorNode = xmlNode.SelectSingleNode("indexTenor"); if (indexTenorNode != null) { if (indexTenorNode.Attributes["href"] != null || indexTenorNode.Attributes["id"] != null) { if (indexTenorNode.Attributes["id"] != null) { indexTenorIDRef_ = indexTenorNode.Attributes["id"].Value; Period ob = new Period(indexTenorNode); IDManager.SetID(indexTenorIDRef_, ob); } else if (indexTenorNode.Attributes["href"] != null) { indexTenorIDRef_ = indexTenorNode.Attributes["href"].Value; } else { indexTenor_ = new Period(indexTenorNode); } } else { indexTenor_ = new Period(indexTenorNode); } } }
public ForecastRateIndex(XmlNode xmlNode) { XmlNodeList floatingRateIndexNodeList = xmlNode.SelectNodes("floatingRateIndex"); if (floatingRateIndexNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in floatingRateIndexNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { floatingRateIndexIDRef = item.Attributes["id"].Name; FloatingRateIndex ob = FloatingRateIndex(); IDManager.SetID(floatingRateIndexIDRef, ob); } else if (item.Attributes.ToString() == "href") { floatingRateIndexIDRef = item.Attributes["href"].Name; } else { floatingRateIndex = new FloatingRateIndex(item); } } } XmlNodeList indexTenorNodeList = xmlNode.SelectNodes("indexTenor"); if (indexTenorNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in indexTenorNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { indexTenorIDRef = item.Attributes["id"].Name; Period ob = Period(); IDManager.SetID(indexTenorIDRef, ob); } else if (item.Attributes.ToString() == "href") { indexTenorIDRef = item.Attributes["href"].Name; } else { indexTenor = new Period(item); } } } }
public InterestShortFall(XmlNode xmlNode) { XmlNodeList interestShortfallCapNodeList = xmlNode.SelectNodes("interestShortfallCap"); if (interestShortfallCapNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in interestShortfallCapNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { interestShortfallCapIDRef = item.Attributes["id"].Name; InterestShortfallCapEnum ob = InterestShortfallCapEnum(); IDManager.SetID(interestShortfallCapIDRef, ob); } else if (item.Attributes.ToString() == "href") { interestShortfallCapIDRef = item.Attributes["href"].Name; } else { interestShortfallCap = new InterestShortfallCapEnum(item); } } } XmlNodeList compoundingNodeList = xmlNode.SelectNodes("compounding"); if (compoundingNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in compoundingNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { compoundingIDRef = item.Attributes["id"].Name; XsdTypeBoolean ob = XsdTypeBoolean(); IDManager.SetID(compoundingIDRef, ob); } else if (item.Attributes.ToString() == "href") { compoundingIDRef = item.Attributes["href"].Name; } else { compounding = new XsdTypeBoolean(item); } } } XmlNodeList rateSourceNodeList = xmlNode.SelectNodes("rateSource"); if (rateSourceNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in rateSourceNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { rateSourceIDRef = item.Attributes["id"].Name; FloatingRateIndex ob = FloatingRateIndex(); IDManager.SetID(rateSourceIDRef, ob); } else if (item.Attributes.ToString() == "href") { rateSourceIDRef = item.Attributes["href"].Name; } else { rateSource = new FloatingRateIndex(item); } } } }
public FloatingRate(XmlNode xmlNode) : base(xmlNode) { XmlNodeList floatingRateIndexNodeList = xmlNode.SelectNodes("floatingRateIndex"); if (floatingRateIndexNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in floatingRateIndexNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { floatingRateIndexIDRef = item.Attributes["id"].Name; FloatingRateIndex ob = FloatingRateIndex(); IDManager.SetID(floatingRateIndexIDRef, ob); } else if (item.Attributes.ToString() == "href") { floatingRateIndexIDRef = item.Attributes["href"].Name; } else { floatingRateIndex = new FloatingRateIndex(item); } } } XmlNodeList indexTenorNodeList = xmlNode.SelectNodes("indexTenor"); if (indexTenorNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in indexTenorNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { indexTenorIDRef = item.Attributes["id"].Name; Period ob = Period(); IDManager.SetID(indexTenorIDRef, ob); } else if (item.Attributes.ToString() == "href") { indexTenorIDRef = item.Attributes["href"].Name; } else { indexTenor = new Period(item); } } } XmlNodeList floatingRateMultiplierScheduleNodeList = xmlNode.SelectNodes("floatingRateMultiplierSchedule"); if (floatingRateMultiplierScheduleNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in floatingRateMultiplierScheduleNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { floatingRateMultiplierScheduleIDRef = item.Attributes["id"].Name; Schedule ob = Schedule(); IDManager.SetID(floatingRateMultiplierScheduleIDRef, ob); } else if (item.Attributes.ToString() == "href") { floatingRateMultiplierScheduleIDRef = item.Attributes["href"].Name; } else { floatingRateMultiplierSchedule = new Schedule(item); } } } XmlNodeList spreadScheduleNodeList = xmlNode.SelectNodes("spreadSchedule"); foreach (XmlNode item in spreadScheduleNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { spreadScheduleIDRef = item.Attributes["id"].Name; List<SpreadSchedule> ob = new List<SpreadSchedule>(); ob.Add(new SpreadSchedule(item)); IDManager.SetID(spreadScheduleIDRef, ob); } else if (item.Attributes.ToString() == "href") { spreadScheduleIDRef = item.Attributes["href"].Name; } else { spreadSchedule.Add(new SpreadSchedule(item)); } } } XmlNodeList rateTreatmentNodeList = xmlNode.SelectNodes("rateTreatment"); if (rateTreatmentNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in rateTreatmentNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { rateTreatmentIDRef = item.Attributes["id"].Name; RateTreatmentEnum ob = RateTreatmentEnum(); IDManager.SetID(rateTreatmentIDRef, ob); } else if (item.Attributes.ToString() == "href") { rateTreatmentIDRef = item.Attributes["href"].Name; } else { rateTreatment = new RateTreatmentEnum(item); } } } XmlNodeList capRateScheduleNodeList = xmlNode.SelectNodes("capRateSchedule"); foreach (XmlNode item in capRateScheduleNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { capRateScheduleIDRef = item.Attributes["id"].Name; List<StrikeSchedule> ob = new List<StrikeSchedule>(); ob.Add(new StrikeSchedule(item)); IDManager.SetID(capRateScheduleIDRef, ob); } else if (item.Attributes.ToString() == "href") { capRateScheduleIDRef = item.Attributes["href"].Name; } else { capRateSchedule.Add(new StrikeSchedule(item)); } } } XmlNodeList floorRateScheduleNodeList = xmlNode.SelectNodes("floorRateSchedule"); foreach (XmlNode item in floorRateScheduleNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { floorRateScheduleIDRef = item.Attributes["id"].Name; List<StrikeSchedule> ob = new List<StrikeSchedule>(); ob.Add(new StrikeSchedule(item)); IDManager.SetID(floorRateScheduleIDRef, ob); } else if (item.Attributes.ToString() == "href") { floorRateScheduleIDRef = item.Attributes["href"].Name; } else { floorRateSchedule.Add(new StrikeSchedule(item)); } } } }
public RateIndex(XmlNode xmlNode) : base(xmlNode) { XmlNode floatingRateIndexNode = xmlNode.SelectSingleNode("floatingRateIndex"); if (floatingRateIndexNode != null) { if (floatingRateIndexNode.Attributes["href"] != null || floatingRateIndexNode.Attributes["id"] != null) { if (floatingRateIndexNode.Attributes["id"] != null) { floatingRateIndexIDRef_ = floatingRateIndexNode.Attributes["id"].Value; FloatingRateIndex ob = new FloatingRateIndex(floatingRateIndexNode); IDManager.SetID(floatingRateIndexIDRef_, ob); } else if (floatingRateIndexNode.Attributes["href"] != null) { floatingRateIndexIDRef_ = floatingRateIndexNode.Attributes["href"].Value; } else { floatingRateIndex_ = new FloatingRateIndex(floatingRateIndexNode); } } else { floatingRateIndex_ = new FloatingRateIndex(floatingRateIndexNode); } } XmlNode termNode = xmlNode.SelectSingleNode("term"); if (termNode != null) { if (termNode.Attributes["href"] != null || termNode.Attributes["id"] != null) { if (termNode.Attributes["id"] != null) { termIDRef_ = termNode.Attributes["id"].Value; Period ob = new Period(termNode); IDManager.SetID(termIDRef_, ob); } else if (termNode.Attributes["href"] != null) { termIDRef_ = termNode.Attributes["href"].Value; } else { term_ = new Period(termNode); } } else { term_ = new Period(termNode); } } XmlNode paymentFrequencyNode = xmlNode.SelectSingleNode("paymentFrequency"); if (paymentFrequencyNode != null) { if (paymentFrequencyNode.Attributes["href"] != null || paymentFrequencyNode.Attributes["id"] != null) { if (paymentFrequencyNode.Attributes["id"] != null) { paymentFrequencyIDRef_ = paymentFrequencyNode.Attributes["id"].Value; Period ob = new Period(paymentFrequencyNode); IDManager.SetID(paymentFrequencyIDRef_, ob); } else if (paymentFrequencyNode.Attributes["href"] != null) { paymentFrequencyIDRef_ = paymentFrequencyNode.Attributes["href"].Value; } else { paymentFrequency_ = new Period(paymentFrequencyNode); } } else { paymentFrequency_ = new Period(paymentFrequencyNode); } } XmlNode dayCountFractionNode = xmlNode.SelectSingleNode("dayCountFraction"); if (dayCountFractionNode != null) { if (dayCountFractionNode.Attributes["href"] != null || dayCountFractionNode.Attributes["id"] != null) { if (dayCountFractionNode.Attributes["id"] != null) { dayCountFractionIDRef_ = dayCountFractionNode.Attributes["id"].Value; DayCountFraction ob = new DayCountFraction(dayCountFractionNode); IDManager.SetID(dayCountFractionIDRef_, ob); } else if (dayCountFractionNode.Attributes["href"] != null) { dayCountFractionIDRef_ = dayCountFractionNode.Attributes["href"].Value; } else { dayCountFraction_ = new DayCountFraction(dayCountFractionNode); } } else { dayCountFraction_ = new DayCountFraction(dayCountFractionNode); } } }
public RateIndex(XmlNode xmlNode) : base(xmlNode) { XmlNodeList floatingRateIndexNodeList = xmlNode.SelectNodes("floatingRateIndex"); if (floatingRateIndexNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in floatingRateIndexNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { floatingRateIndexIDRef = item.Attributes["id"].Name; FloatingRateIndex ob = FloatingRateIndex(); IDManager.SetID(floatingRateIndexIDRef, ob); } else if (item.Attributes.ToString() == "href") { floatingRateIndexIDRef = item.Attributes["href"].Name; } else { floatingRateIndex = new FloatingRateIndex(item); } } } XmlNodeList termNodeList = xmlNode.SelectNodes("term"); if (termNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in termNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { termIDRef = item.Attributes["id"].Name; Period ob = Period(); IDManager.SetID(termIDRef, ob); } else if (item.Attributes.ToString() == "href") { termIDRef = item.Attributes["href"].Name; } else { term = new Period(item); } } } XmlNodeList paymentFrequencyNodeList = xmlNode.SelectNodes("paymentFrequency"); if (paymentFrequencyNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in paymentFrequencyNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { paymentFrequencyIDRef = item.Attributes["id"].Name; Period ob = Period(); IDManager.SetID(paymentFrequencyIDRef, ob); } else if (item.Attributes.ToString() == "href") { paymentFrequencyIDRef = item.Attributes["href"].Name; } else { paymentFrequency = new Period(item); } } } XmlNodeList dayCountFractionNodeList = xmlNode.SelectNodes("dayCountFraction"); if (dayCountFractionNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in dayCountFractionNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { dayCountFractionIDRef = item.Attributes["id"].Name; DayCountFraction ob = DayCountFraction(); IDManager.SetID(dayCountFractionIDRef, ob); } else if (item.Attributes.ToString() == "href") { dayCountFractionIDRef = item.Attributes["href"].Name; } else { dayCountFraction = new DayCountFraction(item); } } } }
public SwapCurveValuation(XmlNode xmlNode) { XmlNodeList floatingRateIndexNodeList = xmlNode.SelectNodes("floatingRateIndex"); if (floatingRateIndexNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in floatingRateIndexNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { floatingRateIndexIDRef = item.Attributes["id"].Name; FloatingRateIndex ob = FloatingRateIndex(); IDManager.SetID(floatingRateIndexIDRef, ob); } else if (item.Attributes.ToString() == "href") { floatingRateIndexIDRef = item.Attributes["href"].Name; } else { floatingRateIndex = new FloatingRateIndex(item); } } } XmlNodeList indexTenorNodeList = xmlNode.SelectNodes("indexTenor"); if (indexTenorNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in indexTenorNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { indexTenorIDRef = item.Attributes["id"].Name; Period ob = Period(); IDManager.SetID(indexTenorIDRef, ob); } else if (item.Attributes.ToString() == "href") { indexTenorIDRef = item.Attributes["href"].Name; } else { indexTenor = new Period(item); } } } XmlNodeList spreadNodeList = xmlNode.SelectNodes("spread"); if (spreadNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in spreadNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { spreadIDRef = item.Attributes["id"].Name; XsdTypeDecimal ob = XsdTypeDecimal(); IDManager.SetID(spreadIDRef, ob); } else if (item.Attributes.ToString() == "href") { spreadIDRef = item.Attributes["href"].Name; } else { spread = new XsdTypeDecimal(item); } } } XmlNodeList sideNodeList = xmlNode.SelectNodes("side"); if (sideNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in sideNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { sideIDRef = item.Attributes["id"].Name; QuotationSideEnum ob = QuotationSideEnum(); IDManager.SetID(sideIDRef, ob); } else if (item.Attributes.ToString() == "href") { sideIDRef = item.Attributes["href"].Name; } else { side = new QuotationSideEnum(item); } } } }
public FloatingRate(XmlNode xmlNode) : base(xmlNode) { XmlNode floatingRateIndexNode = xmlNode.SelectSingleNode("floatingRateIndex"); if (floatingRateIndexNode != null) { if (floatingRateIndexNode.Attributes["href"] != null || floatingRateIndexNode.Attributes["id"] != null) { if (floatingRateIndexNode.Attributes["id"] != null) { floatingRateIndexIDRef_ = floatingRateIndexNode.Attributes["id"].Value; FloatingRateIndex ob = new FloatingRateIndex(floatingRateIndexNode); IDManager.SetID(floatingRateIndexIDRef_, ob); } else if (floatingRateIndexNode.Attributes["href"] != null) { floatingRateIndexIDRef_ = floatingRateIndexNode.Attributes["href"].Value; } else { floatingRateIndex_ = new FloatingRateIndex(floatingRateIndexNode); } } else { floatingRateIndex_ = new FloatingRateIndex(floatingRateIndexNode); } } XmlNode indexTenorNode = xmlNode.SelectSingleNode("indexTenor"); if (indexTenorNode != null) { if (indexTenorNode.Attributes["href"] != null || indexTenorNode.Attributes["id"] != null) { if (indexTenorNode.Attributes["id"] != null) { indexTenorIDRef_ = indexTenorNode.Attributes["id"].Value; Period ob = new Period(indexTenorNode); IDManager.SetID(indexTenorIDRef_, ob); } else if (indexTenorNode.Attributes["href"] != null) { indexTenorIDRef_ = indexTenorNode.Attributes["href"].Value; } else { indexTenor_ = new Period(indexTenorNode); } } else { indexTenor_ = new Period(indexTenorNode); } } XmlNode floatingRateMultiplierScheduleNode = xmlNode.SelectSingleNode("floatingRateMultiplierSchedule"); if (floatingRateMultiplierScheduleNode != null) { if (floatingRateMultiplierScheduleNode.Attributes["href"] != null || floatingRateMultiplierScheduleNode.Attributes["id"] != null) { if (floatingRateMultiplierScheduleNode.Attributes["id"] != null) { floatingRateMultiplierScheduleIDRef_ = floatingRateMultiplierScheduleNode.Attributes["id"].Value; Schedule ob = new Schedule(floatingRateMultiplierScheduleNode); IDManager.SetID(floatingRateMultiplierScheduleIDRef_, ob); } else if (floatingRateMultiplierScheduleNode.Attributes["href"] != null) { floatingRateMultiplierScheduleIDRef_ = floatingRateMultiplierScheduleNode.Attributes["href"].Value; } else { floatingRateMultiplierSchedule_ = new Schedule(floatingRateMultiplierScheduleNode); } } else { floatingRateMultiplierSchedule_ = new Schedule(floatingRateMultiplierScheduleNode); } } XmlNodeList spreadScheduleNodeList = xmlNode.SelectNodes("spreadSchedule"); if (spreadScheduleNodeList != null) { this.spreadSchedule_ = new List<SpreadSchedule>(); foreach (XmlNode item in spreadScheduleNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] != null) { if (item.Attributes["id"] != null) { spreadScheduleIDRef_ = item.Attributes["id"].Value; spreadSchedule_.Add(new SpreadSchedule(item)); IDManager.SetID(spreadScheduleIDRef_, spreadSchedule_[spreadSchedule_.Count - 1 ]); } else if (item.Attributes["href"] != null) { spreadScheduleIDRef_ = item.Attributes["href"].Value; } else { spreadSchedule_.Add(new SpreadSchedule(item)); } } else { spreadSchedule_.Add(new SpreadSchedule(item)); } } } XmlNode rateTreatmentNode = xmlNode.SelectSingleNode("rateTreatment"); if (rateTreatmentNode != null) { if (rateTreatmentNode.Attributes["href"] != null || rateTreatmentNode.Attributes["id"] != null) { if (rateTreatmentNode.Attributes["id"] != null) { rateTreatmentIDRef_ = rateTreatmentNode.Attributes["id"].Value; RateTreatmentEnum ob = new RateTreatmentEnum(rateTreatmentNode); IDManager.SetID(rateTreatmentIDRef_, ob); } else if (rateTreatmentNode.Attributes["href"] != null) { rateTreatmentIDRef_ = rateTreatmentNode.Attributes["href"].Value; } else { rateTreatment_ = new RateTreatmentEnum(rateTreatmentNode); } } else { rateTreatment_ = new RateTreatmentEnum(rateTreatmentNode); } } XmlNodeList capRateScheduleNodeList = xmlNode.SelectNodes("capRateSchedule"); if (capRateScheduleNodeList != null) { this.capRateSchedule_ = new List<StrikeSchedule>(); foreach (XmlNode item in capRateScheduleNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] != null) { if (item.Attributes["id"] != null) { capRateScheduleIDRef_ = item.Attributes["id"].Value; capRateSchedule_.Add(new StrikeSchedule(item)); IDManager.SetID(capRateScheduleIDRef_, capRateSchedule_[capRateSchedule_.Count - 1 ]); } else if (item.Attributes["href"] != null) { capRateScheduleIDRef_ = item.Attributes["href"].Value; } else { capRateSchedule_.Add(new StrikeSchedule(item)); } } else { capRateSchedule_.Add(new StrikeSchedule(item)); } } } XmlNodeList floorRateScheduleNodeList = xmlNode.SelectNodes("floorRateSchedule"); if (floorRateScheduleNodeList != null) { this.floorRateSchedule_ = new List<StrikeSchedule>(); foreach (XmlNode item in floorRateScheduleNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] != null) { if (item.Attributes["id"] != null) { floorRateScheduleIDRef_ = item.Attributes["id"].Value; floorRateSchedule_.Add(new StrikeSchedule(item)); IDManager.SetID(floorRateScheduleIDRef_, floorRateSchedule_[floorRateSchedule_.Count - 1 ]); } else if (item.Attributes["href"] != null) { floorRateScheduleIDRef_ = item.Attributes["href"].Value; } else { floorRateSchedule_.Add(new StrikeSchedule(item)); } } else { floorRateSchedule_.Add(new StrikeSchedule(item)); } } } }
public FloatingRate(XmlNode xmlNode) : base(xmlNode) { XmlNodeList floatingRateIndexNodeList = xmlNode.SelectNodes("floatingRateIndex"); if (floatingRateIndexNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in floatingRateIndexNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { floatingRateIndexIDRef = item.Attributes["id"].Name; FloatingRateIndex ob = FloatingRateIndex(); IDManager.SetID(floatingRateIndexIDRef, ob); } else if (item.Attributes.ToString() == "href") { floatingRateIndexIDRef = item.Attributes["href"].Name; } else { floatingRateIndex = new FloatingRateIndex(item); } } } XmlNodeList indexTenorNodeList = xmlNode.SelectNodes("indexTenor"); if (indexTenorNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in indexTenorNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { indexTenorIDRef = item.Attributes["id"].Name; Period ob = Period(); IDManager.SetID(indexTenorIDRef, ob); } else if (item.Attributes.ToString() == "href") { indexTenorIDRef = item.Attributes["href"].Name; } else { indexTenor = new Period(item); } } } XmlNodeList floatingRateMultiplierScheduleNodeList = xmlNode.SelectNodes("floatingRateMultiplierSchedule"); if (floatingRateMultiplierScheduleNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in floatingRateMultiplierScheduleNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { floatingRateMultiplierScheduleIDRef = item.Attributes["id"].Name; Schedule ob = Schedule(); IDManager.SetID(floatingRateMultiplierScheduleIDRef, ob); } else if (item.Attributes.ToString() == "href") { floatingRateMultiplierScheduleIDRef = item.Attributes["href"].Name; } else { floatingRateMultiplierSchedule = new Schedule(item); } } } XmlNodeList spreadScheduleNodeList = xmlNode.SelectNodes("spreadSchedule"); foreach (XmlNode item in spreadScheduleNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { spreadScheduleIDRef = item.Attributes["id"].Name; List <SpreadSchedule> ob = new List <SpreadSchedule>(); ob.Add(new SpreadSchedule(item)); IDManager.SetID(spreadScheduleIDRef, ob); } else if (item.Attributes.ToString() == "href") { spreadScheduleIDRef = item.Attributes["href"].Name; } else { spreadSchedule.Add(new SpreadSchedule(item)); } } } XmlNodeList rateTreatmentNodeList = xmlNode.SelectNodes("rateTreatment"); if (rateTreatmentNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in rateTreatmentNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { rateTreatmentIDRef = item.Attributes["id"].Name; RateTreatmentEnum ob = RateTreatmentEnum(); IDManager.SetID(rateTreatmentIDRef, ob); } else if (item.Attributes.ToString() == "href") { rateTreatmentIDRef = item.Attributes["href"].Name; } else { rateTreatment = new RateTreatmentEnum(item); } } } XmlNodeList capRateScheduleNodeList = xmlNode.SelectNodes("capRateSchedule"); foreach (XmlNode item in capRateScheduleNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { capRateScheduleIDRef = item.Attributes["id"].Name; List <StrikeSchedule> ob = new List <StrikeSchedule>(); ob.Add(new StrikeSchedule(item)); IDManager.SetID(capRateScheduleIDRef, ob); } else if (item.Attributes.ToString() == "href") { capRateScheduleIDRef = item.Attributes["href"].Name; } else { capRateSchedule.Add(new StrikeSchedule(item)); } } } XmlNodeList floorRateScheduleNodeList = xmlNode.SelectNodes("floorRateSchedule"); foreach (XmlNode item in floorRateScheduleNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { floorRateScheduleIDRef = item.Attributes["id"].Name; List <StrikeSchedule> ob = new List <StrikeSchedule>(); ob.Add(new StrikeSchedule(item)); IDManager.SetID(floorRateScheduleIDRef, ob); } else if (item.Attributes.ToString() == "href") { floorRateScheduleIDRef = item.Attributes["href"].Name; } else { floorRateSchedule.Add(new StrikeSchedule(item)); } } } }
public Fra(XmlNode xmlNode) : base(xmlNode) { XmlNode buyerPartyReferenceNode = xmlNode.SelectSingleNode("buyerPartyReference"); if (buyerPartyReferenceNode != null) { if (buyerPartyReferenceNode.Attributes["href"] != null || buyerPartyReferenceNode.Attributes["id"] != null) { if (buyerPartyReferenceNode.Attributes["id"] != null) { buyerPartyReferenceIDRef_ = buyerPartyReferenceNode.Attributes["id"].Value; PartyReference ob = new PartyReference(buyerPartyReferenceNode); IDManager.SetID(buyerPartyReferenceIDRef_, ob); } else if (buyerPartyReferenceNode.Attributes["href"] != null) { buyerPartyReferenceIDRef_ = buyerPartyReferenceNode.Attributes["href"].Value; } else { buyerPartyReference_ = new PartyReference(buyerPartyReferenceNode); } } else { buyerPartyReference_ = new PartyReference(buyerPartyReferenceNode); } } XmlNode buyerAccountReferenceNode = xmlNode.SelectSingleNode("buyerAccountReference"); if (buyerAccountReferenceNode != null) { if (buyerAccountReferenceNode.Attributes["href"] != null || buyerAccountReferenceNode.Attributes["id"] != null) { if (buyerAccountReferenceNode.Attributes["id"] != null) { buyerAccountReferenceIDRef_ = buyerAccountReferenceNode.Attributes["id"].Value; AccountReference ob = new AccountReference(buyerAccountReferenceNode); IDManager.SetID(buyerAccountReferenceIDRef_, ob); } else if (buyerAccountReferenceNode.Attributes["href"] != null) { buyerAccountReferenceIDRef_ = buyerAccountReferenceNode.Attributes["href"].Value; } else { buyerAccountReference_ = new AccountReference(buyerAccountReferenceNode); } } else { buyerAccountReference_ = new AccountReference(buyerAccountReferenceNode); } } XmlNode sellerPartyReferenceNode = xmlNode.SelectSingleNode("sellerPartyReference"); if (sellerPartyReferenceNode != null) { if (sellerPartyReferenceNode.Attributes["href"] != null || sellerPartyReferenceNode.Attributes["id"] != null) { if (sellerPartyReferenceNode.Attributes["id"] != null) { sellerPartyReferenceIDRef_ = sellerPartyReferenceNode.Attributes["id"].Value; PartyReference ob = new PartyReference(sellerPartyReferenceNode); IDManager.SetID(sellerPartyReferenceIDRef_, ob); } else if (sellerPartyReferenceNode.Attributes["href"] != null) { sellerPartyReferenceIDRef_ = sellerPartyReferenceNode.Attributes["href"].Value; } else { sellerPartyReference_ = new PartyReference(sellerPartyReferenceNode); } } else { sellerPartyReference_ = new PartyReference(sellerPartyReferenceNode); } } XmlNode sellerAccountReferenceNode = xmlNode.SelectSingleNode("sellerAccountReference"); if (sellerAccountReferenceNode != null) { if (sellerAccountReferenceNode.Attributes["href"] != null || sellerAccountReferenceNode.Attributes["id"] != null) { if (sellerAccountReferenceNode.Attributes["id"] != null) { sellerAccountReferenceIDRef_ = sellerAccountReferenceNode.Attributes["id"].Value; AccountReference ob = new AccountReference(sellerAccountReferenceNode); IDManager.SetID(sellerAccountReferenceIDRef_, ob); } else if (sellerAccountReferenceNode.Attributes["href"] != null) { sellerAccountReferenceIDRef_ = sellerAccountReferenceNode.Attributes["href"].Value; } else { sellerAccountReference_ = new AccountReference(sellerAccountReferenceNode); } } else { sellerAccountReference_ = new AccountReference(sellerAccountReferenceNode); } } XmlNode adjustedEffectiveDateNode = xmlNode.SelectSingleNode("adjustedEffectiveDate"); if (adjustedEffectiveDateNode != null) { if (adjustedEffectiveDateNode.Attributes["href"] != null || adjustedEffectiveDateNode.Attributes["id"] != null) { if (adjustedEffectiveDateNode.Attributes["id"] != null) { adjustedEffectiveDateIDRef_ = adjustedEffectiveDateNode.Attributes["id"].Value; RequiredIdentifierDate ob = new RequiredIdentifierDate(adjustedEffectiveDateNode); IDManager.SetID(adjustedEffectiveDateIDRef_, ob); } else if (adjustedEffectiveDateNode.Attributes["href"] != null) { adjustedEffectiveDateIDRef_ = adjustedEffectiveDateNode.Attributes["href"].Value; } else { adjustedEffectiveDate_ = new RequiredIdentifierDate(adjustedEffectiveDateNode); } } else { adjustedEffectiveDate_ = new RequiredIdentifierDate(adjustedEffectiveDateNode); } } XmlNode adjustedTerminationDateNode = xmlNode.SelectSingleNode("adjustedTerminationDate"); if (adjustedTerminationDateNode != null) { if (adjustedTerminationDateNode.Attributes["href"] != null || adjustedTerminationDateNode.Attributes["id"] != null) { if (adjustedTerminationDateNode.Attributes["id"] != null) { adjustedTerminationDateIDRef_ = adjustedTerminationDateNode.Attributes["id"].Value; XsdTypeDate ob = new XsdTypeDate(adjustedTerminationDateNode); IDManager.SetID(adjustedTerminationDateIDRef_, ob); } else if (adjustedTerminationDateNode.Attributes["href"] != null) { adjustedTerminationDateIDRef_ = adjustedTerminationDateNode.Attributes["href"].Value; } else { adjustedTerminationDate_ = new XsdTypeDate(adjustedTerminationDateNode); } } else { adjustedTerminationDate_ = new XsdTypeDate(adjustedTerminationDateNode); } } XmlNode paymentDateNode = xmlNode.SelectSingleNode("paymentDate"); if (paymentDateNode != null) { if (paymentDateNode.Attributes["href"] != null || paymentDateNode.Attributes["id"] != null) { if (paymentDateNode.Attributes["id"] != null) { paymentDateIDRef_ = paymentDateNode.Attributes["id"].Value; AdjustableDate ob = new AdjustableDate(paymentDateNode); IDManager.SetID(paymentDateIDRef_, ob); } else if (paymentDateNode.Attributes["href"] != null) { paymentDateIDRef_ = paymentDateNode.Attributes["href"].Value; } else { paymentDate_ = new AdjustableDate(paymentDateNode); } } else { paymentDate_ = new AdjustableDate(paymentDateNode); } } XmlNode fixingDateOffsetNode = xmlNode.SelectSingleNode("fixingDateOffset"); if (fixingDateOffsetNode != null) { if (fixingDateOffsetNode.Attributes["href"] != null || fixingDateOffsetNode.Attributes["id"] != null) { if (fixingDateOffsetNode.Attributes["id"] != null) { fixingDateOffsetIDRef_ = fixingDateOffsetNode.Attributes["id"].Value; RelativeDateOffset ob = new RelativeDateOffset(fixingDateOffsetNode); IDManager.SetID(fixingDateOffsetIDRef_, ob); } else if (fixingDateOffsetNode.Attributes["href"] != null) { fixingDateOffsetIDRef_ = fixingDateOffsetNode.Attributes["href"].Value; } else { fixingDateOffset_ = new RelativeDateOffset(fixingDateOffsetNode); } } else { fixingDateOffset_ = new RelativeDateOffset(fixingDateOffsetNode); } } XmlNode dayCountFractionNode = xmlNode.SelectSingleNode("dayCountFraction"); if (dayCountFractionNode != null) { if (dayCountFractionNode.Attributes["href"] != null || dayCountFractionNode.Attributes["id"] != null) { if (dayCountFractionNode.Attributes["id"] != null) { dayCountFractionIDRef_ = dayCountFractionNode.Attributes["id"].Value; DayCountFraction ob = new DayCountFraction(dayCountFractionNode); IDManager.SetID(dayCountFractionIDRef_, ob); } else if (dayCountFractionNode.Attributes["href"] != null) { dayCountFractionIDRef_ = dayCountFractionNode.Attributes["href"].Value; } else { dayCountFraction_ = new DayCountFraction(dayCountFractionNode); } } else { dayCountFraction_ = new DayCountFraction(dayCountFractionNode); } } XmlNode calculationPeriodNumberOfDaysNode = xmlNode.SelectSingleNode("calculationPeriodNumberOfDays"); if (calculationPeriodNumberOfDaysNode != null) { if (calculationPeriodNumberOfDaysNode.Attributes["href"] != null || calculationPeriodNumberOfDaysNode.Attributes["id"] != null) { if (calculationPeriodNumberOfDaysNode.Attributes["id"] != null) { calculationPeriodNumberOfDaysIDRef_ = calculationPeriodNumberOfDaysNode.Attributes["id"].Value; XsdTypePositiveInteger ob = new XsdTypePositiveInteger(calculationPeriodNumberOfDaysNode); IDManager.SetID(calculationPeriodNumberOfDaysIDRef_, ob); } else if (calculationPeriodNumberOfDaysNode.Attributes["href"] != null) { calculationPeriodNumberOfDaysIDRef_ = calculationPeriodNumberOfDaysNode.Attributes["href"].Value; } else { calculationPeriodNumberOfDays_ = new XsdTypePositiveInteger(calculationPeriodNumberOfDaysNode); } } else { calculationPeriodNumberOfDays_ = new XsdTypePositiveInteger(calculationPeriodNumberOfDaysNode); } } XmlNode notionalNode = xmlNode.SelectSingleNode("notional"); if (notionalNode != null) { if (notionalNode.Attributes["href"] != null || notionalNode.Attributes["id"] != null) { if (notionalNode.Attributes["id"] != null) { notionalIDRef_ = notionalNode.Attributes["id"].Value; Money ob = new Money(notionalNode); IDManager.SetID(notionalIDRef_, ob); } else if (notionalNode.Attributes["href"] != null) { notionalIDRef_ = notionalNode.Attributes["href"].Value; } else { notional_ = new Money(notionalNode); } } else { notional_ = new Money(notionalNode); } } XmlNode fixedRateNode = xmlNode.SelectSingleNode("fixedRate"); if (fixedRateNode != null) { if (fixedRateNode.Attributes["href"] != null || fixedRateNode.Attributes["id"] != null) { if (fixedRateNode.Attributes["id"] != null) { fixedRateIDRef_ = fixedRateNode.Attributes["id"].Value; XsdTypeDecimal ob = new XsdTypeDecimal(fixedRateNode); IDManager.SetID(fixedRateIDRef_, ob); } else if (fixedRateNode.Attributes["href"] != null) { fixedRateIDRef_ = fixedRateNode.Attributes["href"].Value; } else { fixedRate_ = new XsdTypeDecimal(fixedRateNode); } } else { fixedRate_ = new XsdTypeDecimal(fixedRateNode); } } XmlNode floatingRateIndexNode = xmlNode.SelectSingleNode("floatingRateIndex"); if (floatingRateIndexNode != null) { if (floatingRateIndexNode.Attributes["href"] != null || floatingRateIndexNode.Attributes["id"] != null) { if (floatingRateIndexNode.Attributes["id"] != null) { floatingRateIndexIDRef_ = floatingRateIndexNode.Attributes["id"].Value; FloatingRateIndex ob = new FloatingRateIndex(floatingRateIndexNode); IDManager.SetID(floatingRateIndexIDRef_, ob); } else if (floatingRateIndexNode.Attributes["href"] != null) { floatingRateIndexIDRef_ = floatingRateIndexNode.Attributes["href"].Value; } else { floatingRateIndex_ = new FloatingRateIndex(floatingRateIndexNode); } } else { floatingRateIndex_ = new FloatingRateIndex(floatingRateIndexNode); } } XmlNodeList indexTenorNodeList = xmlNode.SelectNodes("indexTenor"); if (indexTenorNodeList != null) { this.indexTenor_ = new List<Period>(); foreach (XmlNode item in indexTenorNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] != null) { if (item.Attributes["id"] != null) { indexTenorIDRef_ = item.Attributes["id"].Value; indexTenor_.Add(new Period(item)); IDManager.SetID(indexTenorIDRef_, indexTenor_[indexTenor_.Count - 1 ]); } else if (item.Attributes["href"] != null) { indexTenorIDRef_ = item.Attributes["href"].Value; } else { indexTenor_.Add(new Period(item)); } } else { indexTenor_.Add(new Period(item)); } } } XmlNode fraDiscountingNode = xmlNode.SelectSingleNode("fraDiscounting"); if (fraDiscountingNode != null) { if (fraDiscountingNode.Attributes["href"] != null || fraDiscountingNode.Attributes["id"] != null) { if (fraDiscountingNode.Attributes["id"] != null) { fraDiscountingIDRef_ = fraDiscountingNode.Attributes["id"].Value; FraDiscountingEnum ob = new FraDiscountingEnum(fraDiscountingNode); IDManager.SetID(fraDiscountingIDRef_, ob); } else if (fraDiscountingNode.Attributes["href"] != null) { fraDiscountingIDRef_ = fraDiscountingNode.Attributes["href"].Value; } else { fraDiscounting_ = new FraDiscountingEnum(fraDiscountingNode); } } else { fraDiscounting_ = new FraDiscountingEnum(fraDiscountingNode); } } }
public Fra(XmlNode xmlNode) : base(xmlNode) { XmlNode buyerPartyReferenceNode = xmlNode.SelectSingleNode("buyerPartyReference"); if (buyerPartyReferenceNode != null) { if (buyerPartyReferenceNode.Attributes["href"] != null || buyerPartyReferenceNode.Attributes["id"] != null) { if (buyerPartyReferenceNode.Attributes["id"] != null) { buyerPartyReferenceIDRef_ = buyerPartyReferenceNode.Attributes["id"].Value; PartyReference ob = new PartyReference(buyerPartyReferenceNode); IDManager.SetID(buyerPartyReferenceIDRef_, ob); } else if (buyerPartyReferenceNode.Attributes["href"] != null) { buyerPartyReferenceIDRef_ = buyerPartyReferenceNode.Attributes["href"].Value; } else { buyerPartyReference_ = new PartyReference(buyerPartyReferenceNode); } } else { buyerPartyReference_ = new PartyReference(buyerPartyReferenceNode); } } XmlNode buyerAccountReferenceNode = xmlNode.SelectSingleNode("buyerAccountReference"); if (buyerAccountReferenceNode != null) { if (buyerAccountReferenceNode.Attributes["href"] != null || buyerAccountReferenceNode.Attributes["id"] != null) { if (buyerAccountReferenceNode.Attributes["id"] != null) { buyerAccountReferenceIDRef_ = buyerAccountReferenceNode.Attributes["id"].Value; AccountReference ob = new AccountReference(buyerAccountReferenceNode); IDManager.SetID(buyerAccountReferenceIDRef_, ob); } else if (buyerAccountReferenceNode.Attributes["href"] != null) { buyerAccountReferenceIDRef_ = buyerAccountReferenceNode.Attributes["href"].Value; } else { buyerAccountReference_ = new AccountReference(buyerAccountReferenceNode); } } else { buyerAccountReference_ = new AccountReference(buyerAccountReferenceNode); } } XmlNode sellerPartyReferenceNode = xmlNode.SelectSingleNode("sellerPartyReference"); if (sellerPartyReferenceNode != null) { if (sellerPartyReferenceNode.Attributes["href"] != null || sellerPartyReferenceNode.Attributes["id"] != null) { if (sellerPartyReferenceNode.Attributes["id"] != null) { sellerPartyReferenceIDRef_ = sellerPartyReferenceNode.Attributes["id"].Value; PartyReference ob = new PartyReference(sellerPartyReferenceNode); IDManager.SetID(sellerPartyReferenceIDRef_, ob); } else if (sellerPartyReferenceNode.Attributes["href"] != null) { sellerPartyReferenceIDRef_ = sellerPartyReferenceNode.Attributes["href"].Value; } else { sellerPartyReference_ = new PartyReference(sellerPartyReferenceNode); } } else { sellerPartyReference_ = new PartyReference(sellerPartyReferenceNode); } } XmlNode sellerAccountReferenceNode = xmlNode.SelectSingleNode("sellerAccountReference"); if (sellerAccountReferenceNode != null) { if (sellerAccountReferenceNode.Attributes["href"] != null || sellerAccountReferenceNode.Attributes["id"] != null) { if (sellerAccountReferenceNode.Attributes["id"] != null) { sellerAccountReferenceIDRef_ = sellerAccountReferenceNode.Attributes["id"].Value; AccountReference ob = new AccountReference(sellerAccountReferenceNode); IDManager.SetID(sellerAccountReferenceIDRef_, ob); } else if (sellerAccountReferenceNode.Attributes["href"] != null) { sellerAccountReferenceIDRef_ = sellerAccountReferenceNode.Attributes["href"].Value; } else { sellerAccountReference_ = new AccountReference(sellerAccountReferenceNode); } } else { sellerAccountReference_ = new AccountReference(sellerAccountReferenceNode); } } XmlNode adjustedEffectiveDateNode = xmlNode.SelectSingleNode("adjustedEffectiveDate"); if (adjustedEffectiveDateNode != null) { if (adjustedEffectiveDateNode.Attributes["href"] != null || adjustedEffectiveDateNode.Attributes["id"] != null) { if (adjustedEffectiveDateNode.Attributes["id"] != null) { adjustedEffectiveDateIDRef_ = adjustedEffectiveDateNode.Attributes["id"].Value; RequiredIdentifierDate ob = new RequiredIdentifierDate(adjustedEffectiveDateNode); IDManager.SetID(adjustedEffectiveDateIDRef_, ob); } else if (adjustedEffectiveDateNode.Attributes["href"] != null) { adjustedEffectiveDateIDRef_ = adjustedEffectiveDateNode.Attributes["href"].Value; } else { adjustedEffectiveDate_ = new RequiredIdentifierDate(adjustedEffectiveDateNode); } } else { adjustedEffectiveDate_ = new RequiredIdentifierDate(adjustedEffectiveDateNode); } } XmlNode adjustedTerminationDateNode = xmlNode.SelectSingleNode("adjustedTerminationDate"); if (adjustedTerminationDateNode != null) { if (adjustedTerminationDateNode.Attributes["href"] != null || adjustedTerminationDateNode.Attributes["id"] != null) { if (adjustedTerminationDateNode.Attributes["id"] != null) { adjustedTerminationDateIDRef_ = adjustedTerminationDateNode.Attributes["id"].Value; XsdTypeDate ob = new XsdTypeDate(adjustedTerminationDateNode); IDManager.SetID(adjustedTerminationDateIDRef_, ob); } else if (adjustedTerminationDateNode.Attributes["href"] != null) { adjustedTerminationDateIDRef_ = adjustedTerminationDateNode.Attributes["href"].Value; } else { adjustedTerminationDate_ = new XsdTypeDate(adjustedTerminationDateNode); } } else { adjustedTerminationDate_ = new XsdTypeDate(adjustedTerminationDateNode); } } XmlNode paymentDateNode = xmlNode.SelectSingleNode("paymentDate"); if (paymentDateNode != null) { if (paymentDateNode.Attributes["href"] != null || paymentDateNode.Attributes["id"] != null) { if (paymentDateNode.Attributes["id"] != null) { paymentDateIDRef_ = paymentDateNode.Attributes["id"].Value; AdjustableDate ob = new AdjustableDate(paymentDateNode); IDManager.SetID(paymentDateIDRef_, ob); } else if (paymentDateNode.Attributes["href"] != null) { paymentDateIDRef_ = paymentDateNode.Attributes["href"].Value; } else { paymentDate_ = new AdjustableDate(paymentDateNode); } } else { paymentDate_ = new AdjustableDate(paymentDateNode); } } XmlNode fixingDateOffsetNode = xmlNode.SelectSingleNode("fixingDateOffset"); if (fixingDateOffsetNode != null) { if (fixingDateOffsetNode.Attributes["href"] != null || fixingDateOffsetNode.Attributes["id"] != null) { if (fixingDateOffsetNode.Attributes["id"] != null) { fixingDateOffsetIDRef_ = fixingDateOffsetNode.Attributes["id"].Value; RelativeDateOffset ob = new RelativeDateOffset(fixingDateOffsetNode); IDManager.SetID(fixingDateOffsetIDRef_, ob); } else if (fixingDateOffsetNode.Attributes["href"] != null) { fixingDateOffsetIDRef_ = fixingDateOffsetNode.Attributes["href"].Value; } else { fixingDateOffset_ = new RelativeDateOffset(fixingDateOffsetNode); } } else { fixingDateOffset_ = new RelativeDateOffset(fixingDateOffsetNode); } } XmlNode dayCountFractionNode = xmlNode.SelectSingleNode("dayCountFraction"); if (dayCountFractionNode != null) { if (dayCountFractionNode.Attributes["href"] != null || dayCountFractionNode.Attributes["id"] != null) { if (dayCountFractionNode.Attributes["id"] != null) { dayCountFractionIDRef_ = dayCountFractionNode.Attributes["id"].Value; DayCountFraction ob = new DayCountFraction(dayCountFractionNode); IDManager.SetID(dayCountFractionIDRef_, ob); } else if (dayCountFractionNode.Attributes["href"] != null) { dayCountFractionIDRef_ = dayCountFractionNode.Attributes["href"].Value; } else { dayCountFraction_ = new DayCountFraction(dayCountFractionNode); } } else { dayCountFraction_ = new DayCountFraction(dayCountFractionNode); } } XmlNode calculationPeriodNumberOfDaysNode = xmlNode.SelectSingleNode("calculationPeriodNumberOfDays"); if (calculationPeriodNumberOfDaysNode != null) { if (calculationPeriodNumberOfDaysNode.Attributes["href"] != null || calculationPeriodNumberOfDaysNode.Attributes["id"] != null) { if (calculationPeriodNumberOfDaysNode.Attributes["id"] != null) { calculationPeriodNumberOfDaysIDRef_ = calculationPeriodNumberOfDaysNode.Attributes["id"].Value; XsdTypePositiveInteger ob = new XsdTypePositiveInteger(calculationPeriodNumberOfDaysNode); IDManager.SetID(calculationPeriodNumberOfDaysIDRef_, ob); } else if (calculationPeriodNumberOfDaysNode.Attributes["href"] != null) { calculationPeriodNumberOfDaysIDRef_ = calculationPeriodNumberOfDaysNode.Attributes["href"].Value; } else { calculationPeriodNumberOfDays_ = new XsdTypePositiveInteger(calculationPeriodNumberOfDaysNode); } } else { calculationPeriodNumberOfDays_ = new XsdTypePositiveInteger(calculationPeriodNumberOfDaysNode); } } XmlNode notionalNode = xmlNode.SelectSingleNode("notional"); if (notionalNode != null) { if (notionalNode.Attributes["href"] != null || notionalNode.Attributes["id"] != null) { if (notionalNode.Attributes["id"] != null) { notionalIDRef_ = notionalNode.Attributes["id"].Value; Money ob = new Money(notionalNode); IDManager.SetID(notionalIDRef_, ob); } else if (notionalNode.Attributes["href"] != null) { notionalIDRef_ = notionalNode.Attributes["href"].Value; } else { notional_ = new Money(notionalNode); } } else { notional_ = new Money(notionalNode); } } XmlNode fixedRateNode = xmlNode.SelectSingleNode("fixedRate"); if (fixedRateNode != null) { if (fixedRateNode.Attributes["href"] != null || fixedRateNode.Attributes["id"] != null) { if (fixedRateNode.Attributes["id"] != null) { fixedRateIDRef_ = fixedRateNode.Attributes["id"].Value; XsdTypeDecimal ob = new XsdTypeDecimal(fixedRateNode); IDManager.SetID(fixedRateIDRef_, ob); } else if (fixedRateNode.Attributes["href"] != null) { fixedRateIDRef_ = fixedRateNode.Attributes["href"].Value; } else { fixedRate_ = new XsdTypeDecimal(fixedRateNode); } } else { fixedRate_ = new XsdTypeDecimal(fixedRateNode); } } XmlNode floatingRateIndexNode = xmlNode.SelectSingleNode("floatingRateIndex"); if (floatingRateIndexNode != null) { if (floatingRateIndexNode.Attributes["href"] != null || floatingRateIndexNode.Attributes["id"] != null) { if (floatingRateIndexNode.Attributes["id"] != null) { floatingRateIndexIDRef_ = floatingRateIndexNode.Attributes["id"].Value; FloatingRateIndex ob = new FloatingRateIndex(floatingRateIndexNode); IDManager.SetID(floatingRateIndexIDRef_, ob); } else if (floatingRateIndexNode.Attributes["href"] != null) { floatingRateIndexIDRef_ = floatingRateIndexNode.Attributes["href"].Value; } else { floatingRateIndex_ = new FloatingRateIndex(floatingRateIndexNode); } } else { floatingRateIndex_ = new FloatingRateIndex(floatingRateIndexNode); } } XmlNodeList indexTenorNodeList = xmlNode.SelectNodes("indexTenor"); if (indexTenorNodeList != null) { this.indexTenor_ = new List <Period>(); foreach (XmlNode item in indexTenorNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] != null) { if (item.Attributes["id"] != null) { indexTenorIDRef_ = item.Attributes["id"].Value; indexTenor_.Add(new Period(item)); IDManager.SetID(indexTenorIDRef_, indexTenor_[indexTenor_.Count - 1]); } else if (item.Attributes["href"] != null) { indexTenorIDRef_ = item.Attributes["href"].Value; } else { indexTenor_.Add(new Period(item)); } } else { indexTenor_.Add(new Period(item)); } } } XmlNode fraDiscountingNode = xmlNode.SelectSingleNode("fraDiscounting"); if (fraDiscountingNode != null) { if (fraDiscountingNode.Attributes["href"] != null || fraDiscountingNode.Attributes["id"] != null) { if (fraDiscountingNode.Attributes["id"] != null) { fraDiscountingIDRef_ = fraDiscountingNode.Attributes["id"].Value; FraDiscountingEnum ob = new FraDiscountingEnum(fraDiscountingNode); IDManager.SetID(fraDiscountingIDRef_, ob); } else if (fraDiscountingNode.Attributes["href"] != null) { fraDiscountingIDRef_ = fraDiscountingNode.Attributes["href"].Value; } else { fraDiscounting_ = new FraDiscountingEnum(fraDiscountingNode); } } else { fraDiscounting_ = new FraDiscountingEnum(fraDiscountingNode); } } }
public InterestShortFall(XmlNode xmlNode) { XmlNode interestShortfallCapNode = xmlNode.SelectSingleNode("interestShortfallCap"); if (interestShortfallCapNode != null) { if (interestShortfallCapNode.Attributes["href"] != null || interestShortfallCapNode.Attributes["id"] != null) { if (interestShortfallCapNode.Attributes["id"] != null) { interestShortfallCapIDRef_ = interestShortfallCapNode.Attributes["id"].Value; InterestShortfallCapEnum ob = new InterestShortfallCapEnum(interestShortfallCapNode); IDManager.SetID(interestShortfallCapIDRef_, ob); } else if (interestShortfallCapNode.Attributes["href"] != null) { interestShortfallCapIDRef_ = interestShortfallCapNode.Attributes["href"].Value; } else { interestShortfallCap_ = new InterestShortfallCapEnum(interestShortfallCapNode); } } else { interestShortfallCap_ = new InterestShortfallCapEnum(interestShortfallCapNode); } } XmlNode compoundingNode = xmlNode.SelectSingleNode("compounding"); if (compoundingNode != null) { if (compoundingNode.Attributes["href"] != null || compoundingNode.Attributes["id"] != null) { if (compoundingNode.Attributes["id"] != null) { compoundingIDRef_ = compoundingNode.Attributes["id"].Value; XsdTypeBoolean ob = new XsdTypeBoolean(compoundingNode); IDManager.SetID(compoundingIDRef_, ob); } else if (compoundingNode.Attributes["href"] != null) { compoundingIDRef_ = compoundingNode.Attributes["href"].Value; } else { compounding_ = new XsdTypeBoolean(compoundingNode); } } else { compounding_ = new XsdTypeBoolean(compoundingNode); } } XmlNode rateSourceNode = xmlNode.SelectSingleNode("rateSource"); if (rateSourceNode != null) { if (rateSourceNode.Attributes["href"] != null || rateSourceNode.Attributes["id"] != null) { if (rateSourceNode.Attributes["id"] != null) { rateSourceIDRef_ = rateSourceNode.Attributes["id"].Value; FloatingRateIndex ob = new FloatingRateIndex(rateSourceNode); IDManager.SetID(rateSourceIDRef_, ob); } else if (rateSourceNode.Attributes["href"] != null) { rateSourceIDRef_ = rateSourceNode.Attributes["href"].Value; } else { rateSource_ = new FloatingRateIndex(rateSourceNode); } } else { rateSource_ = new FloatingRateIndex(rateSourceNode); } } }
public SwapCurveValuation(XmlNode xmlNode) { XmlNode floatingRateIndexNode = xmlNode.SelectSingleNode("floatingRateIndex"); if (floatingRateIndexNode != null) { if (floatingRateIndexNode.Attributes["href"] != null || floatingRateIndexNode.Attributes["id"] != null) { if (floatingRateIndexNode.Attributes["id"] != null) { floatingRateIndexIDRef_ = floatingRateIndexNode.Attributes["id"].Value; FloatingRateIndex ob = new FloatingRateIndex(floatingRateIndexNode); IDManager.SetID(floatingRateIndexIDRef_, ob); } else if (floatingRateIndexNode.Attributes["href"] != null) { floatingRateIndexIDRef_ = floatingRateIndexNode.Attributes["href"].Value; } else { floatingRateIndex_ = new FloatingRateIndex(floatingRateIndexNode); } } else { floatingRateIndex_ = new FloatingRateIndex(floatingRateIndexNode); } } XmlNode indexTenorNode = xmlNode.SelectSingleNode("indexTenor"); if (indexTenorNode != null) { if (indexTenorNode.Attributes["href"] != null || indexTenorNode.Attributes["id"] != null) { if (indexTenorNode.Attributes["id"] != null) { indexTenorIDRef_ = indexTenorNode.Attributes["id"].Value; Period ob = new Period(indexTenorNode); IDManager.SetID(indexTenorIDRef_, ob); } else if (indexTenorNode.Attributes["href"] != null) { indexTenorIDRef_ = indexTenorNode.Attributes["href"].Value; } else { indexTenor_ = new Period(indexTenorNode); } } else { indexTenor_ = new Period(indexTenorNode); } } XmlNode spreadNode = xmlNode.SelectSingleNode("spread"); if (spreadNode != null) { if (spreadNode.Attributes["href"] != null || spreadNode.Attributes["id"] != null) { if (spreadNode.Attributes["id"] != null) { spreadIDRef_ = spreadNode.Attributes["id"].Value; XsdTypeDecimal ob = new XsdTypeDecimal(spreadNode); IDManager.SetID(spreadIDRef_, ob); } else if (spreadNode.Attributes["href"] != null) { spreadIDRef_ = spreadNode.Attributes["href"].Value; } else { spread_ = new XsdTypeDecimal(spreadNode); } } else { spread_ = new XsdTypeDecimal(spreadNode); } } XmlNode sideNode = xmlNode.SelectSingleNode("side"); if (sideNode != null) { if (sideNode.Attributes["href"] != null || sideNode.Attributes["id"] != null) { if (sideNode.Attributes["id"] != null) { sideIDRef_ = sideNode.Attributes["id"].Value; QuotationSideEnum ob = new QuotationSideEnum(sideNode); IDManager.SetID(sideIDRef_, ob); } else if (sideNode.Attributes["href"] != null) { sideIDRef_ = sideNode.Attributes["href"].Value; } else { side_ = new QuotationSideEnum(sideNode); } } else { side_ = new QuotationSideEnum(sideNode); } } }
public Fra(XmlNode xmlNode) : base(xmlNode) { XmlNodeList buyerPartyReferenceNodeList = xmlNode.SelectNodes("buyerPartyReference"); if (buyerPartyReferenceNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in buyerPartyReferenceNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { buyerPartyReferenceIDRef = item.Attributes["id"].Name; PartyReference ob = PartyReference(); IDManager.SetID(buyerPartyReferenceIDRef, ob); } else if (item.Attributes.ToString() == "href") { buyerPartyReferenceIDRef = item.Attributes["href"].Name; } else { buyerPartyReference = new PartyReference(item); } } } XmlNodeList buyerAccountReferenceNodeList = xmlNode.SelectNodes("buyerAccountReference"); if (buyerAccountReferenceNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in buyerAccountReferenceNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { buyerAccountReferenceIDRef = item.Attributes["id"].Name; AccountReference ob = AccountReference(); IDManager.SetID(buyerAccountReferenceIDRef, ob); } else if (item.Attributes.ToString() == "href") { buyerAccountReferenceIDRef = item.Attributes["href"].Name; } else { buyerAccountReference = new AccountReference(item); } } } XmlNodeList sellerPartyReferenceNodeList = xmlNode.SelectNodes("sellerPartyReference"); if (sellerPartyReferenceNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in sellerPartyReferenceNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { sellerPartyReferenceIDRef = item.Attributes["id"].Name; PartyReference ob = PartyReference(); IDManager.SetID(sellerPartyReferenceIDRef, ob); } else if (item.Attributes.ToString() == "href") { sellerPartyReferenceIDRef = item.Attributes["href"].Name; } else { sellerPartyReference = new PartyReference(item); } } } XmlNodeList sellerAccountReferenceNodeList = xmlNode.SelectNodes("sellerAccountReference"); if (sellerAccountReferenceNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in sellerAccountReferenceNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { sellerAccountReferenceIDRef = item.Attributes["id"].Name; AccountReference ob = AccountReference(); IDManager.SetID(sellerAccountReferenceIDRef, ob); } else if (item.Attributes.ToString() == "href") { sellerAccountReferenceIDRef = item.Attributes["href"].Name; } else { sellerAccountReference = new AccountReference(item); } } } XmlNodeList adjustedEffectiveDateNodeList = xmlNode.SelectNodes("adjustedEffectiveDate"); if (adjustedEffectiveDateNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in adjustedEffectiveDateNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { adjustedEffectiveDateIDRef = item.Attributes["id"].Name; RequiredIdentifierDate ob = RequiredIdentifierDate(); IDManager.SetID(adjustedEffectiveDateIDRef, ob); } else if (item.Attributes.ToString() == "href") { adjustedEffectiveDateIDRef = item.Attributes["href"].Name; } else { adjustedEffectiveDate = new RequiredIdentifierDate(item); } } } XmlNodeList adjustedTerminationDateNodeList = xmlNode.SelectNodes("adjustedTerminationDate"); if (adjustedTerminationDateNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in adjustedTerminationDateNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { adjustedTerminationDateIDRef = item.Attributes["id"].Name; XsdTypeDate ob = XsdTypeDate(); IDManager.SetID(adjustedTerminationDateIDRef, ob); } else if (item.Attributes.ToString() == "href") { adjustedTerminationDateIDRef = item.Attributes["href"].Name; } else { adjustedTerminationDate = new XsdTypeDate(item); } } } XmlNodeList paymentDateNodeList = xmlNode.SelectNodes("paymentDate"); if (paymentDateNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in paymentDateNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { paymentDateIDRef = item.Attributes["id"].Name; AdjustableDate ob = AdjustableDate(); IDManager.SetID(paymentDateIDRef, ob); } else if (item.Attributes.ToString() == "href") { paymentDateIDRef = item.Attributes["href"].Name; } else { paymentDate = new AdjustableDate(item); } } } XmlNodeList fixingDateOffsetNodeList = xmlNode.SelectNodes("fixingDateOffset"); if (fixingDateOffsetNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in fixingDateOffsetNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { fixingDateOffsetIDRef = item.Attributes["id"].Name; RelativeDateOffset ob = RelativeDateOffset(); IDManager.SetID(fixingDateOffsetIDRef, ob); } else if (item.Attributes.ToString() == "href") { fixingDateOffsetIDRef = item.Attributes["href"].Name; } else { fixingDateOffset = new RelativeDateOffset(item); } } } XmlNodeList dayCountFractionNodeList = xmlNode.SelectNodes("dayCountFraction"); if (dayCountFractionNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in dayCountFractionNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { dayCountFractionIDRef = item.Attributes["id"].Name; DayCountFraction ob = DayCountFraction(); IDManager.SetID(dayCountFractionIDRef, ob); } else if (item.Attributes.ToString() == "href") { dayCountFractionIDRef = item.Attributes["href"].Name; } else { dayCountFraction = new DayCountFraction(item); } } } XmlNodeList calculationPeriodNumberOfDaysNodeList = xmlNode.SelectNodes("calculationPeriodNumberOfDays"); if (calculationPeriodNumberOfDaysNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in calculationPeriodNumberOfDaysNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { calculationPeriodNumberOfDaysIDRef = item.Attributes["id"].Name; XsdTypePositiveInteger ob = XsdTypePositiveInteger(); IDManager.SetID(calculationPeriodNumberOfDaysIDRef, ob); } else if (item.Attributes.ToString() == "href") { calculationPeriodNumberOfDaysIDRef = item.Attributes["href"].Name; } else { calculationPeriodNumberOfDays = new XsdTypePositiveInteger(item); } } } XmlNodeList notionalNodeList = xmlNode.SelectNodes("notional"); if (notionalNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in notionalNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { notionalIDRef = item.Attributes["id"].Name; Money ob = Money(); IDManager.SetID(notionalIDRef, ob); } else if (item.Attributes.ToString() == "href") { notionalIDRef = item.Attributes["href"].Name; } else { notional = new Money(item); } } } XmlNodeList fixedRateNodeList = xmlNode.SelectNodes("fixedRate"); if (fixedRateNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in fixedRateNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { fixedRateIDRef = item.Attributes["id"].Name; XsdTypeDecimal ob = XsdTypeDecimal(); IDManager.SetID(fixedRateIDRef, ob); } else if (item.Attributes.ToString() == "href") { fixedRateIDRef = item.Attributes["href"].Name; } else { fixedRate = new XsdTypeDecimal(item); } } } XmlNodeList floatingRateIndexNodeList = xmlNode.SelectNodes("floatingRateIndex"); if (floatingRateIndexNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in floatingRateIndexNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { floatingRateIndexIDRef = item.Attributes["id"].Name; FloatingRateIndex ob = FloatingRateIndex(); IDManager.SetID(floatingRateIndexIDRef, ob); } else if (item.Attributes.ToString() == "href") { floatingRateIndexIDRef = item.Attributes["href"].Name; } else { floatingRateIndex = new FloatingRateIndex(item); } } } XmlNodeList indexTenorNodeList = xmlNode.SelectNodes("indexTenor"); foreach (XmlNode item in indexTenorNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { indexTenorIDRef = item.Attributes["id"].Name; List <Period> ob = new List <Period>(); ob.Add(new Period(item)); IDManager.SetID(indexTenorIDRef, ob); } else if (item.Attributes.ToString() == "href") { indexTenorIDRef = item.Attributes["href"].Name; } else { indexTenor.Add(new Period(item)); } } } XmlNodeList fraDiscountingNodeList = xmlNode.SelectNodes("fraDiscounting"); if (fraDiscountingNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in fraDiscountingNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { fraDiscountingIDRef = item.Attributes["id"].Name; FraDiscountingEnum ob = FraDiscountingEnum(); IDManager.SetID(fraDiscountingIDRef, ob); } else if (item.Attributes.ToString() == "href") { fraDiscountingIDRef = item.Attributes["href"].Name; } else { fraDiscounting = new FraDiscountingEnum(item); } } } }
public RateIndex(XmlNode xmlNode) : base(xmlNode) { XmlNodeList floatingRateIndexNodeList = xmlNode.SelectNodes("floatingRateIndex"); if (floatingRateIndexNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in floatingRateIndexNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { floatingRateIndexIDRef = item.Attributes["id"].Name; FloatingRateIndex ob = FloatingRateIndex(); IDManager.SetID(floatingRateIndexIDRef, ob); } else if (item.Attributes.ToString() == "href") { floatingRateIndexIDRef = item.Attributes["href"].Name; } else { floatingRateIndex = new FloatingRateIndex(item); } } } XmlNodeList termNodeList = xmlNode.SelectNodes("term"); if (termNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in termNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { termIDRef = item.Attributes["id"].Name; Period ob = Period(); IDManager.SetID(termIDRef, ob); } else if (item.Attributes.ToString() == "href") { termIDRef = item.Attributes["href"].Name; } else { term = new Period(item); } } } XmlNodeList paymentFrequencyNodeList = xmlNode.SelectNodes("paymentFrequency"); if (paymentFrequencyNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in paymentFrequencyNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { paymentFrequencyIDRef = item.Attributes["id"].Name; Period ob = Period(); IDManager.SetID(paymentFrequencyIDRef, ob); } else if (item.Attributes.ToString() == "href") { paymentFrequencyIDRef = item.Attributes["href"].Name; } else { paymentFrequency = new Period(item); } } } XmlNodeList dayCountFractionNodeList = xmlNode.SelectNodes("dayCountFraction"); if (dayCountFractionNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in dayCountFractionNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { dayCountFractionIDRef = item.Attributes["id"].Name; DayCountFraction ob = DayCountFraction(); IDManager.SetID(dayCountFractionIDRef, ob); } else if (item.Attributes.ToString() == "href") { dayCountFractionIDRef = item.Attributes["href"].Name; } else { dayCountFraction = new DayCountFraction(item); } } } }
public Fra(XmlNode xmlNode) : base(xmlNode) { XmlNodeList buyerPartyReferenceNodeList = xmlNode.SelectNodes("buyerPartyReference"); if (buyerPartyReferenceNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in buyerPartyReferenceNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { buyerPartyReferenceIDRef = item.Attributes["id"].Name; PartyReference ob = PartyReference(); IDManager.SetID(buyerPartyReferenceIDRef, ob); } else if (item.Attributes.ToString() == "href") { buyerPartyReferenceIDRef = item.Attributes["href"].Name; } else { buyerPartyReference = new PartyReference(item); } } } XmlNodeList buyerAccountReferenceNodeList = xmlNode.SelectNodes("buyerAccountReference"); if (buyerAccountReferenceNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in buyerAccountReferenceNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { buyerAccountReferenceIDRef = item.Attributes["id"].Name; AccountReference ob = AccountReference(); IDManager.SetID(buyerAccountReferenceIDRef, ob); } else if (item.Attributes.ToString() == "href") { buyerAccountReferenceIDRef = item.Attributes["href"].Name; } else { buyerAccountReference = new AccountReference(item); } } } XmlNodeList sellerPartyReferenceNodeList = xmlNode.SelectNodes("sellerPartyReference"); if (sellerPartyReferenceNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in sellerPartyReferenceNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { sellerPartyReferenceIDRef = item.Attributes["id"].Name; PartyReference ob = PartyReference(); IDManager.SetID(sellerPartyReferenceIDRef, ob); } else if (item.Attributes.ToString() == "href") { sellerPartyReferenceIDRef = item.Attributes["href"].Name; } else { sellerPartyReference = new PartyReference(item); } } } XmlNodeList sellerAccountReferenceNodeList = xmlNode.SelectNodes("sellerAccountReference"); if (sellerAccountReferenceNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in sellerAccountReferenceNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { sellerAccountReferenceIDRef = item.Attributes["id"].Name; AccountReference ob = AccountReference(); IDManager.SetID(sellerAccountReferenceIDRef, ob); } else if (item.Attributes.ToString() == "href") { sellerAccountReferenceIDRef = item.Attributes["href"].Name; } else { sellerAccountReference = new AccountReference(item); } } } XmlNodeList adjustedEffectiveDateNodeList = xmlNode.SelectNodes("adjustedEffectiveDate"); if (adjustedEffectiveDateNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in adjustedEffectiveDateNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { adjustedEffectiveDateIDRef = item.Attributes["id"].Name; RequiredIdentifierDate ob = RequiredIdentifierDate(); IDManager.SetID(adjustedEffectiveDateIDRef, ob); } else if (item.Attributes.ToString() == "href") { adjustedEffectiveDateIDRef = item.Attributes["href"].Name; } else { adjustedEffectiveDate = new RequiredIdentifierDate(item); } } } XmlNodeList adjustedTerminationDateNodeList = xmlNode.SelectNodes("adjustedTerminationDate"); if (adjustedTerminationDateNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in adjustedTerminationDateNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { adjustedTerminationDateIDRef = item.Attributes["id"].Name; XsdTypeDate ob = XsdTypeDate(); IDManager.SetID(adjustedTerminationDateIDRef, ob); } else if (item.Attributes.ToString() == "href") { adjustedTerminationDateIDRef = item.Attributes["href"].Name; } else { adjustedTerminationDate = new XsdTypeDate(item); } } } XmlNodeList paymentDateNodeList = xmlNode.SelectNodes("paymentDate"); if (paymentDateNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in paymentDateNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { paymentDateIDRef = item.Attributes["id"].Name; AdjustableDate ob = AdjustableDate(); IDManager.SetID(paymentDateIDRef, ob); } else if (item.Attributes.ToString() == "href") { paymentDateIDRef = item.Attributes["href"].Name; } else { paymentDate = new AdjustableDate(item); } } } XmlNodeList fixingDateOffsetNodeList = xmlNode.SelectNodes("fixingDateOffset"); if (fixingDateOffsetNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in fixingDateOffsetNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { fixingDateOffsetIDRef = item.Attributes["id"].Name; RelativeDateOffset ob = RelativeDateOffset(); IDManager.SetID(fixingDateOffsetIDRef, ob); } else if (item.Attributes.ToString() == "href") { fixingDateOffsetIDRef = item.Attributes["href"].Name; } else { fixingDateOffset = new RelativeDateOffset(item); } } } XmlNodeList dayCountFractionNodeList = xmlNode.SelectNodes("dayCountFraction"); if (dayCountFractionNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in dayCountFractionNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { dayCountFractionIDRef = item.Attributes["id"].Name; DayCountFraction ob = DayCountFraction(); IDManager.SetID(dayCountFractionIDRef, ob); } else if (item.Attributes.ToString() == "href") { dayCountFractionIDRef = item.Attributes["href"].Name; } else { dayCountFraction = new DayCountFraction(item); } } } XmlNodeList calculationPeriodNumberOfDaysNodeList = xmlNode.SelectNodes("calculationPeriodNumberOfDays"); if (calculationPeriodNumberOfDaysNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in calculationPeriodNumberOfDaysNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { calculationPeriodNumberOfDaysIDRef = item.Attributes["id"].Name; XsdTypePositiveInteger ob = XsdTypePositiveInteger(); IDManager.SetID(calculationPeriodNumberOfDaysIDRef, ob); } else if (item.Attributes.ToString() == "href") { calculationPeriodNumberOfDaysIDRef = item.Attributes["href"].Name; } else { calculationPeriodNumberOfDays = new XsdTypePositiveInteger(item); } } } XmlNodeList notionalNodeList = xmlNode.SelectNodes("notional"); if (notionalNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in notionalNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { notionalIDRef = item.Attributes["id"].Name; Money ob = Money(); IDManager.SetID(notionalIDRef, ob); } else if (item.Attributes.ToString() == "href") { notionalIDRef = item.Attributes["href"].Name; } else { notional = new Money(item); } } } XmlNodeList fixedRateNodeList = xmlNode.SelectNodes("fixedRate"); if (fixedRateNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in fixedRateNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { fixedRateIDRef = item.Attributes["id"].Name; XsdTypeDecimal ob = XsdTypeDecimal(); IDManager.SetID(fixedRateIDRef, ob); } else if (item.Attributes.ToString() == "href") { fixedRateIDRef = item.Attributes["href"].Name; } else { fixedRate = new XsdTypeDecimal(item); } } } XmlNodeList floatingRateIndexNodeList = xmlNode.SelectNodes("floatingRateIndex"); if (floatingRateIndexNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in floatingRateIndexNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { floatingRateIndexIDRef = item.Attributes["id"].Name; FloatingRateIndex ob = FloatingRateIndex(); IDManager.SetID(floatingRateIndexIDRef, ob); } else if (item.Attributes.ToString() == "href") { floatingRateIndexIDRef = item.Attributes["href"].Name; } else { floatingRateIndex = new FloatingRateIndex(item); } } } XmlNodeList indexTenorNodeList = xmlNode.SelectNodes("indexTenor"); foreach (XmlNode item in indexTenorNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { indexTenorIDRef = item.Attributes["id"].Name; List<Period> ob = new List<Period>(); ob.Add(new Period(item)); IDManager.SetID(indexTenorIDRef, ob); } else if (item.Attributes.ToString() == "href") { indexTenorIDRef = item.Attributes["href"].Name; } else { indexTenor.Add(new Period(item)); } } } XmlNodeList fraDiscountingNodeList = xmlNode.SelectNodes("fraDiscounting"); if (fraDiscountingNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in fraDiscountingNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { fraDiscountingIDRef = item.Attributes["id"].Name; FraDiscountingEnum ob = FraDiscountingEnum(); IDManager.SetID(fraDiscountingIDRef, ob); } else if (item.Attributes.ToString() == "href") { fraDiscountingIDRef = item.Attributes["href"].Name; } else { fraDiscounting = new FraDiscountingEnum(item); } } } }
public SwapCurveValuation(XmlNode xmlNode) { XmlNodeList floatingRateIndexNodeList = xmlNode.SelectNodes("floatingRateIndex"); if (floatingRateIndexNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in floatingRateIndexNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { floatingRateIndexIDRef = item.Attributes["id"].Name; FloatingRateIndex ob = FloatingRateIndex(); IDManager.SetID(floatingRateIndexIDRef, ob); } else if (item.Attributes.ToString() == "href") { floatingRateIndexIDRef = item.Attributes["href"].Name; } else { floatingRateIndex = new FloatingRateIndex(item); } } } XmlNodeList indexTenorNodeList = xmlNode.SelectNodes("indexTenor"); if (indexTenorNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in indexTenorNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { indexTenorIDRef = item.Attributes["id"].Name; Period ob = Period(); IDManager.SetID(indexTenorIDRef, ob); } else if (item.Attributes.ToString() == "href") { indexTenorIDRef = item.Attributes["href"].Name; } else { indexTenor = new Period(item); } } } XmlNodeList spreadNodeList = xmlNode.SelectNodes("spread"); if (spreadNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in spreadNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { spreadIDRef = item.Attributes["id"].Name; XsdTypeDecimal ob = XsdTypeDecimal(); IDManager.SetID(spreadIDRef, ob); } else if (item.Attributes.ToString() == "href") { spreadIDRef = item.Attributes["href"].Name; } else { spread = new XsdTypeDecimal(item); } } } XmlNodeList sideNodeList = xmlNode.SelectNodes("side"); if (sideNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in sideNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { sideIDRef = item.Attributes["id"].Name; QuotationSideEnum ob = QuotationSideEnum(); IDManager.SetID(sideIDRef, ob); } else if (item.Attributes.ToString() == "href") { sideIDRef = item.Attributes["href"].Name; } else { side = new QuotationSideEnum(item); } } } }
public InterestShortFall(XmlNode xmlNode) { XmlNodeList interestShortfallCapNodeList = xmlNode.SelectNodes("interestShortfallCap"); if (interestShortfallCapNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in interestShortfallCapNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { interestShortfallCapIDRef = item.Attributes["id"].Name; InterestShortfallCapEnum ob = InterestShortfallCapEnum(); IDManager.SetID(interestShortfallCapIDRef, ob); } else if (item.Attributes.ToString() == "href") { interestShortfallCapIDRef = item.Attributes["href"].Name; } else { interestShortfallCap = new InterestShortfallCapEnum(item); } } } XmlNodeList compoundingNodeList = xmlNode.SelectNodes("compounding"); if (compoundingNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in compoundingNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { compoundingIDRef = item.Attributes["id"].Name; XsdTypeBoolean ob = XsdTypeBoolean(); IDManager.SetID(compoundingIDRef, ob); } else if (item.Attributes.ToString() == "href") { compoundingIDRef = item.Attributes["href"].Name; } else { compounding = new XsdTypeBoolean(item); } } } XmlNodeList rateSourceNodeList = xmlNode.SelectNodes("rateSource"); if (rateSourceNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in rateSourceNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { rateSourceIDRef = item.Attributes["id"].Name; FloatingRateIndex ob = FloatingRateIndex(); IDManager.SetID(rateSourceIDRef, ob); } else if (item.Attributes.ToString() == "href") { rateSourceIDRef = item.Attributes["href"].Name; } else { rateSource = new FloatingRateIndex(item); } } } }
public FloatingRate(XmlNode xmlNode) : base(xmlNode) { XmlNode floatingRateIndexNode = xmlNode.SelectSingleNode("floatingRateIndex"); if (floatingRateIndexNode != null) { if (floatingRateIndexNode.Attributes["href"] != null || floatingRateIndexNode.Attributes["id"] != null) { if (floatingRateIndexNode.Attributes["id"] != null) { floatingRateIndexIDRef_ = floatingRateIndexNode.Attributes["id"].Value; FloatingRateIndex ob = new FloatingRateIndex(floatingRateIndexNode); IDManager.SetID(floatingRateIndexIDRef_, ob); } else if (floatingRateIndexNode.Attributes["href"] != null) { floatingRateIndexIDRef_ = floatingRateIndexNode.Attributes["href"].Value; } else { floatingRateIndex_ = new FloatingRateIndex(floatingRateIndexNode); } } else { floatingRateIndex_ = new FloatingRateIndex(floatingRateIndexNode); } } XmlNode indexTenorNode = xmlNode.SelectSingleNode("indexTenor"); if (indexTenorNode != null) { if (indexTenorNode.Attributes["href"] != null || indexTenorNode.Attributes["id"] != null) { if (indexTenorNode.Attributes["id"] != null) { indexTenorIDRef_ = indexTenorNode.Attributes["id"].Value; Period ob = new Period(indexTenorNode); IDManager.SetID(indexTenorIDRef_, ob); } else if (indexTenorNode.Attributes["href"] != null) { indexTenorIDRef_ = indexTenorNode.Attributes["href"].Value; } else { indexTenor_ = new Period(indexTenorNode); } } else { indexTenor_ = new Period(indexTenorNode); } } XmlNode floatingRateMultiplierScheduleNode = xmlNode.SelectSingleNode("floatingRateMultiplierSchedule"); if (floatingRateMultiplierScheduleNode != null) { if (floatingRateMultiplierScheduleNode.Attributes["href"] != null || floatingRateMultiplierScheduleNode.Attributes["id"] != null) { if (floatingRateMultiplierScheduleNode.Attributes["id"] != null) { floatingRateMultiplierScheduleIDRef_ = floatingRateMultiplierScheduleNode.Attributes["id"].Value; Schedule ob = new Schedule(floatingRateMultiplierScheduleNode); IDManager.SetID(floatingRateMultiplierScheduleIDRef_, ob); } else if (floatingRateMultiplierScheduleNode.Attributes["href"] != null) { floatingRateMultiplierScheduleIDRef_ = floatingRateMultiplierScheduleNode.Attributes["href"].Value; } else { floatingRateMultiplierSchedule_ = new Schedule(floatingRateMultiplierScheduleNode); } } else { floatingRateMultiplierSchedule_ = new Schedule(floatingRateMultiplierScheduleNode); } } XmlNodeList spreadScheduleNodeList = xmlNode.SelectNodes("spreadSchedule"); if (spreadScheduleNodeList != null) { this.spreadSchedule_ = new List <SpreadSchedule>(); foreach (XmlNode item in spreadScheduleNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] != null) { if (item.Attributes["id"] != null) { spreadScheduleIDRef_ = item.Attributes["id"].Value; spreadSchedule_.Add(new SpreadSchedule(item)); IDManager.SetID(spreadScheduleIDRef_, spreadSchedule_[spreadSchedule_.Count - 1]); } else if (item.Attributes["href"] != null) { spreadScheduleIDRef_ = item.Attributes["href"].Value; } else { spreadSchedule_.Add(new SpreadSchedule(item)); } } else { spreadSchedule_.Add(new SpreadSchedule(item)); } } } XmlNode rateTreatmentNode = xmlNode.SelectSingleNode("rateTreatment"); if (rateTreatmentNode != null) { if (rateTreatmentNode.Attributes["href"] != null || rateTreatmentNode.Attributes["id"] != null) { if (rateTreatmentNode.Attributes["id"] != null) { rateTreatmentIDRef_ = rateTreatmentNode.Attributes["id"].Value; RateTreatmentEnum ob = new RateTreatmentEnum(rateTreatmentNode); IDManager.SetID(rateTreatmentIDRef_, ob); } else if (rateTreatmentNode.Attributes["href"] != null) { rateTreatmentIDRef_ = rateTreatmentNode.Attributes["href"].Value; } else { rateTreatment_ = new RateTreatmentEnum(rateTreatmentNode); } } else { rateTreatment_ = new RateTreatmentEnum(rateTreatmentNode); } } XmlNodeList capRateScheduleNodeList = xmlNode.SelectNodes("capRateSchedule"); if (capRateScheduleNodeList != null) { this.capRateSchedule_ = new List <StrikeSchedule>(); foreach (XmlNode item in capRateScheduleNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] != null) { if (item.Attributes["id"] != null) { capRateScheduleIDRef_ = item.Attributes["id"].Value; capRateSchedule_.Add(new StrikeSchedule(item)); IDManager.SetID(capRateScheduleIDRef_, capRateSchedule_[capRateSchedule_.Count - 1]); } else if (item.Attributes["href"] != null) { capRateScheduleIDRef_ = item.Attributes["href"].Value; } else { capRateSchedule_.Add(new StrikeSchedule(item)); } } else { capRateSchedule_.Add(new StrikeSchedule(item)); } } } XmlNodeList floorRateScheduleNodeList = xmlNode.SelectNodes("floorRateSchedule"); if (floorRateScheduleNodeList != null) { this.floorRateSchedule_ = new List <StrikeSchedule>(); foreach (XmlNode item in floorRateScheduleNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] != null) { if (item.Attributes["id"] != null) { floorRateScheduleIDRef_ = item.Attributes["id"].Value; floorRateSchedule_.Add(new StrikeSchedule(item)); IDManager.SetID(floorRateScheduleIDRef_, floorRateSchedule_[floorRateSchedule_.Count - 1]); } else if (item.Attributes["href"] != null) { floorRateScheduleIDRef_ = item.Attributes["href"].Value; } else { floorRateSchedule_.Add(new StrikeSchedule(item)); } } else { floorRateSchedule_.Add(new StrikeSchedule(item)); } } } }