public FxCurveValuation(XmlNode xmlNode) : base(xmlNode) { XmlNodeList settlementCurrencyYieldCurveNodeList = xmlNode.SelectNodes("settlementCurrencyYieldCurve"); if (settlementCurrencyYieldCurveNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in settlementCurrencyYieldCurveNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { settlementCurrencyYieldCurveIDRef = item.Attributes["id"].Name; PricingStructureReference ob = PricingStructureReference(); IDManager.SetID(settlementCurrencyYieldCurveIDRef, ob); } else if (item.Attributes.ToString() == "href") { settlementCurrencyYieldCurveIDRef = item.Attributes["href"].Name; } else { settlementCurrencyYieldCurve = new PricingStructureReference(item); } } } XmlNodeList forecastCurrencyYieldCurveNodeList = xmlNode.SelectNodes("forecastCurrencyYieldCurve"); if (forecastCurrencyYieldCurveNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in forecastCurrencyYieldCurveNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { forecastCurrencyYieldCurveIDRef = item.Attributes["id"].Name; PricingStructureReference ob = PricingStructureReference(); IDManager.SetID(forecastCurrencyYieldCurveIDRef, ob); } else if (item.Attributes.ToString() == "href") { forecastCurrencyYieldCurveIDRef = item.Attributes["href"].Name; } else { forecastCurrencyYieldCurve = new PricingStructureReference(item); } } } XmlNodeList spotRateNodeList = xmlNode.SelectNodes("spotRate"); if (spotRateNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in spotRateNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { spotRateIDRef = item.Attributes["id"].Name; FxRateSet ob = FxRateSet(); IDManager.SetID(spotRateIDRef, ob); } else if (item.Attributes.ToString() == "href") { spotRateIDRef = item.Attributes["href"].Name; } else { spotRate = new FxRateSet(item); } } } XmlNodeList fxForwardCurveNodeList = xmlNode.SelectNodes("fxForwardCurve"); if (fxForwardCurveNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in fxForwardCurveNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { fxForwardCurveIDRef = item.Attributes["id"].Name; TermCurve ob = TermCurve(); IDManager.SetID(fxForwardCurveIDRef, ob); } else if (item.Attributes.ToString() == "href") { fxForwardCurveIDRef = item.Attributes["href"].Name; } else { fxForwardCurve = new TermCurve(item); } } } XmlNodeList fxForwardPointsCurveNodeList = xmlNode.SelectNodes("fxForwardPointsCurve"); if (fxForwardPointsCurveNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in fxForwardPointsCurveNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { fxForwardPointsCurveIDRef = item.Attributes["id"].Name; TermCurve ob = TermCurve(); IDManager.SetID(fxForwardPointsCurveIDRef, ob); } else if (item.Attributes.ToString() == "href") { fxForwardPointsCurveIDRef = item.Attributes["href"].Name; } else { fxForwardPointsCurve = new TermCurve(item); } } } }
public FxCurveValuation(XmlNode xmlNode) : base(xmlNode) { XmlNode settlementCurrencyYieldCurveNode = xmlNode.SelectSingleNode("settlementCurrencyYieldCurve"); if (settlementCurrencyYieldCurveNode != null) { if (settlementCurrencyYieldCurveNode.Attributes["href"] != null || settlementCurrencyYieldCurveNode.Attributes["id"] != null) { if (settlementCurrencyYieldCurveNode.Attributes["id"] != null) { settlementCurrencyYieldCurveIDRef_ = settlementCurrencyYieldCurveNode.Attributes["id"].Value; PricingStructureReference ob = new PricingStructureReference(settlementCurrencyYieldCurveNode); IDManager.SetID(settlementCurrencyYieldCurveIDRef_, ob); } else if (settlementCurrencyYieldCurveNode.Attributes["href"] != null) { settlementCurrencyYieldCurveIDRef_ = settlementCurrencyYieldCurveNode.Attributes["href"].Value; } else { settlementCurrencyYieldCurve_ = new PricingStructureReference(settlementCurrencyYieldCurveNode); } } else { settlementCurrencyYieldCurve_ = new PricingStructureReference(settlementCurrencyYieldCurveNode); } } XmlNode forecastCurrencyYieldCurveNode = xmlNode.SelectSingleNode("forecastCurrencyYieldCurve"); if (forecastCurrencyYieldCurveNode != null) { if (forecastCurrencyYieldCurveNode.Attributes["href"] != null || forecastCurrencyYieldCurveNode.Attributes["id"] != null) { if (forecastCurrencyYieldCurveNode.Attributes["id"] != null) { forecastCurrencyYieldCurveIDRef_ = forecastCurrencyYieldCurveNode.Attributes["id"].Value; PricingStructureReference ob = new PricingStructureReference(forecastCurrencyYieldCurveNode); IDManager.SetID(forecastCurrencyYieldCurveIDRef_, ob); } else if (forecastCurrencyYieldCurveNode.Attributes["href"] != null) { forecastCurrencyYieldCurveIDRef_ = forecastCurrencyYieldCurveNode.Attributes["href"].Value; } else { forecastCurrencyYieldCurve_ = new PricingStructureReference(forecastCurrencyYieldCurveNode); } } else { forecastCurrencyYieldCurve_ = new PricingStructureReference(forecastCurrencyYieldCurveNode); } } XmlNode spotRateNode = xmlNode.SelectSingleNode("spotRate"); if (spotRateNode != null) { if (spotRateNode.Attributes["href"] != null || spotRateNode.Attributes["id"] != null) { if (spotRateNode.Attributes["id"] != null) { spotRateIDRef_ = spotRateNode.Attributes["id"].Value; FxRateSet ob = new FxRateSet(spotRateNode); IDManager.SetID(spotRateIDRef_, ob); } else if (spotRateNode.Attributes["href"] != null) { spotRateIDRef_ = spotRateNode.Attributes["href"].Value; } else { spotRate_ = new FxRateSet(spotRateNode); } } else { spotRate_ = new FxRateSet(spotRateNode); } } XmlNode fxForwardCurveNode = xmlNode.SelectSingleNode("fxForwardCurve"); if (fxForwardCurveNode != null) { if (fxForwardCurveNode.Attributes["href"] != null || fxForwardCurveNode.Attributes["id"] != null) { if (fxForwardCurveNode.Attributes["id"] != null) { fxForwardCurveIDRef_ = fxForwardCurveNode.Attributes["id"].Value; TermCurve ob = new TermCurve(fxForwardCurveNode); IDManager.SetID(fxForwardCurveIDRef_, ob); } else if (fxForwardCurveNode.Attributes["href"] != null) { fxForwardCurveIDRef_ = fxForwardCurveNode.Attributes["href"].Value; } else { fxForwardCurve_ = new TermCurve(fxForwardCurveNode); } } else { fxForwardCurve_ = new TermCurve(fxForwardCurveNode); } } XmlNode fxForwardPointsCurveNode = xmlNode.SelectSingleNode("fxForwardPointsCurve"); if (fxForwardPointsCurveNode != null) { if (fxForwardPointsCurveNode.Attributes["href"] != null || fxForwardPointsCurveNode.Attributes["id"] != null) { if (fxForwardPointsCurveNode.Attributes["id"] != null) { fxForwardPointsCurveIDRef_ = fxForwardPointsCurveNode.Attributes["id"].Value; TermCurve ob = new TermCurve(fxForwardPointsCurveNode); IDManager.SetID(fxForwardPointsCurveIDRef_, ob); } else if (fxForwardPointsCurveNode.Attributes["href"] != null) { fxForwardPointsCurveIDRef_ = fxForwardPointsCurveNode.Attributes["href"].Value; } else { fxForwardPointsCurve_ = new TermCurve(fxForwardPointsCurveNode); } } else { fxForwardPointsCurve_ = new TermCurve(fxForwardPointsCurveNode); } } }
public FxCurveValuation(XmlNode xmlNode) : base(xmlNode) { XmlNodeList settlementCurrencyYieldCurveNodeList = xmlNode.SelectNodes("settlementCurrencyYieldCurve"); if (settlementCurrencyYieldCurveNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in settlementCurrencyYieldCurveNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { settlementCurrencyYieldCurveIDRef = item.Attributes["id"].Name; PricingStructureReference ob = PricingStructureReference(); IDManager.SetID(settlementCurrencyYieldCurveIDRef, ob); } else if (item.Attributes.ToString() == "href") { settlementCurrencyYieldCurveIDRef = item.Attributes["href"].Name; } else { settlementCurrencyYieldCurve = new PricingStructureReference(item); } } } XmlNodeList forecastCurrencyYieldCurveNodeList = xmlNode.SelectNodes("forecastCurrencyYieldCurve"); if (forecastCurrencyYieldCurveNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in forecastCurrencyYieldCurveNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { forecastCurrencyYieldCurveIDRef = item.Attributes["id"].Name; PricingStructureReference ob = PricingStructureReference(); IDManager.SetID(forecastCurrencyYieldCurveIDRef, ob); } else if (item.Attributes.ToString() == "href") { forecastCurrencyYieldCurveIDRef = item.Attributes["href"].Name; } else { forecastCurrencyYieldCurve = new PricingStructureReference(item); } } } XmlNodeList spotRateNodeList = xmlNode.SelectNodes("spotRate"); if (spotRateNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in spotRateNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { spotRateIDRef = item.Attributes["id"].Name; FxRateSet ob = FxRateSet(); IDManager.SetID(spotRateIDRef, ob); } else if (item.Attributes.ToString() == "href") { spotRateIDRef = item.Attributes["href"].Name; } else { spotRate = new FxRateSet(item); } } } XmlNodeList fxForwardCurveNodeList = xmlNode.SelectNodes("fxForwardCurve"); if (fxForwardCurveNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in fxForwardCurveNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { fxForwardCurveIDRef = item.Attributes["id"].Name; TermCurve ob = TermCurve(); IDManager.SetID(fxForwardCurveIDRef, ob); } else if (item.Attributes.ToString() == "href") { fxForwardCurveIDRef = item.Attributes["href"].Name; } else { fxForwardCurve = new TermCurve(item); } } } XmlNodeList fxForwardPointsCurveNodeList = xmlNode.SelectNodes("fxForwardPointsCurve"); if (fxForwardPointsCurveNodeList.Count > 1) { throw new Exception(); } foreach (XmlNode item in fxForwardPointsCurveNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { fxForwardPointsCurveIDRef = item.Attributes["id"].Name; TermCurve ob = TermCurve(); IDManager.SetID(fxForwardPointsCurveIDRef, ob); } else if (item.Attributes.ToString() == "href") { fxForwardPointsCurveIDRef = item.Attributes["href"].Name; } else { fxForwardPointsCurve = new TermCurve(item); } } } }