public ExercisePeriod(XmlNode xmlNode) { XmlNode earliestExerciseDateTenorNode = xmlNode.SelectSingleNode("earliestExerciseDateTenor"); if (earliestExerciseDateTenorNode != null) { if (earliestExerciseDateTenorNode.Attributes["href"] != null || earliestExerciseDateTenorNode.Attributes["id"] != null) { if (earliestExerciseDateTenorNode.Attributes["id"] != null) { earliestExerciseDateTenorIDRef_ = earliestExerciseDateTenorNode.Attributes["id"].Value; Period ob = new Period(earliestExerciseDateTenorNode); IDManager.SetID(earliestExerciseDateTenorIDRef_, ob); } else if (earliestExerciseDateTenorNode.Attributes["href"] != null) { earliestExerciseDateTenorIDRef_ = earliestExerciseDateTenorNode.Attributes["href"].Value; } else { earliestExerciseDateTenor_ = new Period(earliestExerciseDateTenorNode); } } else { earliestExerciseDateTenor_ = new Period(earliestExerciseDateTenorNode); } } XmlNode exerciseFrequencyNode = xmlNode.SelectSingleNode("exerciseFrequency"); if (exerciseFrequencyNode != null) { if (exerciseFrequencyNode.Attributes["href"] != null || exerciseFrequencyNode.Attributes["id"] != null) { if (exerciseFrequencyNode.Attributes["id"] != null) { exerciseFrequencyIDRef_ = exerciseFrequencyNode.Attributes["id"].Value; Period ob = new Period(exerciseFrequencyNode); IDManager.SetID(exerciseFrequencyIDRef_, ob); } else if (exerciseFrequencyNode.Attributes["href"] != null) { exerciseFrequencyIDRef_ = exerciseFrequencyNode.Attributes["href"].Value; } else { exerciseFrequency_ = new Period(exerciseFrequencyNode); } } else { exerciseFrequency_ = new Period(exerciseFrequencyNode); } } }
public TimeDimension(XmlNode xmlNode) { XmlNode tenorNode = xmlNode.SelectSingleNode("tenor"); if (tenorNode != null) { if (tenorNode.Attributes["href"] != null || tenorNode.Attributes["id"] != null) { if (tenorNode.Attributes["id"] != null) { tenorIDRef_ = tenorNode.Attributes["id"].Value; Period ob = new Period(tenorNode); IDManager.SetID(tenorIDRef_, ob); } else if (tenorNode.Attributes["href"] != null) { tenorIDRef_ = tenorNode.Attributes["href"].Value; } else { tenor_ = new Period(tenorNode); } } else { tenor_ = new Period(tenorNode); } } XmlNode dateNode = xmlNode.SelectSingleNode("date"); if (dateNode != null) { if (dateNode.Attributes["href"] != null || dateNode.Attributes["id"] != null) { if (dateNode.Attributes["id"] != null) { dateIDRef_ = dateNode.Attributes["id"].Value; XsdTypeDate ob = new XsdTypeDate(dateNode); IDManager.SetID(dateIDRef_, ob); } else if (dateNode.Attributes["href"] != null) { dateIDRef_ = dateNode.Attributes["href"].Value; } else { date_ = new XsdTypeDate(dateNode); } } else { date_ = new XsdTypeDate(dateNode); } } }
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 Lag(XmlNode xmlNode) { XmlNodeList lagDurationNodeList = xmlNode.SelectNodes("lagDuration"); if (lagDurationNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in lagDurationNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { lagDurationIDRef = item.Attributes["id"].Name; Period ob = Period(); IDManager.SetID(lagDurationIDRef, ob); } else if (item.Attributes.ToString() == "href") { lagDurationIDRef = item.Attributes["href"].Name; } else { lagDuration = new Period(item); } } } XmlNodeList firstObservationDateOffsetNodeList = xmlNode.SelectNodes("firstObservationDateOffset"); if (firstObservationDateOffsetNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in firstObservationDateOffsetNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { firstObservationDateOffsetIDRef = item.Attributes["id"].Name; Period ob = Period(); IDManager.SetID(firstObservationDateOffsetIDRef, ob); } else if (item.Attributes.ToString() == "href") { firstObservationDateOffsetIDRef = item.Attributes["href"].Name; } else { firstObservationDateOffset = new Period(item); } } } }
public TimeDimension(XmlNode xmlNode) { XmlNodeList tenorNodeList = xmlNode.SelectNodes("tenor"); if (tenorNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in tenorNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { tenorIDRef = item.Attributes["id"].Name; Period ob = Period(); IDManager.SetID(tenorIDRef, ob); } else if (item.Attributes.ToString() == "href") { tenorIDRef = item.Attributes["href"].Name; } else { tenor = new Period(item); } } } XmlNodeList dateNodeList = xmlNode.SelectNodes("date"); if (dateNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in dateNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { dateIDRef = item.Attributes["id"].Name; XsdTypeDate ob = XsdTypeDate(); IDManager.SetID(dateIDRef, ob); } else if (item.Attributes.ToString() == "href") { dateIDRef = item.Attributes["href"].Name; } else { date = new XsdTypeDate(item); } } } }
public ExercisePeriod(XmlNode xmlNode) { XmlNodeList earliestExerciseDateTenorNodeList = xmlNode.SelectNodes("earliestExerciseDateTenor"); if (earliestExerciseDateTenorNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in earliestExerciseDateTenorNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { earliestExerciseDateTenorIDRef = item.Attributes["id"].Name; Period ob = Period(); IDManager.SetID(earliestExerciseDateTenorIDRef, ob); } else if (item.Attributes.ToString() == "href") { earliestExerciseDateTenorIDRef = item.Attributes["href"].Name; } else { earliestExerciseDateTenor = new Period(item); } } } XmlNodeList exerciseFrequencyNodeList = xmlNode.SelectNodes("exerciseFrequency"); if (exerciseFrequencyNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in exerciseFrequencyNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { exerciseFrequencyIDRef = item.Attributes["id"].Name; Period ob = Period(); IDManager.SetID(exerciseFrequencyIDRef, ob); } else if (item.Attributes.ToString() == "href") { exerciseFrequencyIDRef = item.Attributes["href"].Name; } else { exerciseFrequency = 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 Lag(XmlNode xmlNode) { XmlNode lagDurationNode = xmlNode.SelectSingleNode("lagDuration"); if (lagDurationNode != null) { if (lagDurationNode.Attributes["href"] != null || lagDurationNode.Attributes["id"] != null) { if (lagDurationNode.Attributes["id"] != null) { lagDurationIDRef_ = lagDurationNode.Attributes["id"].Value; Period ob = new Period(lagDurationNode); IDManager.SetID(lagDurationIDRef_, ob); } else if (lagDurationNode.Attributes["href"] != null) { lagDurationIDRef_ = lagDurationNode.Attributes["href"].Value; } else { lagDuration_ = new Period(lagDurationNode); } } else { lagDuration_ = new Period(lagDurationNode); } } XmlNode firstObservationDateOffsetNode = xmlNode.SelectSingleNode("firstObservationDateOffset"); if (firstObservationDateOffsetNode != null) { if (firstObservationDateOffsetNode.Attributes["href"] != null || firstObservationDateOffsetNode.Attributes["id"] != null) { if (firstObservationDateOffsetNode.Attributes["id"] != null) { firstObservationDateOffsetIDRef_ = firstObservationDateOffsetNode.Attributes["id"].Value; Period ob = new Period(firstObservationDateOffsetNode); IDManager.SetID(firstObservationDateOffsetIDRef_, ob); } else if (firstObservationDateOffsetNode.Attributes["href"] != null) { firstObservationDateOffsetIDRef_ = firstObservationDateOffsetNode.Attributes["href"].Value; } else { firstObservationDateOffset_ = new Period(firstObservationDateOffsetNode); } } else { firstObservationDateOffset_ = new Period(firstObservationDateOffsetNode); } } }
public EarlyTerminationProvision(XmlNode xmlNode) { XmlNodeList mandatoryEarlyTerminationNodeList = xmlNode.SelectNodes("mandatoryEarlyTermination"); if (mandatoryEarlyTerminationNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in mandatoryEarlyTerminationNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { mandatoryEarlyTerminationIDRef = item.Attributes["id"].Name; MandatoryEarlyTermination ob = MandatoryEarlyTermination(); IDManager.SetID(mandatoryEarlyTerminationIDRef, ob); } else if (item.Attributes.ToString() == "href") { mandatoryEarlyTerminationIDRef = item.Attributes["href"].Name; } else { mandatoryEarlyTermination = new MandatoryEarlyTermination(item); } } } XmlNodeList mandatoryEarlyTerminationDateTenorNodeList = xmlNode.SelectNodes("mandatoryEarlyTerminationDateTenor"); if (mandatoryEarlyTerminationDateTenorNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in mandatoryEarlyTerminationDateTenorNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { mandatoryEarlyTerminationDateTenorIDRef = item.Attributes["id"].Name; Period ob = Period(); IDManager.SetID(mandatoryEarlyTerminationDateTenorIDRef, ob); } else if (item.Attributes.ToString() == "href") { mandatoryEarlyTerminationDateTenorIDRef = item.Attributes["href"].Name; } else { mandatoryEarlyTerminationDateTenor = new Period(item); } } } XmlNodeList optionalEarlyTerminationNodeList = xmlNode.SelectNodes("optionalEarlyTermination"); if (optionalEarlyTerminationNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in optionalEarlyTerminationNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { optionalEarlyTerminationIDRef = item.Attributes["id"].Name; OptionalEarlyTermination ob = OptionalEarlyTermination(); IDManager.SetID(optionalEarlyTerminationIDRef, ob); } else if (item.Attributes.ToString() == "href") { optionalEarlyTerminationIDRef = item.Attributes["href"].Name; } else { optionalEarlyTermination = new OptionalEarlyTermination(item); } } } XmlNodeList optionalEarlyTerminationParametersNodeList = xmlNode.SelectNodes("optionalEarlyTerminationParameters"); if (optionalEarlyTerminationParametersNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in optionalEarlyTerminationParametersNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { optionalEarlyTerminationParametersIDRef = item.Attributes["id"].Name; ExercisePeriod ob = ExercisePeriod(); IDManager.SetID(optionalEarlyTerminationParametersIDRef, ob); } else if (item.Attributes.ToString() == "href") { optionalEarlyTerminationParametersIDRef = item.Attributes["href"].Name; } else { optionalEarlyTerminationParameters = new ExercisePeriod(item); } } } }
public FxDigitalOption(XmlNode xmlNode) : base(xmlNode) { XmlNode effectiveDateNode = xmlNode.SelectSingleNode("effectiveDate"); if (effectiveDateNode != null) { if (effectiveDateNode.Attributes["href"] != null || effectiveDateNode.Attributes["id"] != null) { if (effectiveDateNode.Attributes["id"] != null) { effectiveDateIDRef_ = effectiveDateNode.Attributes["id"].Value; AdjustableOrRelativeDate ob = new AdjustableOrRelativeDate(effectiveDateNode); IDManager.SetID(effectiveDateIDRef_, ob); } else if (effectiveDateNode.Attributes["href"] != null) { effectiveDateIDRef_ = effectiveDateNode.Attributes["href"].Value; } else { effectiveDate_ = new AdjustableOrRelativeDate(effectiveDateNode); } } else { effectiveDate_ = new AdjustableOrRelativeDate(effectiveDateNode); } } XmlNode tenorPeriodNode = xmlNode.SelectSingleNode("tenorPeriod"); if (tenorPeriodNode != null) { if (tenorPeriodNode.Attributes["href"] != null || tenorPeriodNode.Attributes["id"] != null) { if (tenorPeriodNode.Attributes["id"] != null) { tenorPeriodIDRef_ = tenorPeriodNode.Attributes["id"].Value; Period ob = new Period(tenorPeriodNode); IDManager.SetID(tenorPeriodIDRef_, ob); } else if (tenorPeriodNode.Attributes["href"] != null) { tenorPeriodIDRef_ = tenorPeriodNode.Attributes["href"].Value; } else { tenorPeriod_ = new Period(tenorPeriodNode); } } else { tenorPeriod_ = new Period(tenorPeriodNode); } } XmlNode americanExerciseNode = xmlNode.SelectSingleNode("americanExercise"); if (americanExerciseNode != null) { if (americanExerciseNode.Attributes["href"] != null || americanExerciseNode.Attributes["id"] != null) { if (americanExerciseNode.Attributes["id"] != null) { americanExerciseIDRef_ = americanExerciseNode.Attributes["id"].Value; FxDigitalAmericanExercise ob = new FxDigitalAmericanExercise(americanExerciseNode); IDManager.SetID(americanExerciseIDRef_, ob); } else if (americanExerciseNode.Attributes["href"] != null) { americanExerciseIDRef_ = americanExerciseNode.Attributes["href"].Value; } else { americanExercise_ = new FxDigitalAmericanExercise(americanExerciseNode); } } else { americanExercise_ = new FxDigitalAmericanExercise(americanExerciseNode); } } XmlNodeList touchNodeList = xmlNode.SelectNodes("touch"); if (touchNodeList != null) { this.touch_ = new List<FxTouch>(); foreach (XmlNode item in touchNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] != null) { if (item.Attributes["id"] != null) { touchIDRef_ = item.Attributes["id"].Value; touch_.Add(new FxTouch(item)); IDManager.SetID(touchIDRef_, touch_[touch_.Count - 1 ]); } else if (item.Attributes["href"] != null) { touchIDRef_ = item.Attributes["href"].Value; } else { touch_.Add(new FxTouch(item)); } } else { touch_.Add(new FxTouch(item)); } } } XmlNode europeanExerciseNode = xmlNode.SelectSingleNode("europeanExercise"); if (europeanExerciseNode != null) { if (europeanExerciseNode.Attributes["href"] != null || europeanExerciseNode.Attributes["id"] != null) { if (europeanExerciseNode.Attributes["id"] != null) { europeanExerciseIDRef_ = europeanExerciseNode.Attributes["id"].Value; FxEuropeanExercise ob = new FxEuropeanExercise(europeanExerciseNode); IDManager.SetID(europeanExerciseIDRef_, ob); } else if (europeanExerciseNode.Attributes["href"] != null) { europeanExerciseIDRef_ = europeanExerciseNode.Attributes["href"].Value; } else { europeanExercise_ = new FxEuropeanExercise(europeanExerciseNode); } } else { europeanExercise_ = new FxEuropeanExercise(europeanExerciseNode); } } XmlNodeList triggerNodeList = xmlNode.SelectNodes("trigger"); if (triggerNodeList != null) { this.trigger_ = new List<FxTrigger>(); foreach (XmlNode item in triggerNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] != null) { if (item.Attributes["id"] != null) { triggerIDRef_ = item.Attributes["id"].Value; trigger_.Add(new FxTrigger(item)); IDManager.SetID(triggerIDRef_, trigger_[trigger_.Count - 1 ]); } else if (item.Attributes["href"] != null) { triggerIDRef_ = item.Attributes["href"].Value; } else { trigger_.Add(new FxTrigger(item)); } } else { trigger_.Add(new FxTrigger(item)); } } } XmlNode exerciseProcedureNode = xmlNode.SelectSingleNode("exerciseProcedure"); if (exerciseProcedureNode != null) { if (exerciseProcedureNode.Attributes["href"] != null || exerciseProcedureNode.Attributes["id"] != null) { if (exerciseProcedureNode.Attributes["id"] != null) { exerciseProcedureIDRef_ = exerciseProcedureNode.Attributes["id"].Value; ExerciseProcedure ob = new ExerciseProcedure(exerciseProcedureNode); IDManager.SetID(exerciseProcedureIDRef_, ob); } else if (exerciseProcedureNode.Attributes["href"] != null) { exerciseProcedureIDRef_ = exerciseProcedureNode.Attributes["href"].Value; } else { exerciseProcedure_ = new ExerciseProcedure(exerciseProcedureNode); } } else { exerciseProcedure_ = new ExerciseProcedure(exerciseProcedureNode); } } XmlNode payoutNode = xmlNode.SelectSingleNode("payout"); if (payoutNode != null) { if (payoutNode.Attributes["href"] != null || payoutNode.Attributes["id"] != null) { if (payoutNode.Attributes["id"] != null) { payoutIDRef_ = payoutNode.Attributes["id"].Value; FxOptionPayout ob = new FxOptionPayout(payoutNode); IDManager.SetID(payoutIDRef_, ob); } else if (payoutNode.Attributes["href"] != null) { payoutIDRef_ = payoutNode.Attributes["href"].Value; } else { payout_ = new FxOptionPayout(payoutNode); } } else { payout_ = new FxOptionPayout(payoutNode); } } XmlNodeList premiumNodeList = xmlNode.SelectNodes("premium"); if (premiumNodeList != null) { this.premium_ = new List<FxOptionPremium>(); foreach (XmlNode item in premiumNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] != null) { if (item.Attributes["id"] != null) { premiumIDRef_ = item.Attributes["id"].Value; premium_.Add(new FxOptionPremium(item)); IDManager.SetID(premiumIDRef_, premium_[premium_.Count - 1 ]); } else if (item.Attributes["href"] != null) { premiumIDRef_ = item.Attributes["href"].Value; } else { premium_.Add(new FxOptionPremium(item)); } } else { premium_.Add(new FxOptionPremium(item)); } } } }
public SimpleFra(XmlNode xmlNode) : base(xmlNode) { XmlNode startTermNode = xmlNode.SelectSingleNode("startTerm"); if (startTermNode != null) { if (startTermNode.Attributes["href"] != null || startTermNode.Attributes["id"] != null) { if (startTermNode.Attributes["id"] != null) { startTermIDRef_ = startTermNode.Attributes["id"].Value; Period ob = new Period(startTermNode); IDManager.SetID(startTermIDRef_, ob); } else if (startTermNode.Attributes["href"] != null) { startTermIDRef_ = startTermNode.Attributes["href"].Value; } else { startTerm_ = new Period(startTermNode); } } else { startTerm_ = new Period(startTermNode); } } XmlNode endTermNode = xmlNode.SelectSingleNode("endTerm"); if (endTermNode != null) { if (endTermNode.Attributes["href"] != null || endTermNode.Attributes["id"] != null) { if (endTermNode.Attributes["id"] != null) { endTermIDRef_ = endTermNode.Attributes["id"].Value; Period ob = new Period(endTermNode); IDManager.SetID(endTermIDRef_, ob); } else if (endTermNode.Attributes["href"] != null) { endTermIDRef_ = endTermNode.Attributes["href"].Value; } else { endTerm_ = new Period(endTermNode); } } else { endTerm_ = new Period(endTermNode); } } 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 Bond(XmlNode xmlNode) : base(xmlNode) { XmlNodeList issuerNameNodeList = xmlNode.SelectNodes("issuerName"); if (issuerNameNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in issuerNameNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { issuerNameIDRef = item.Attributes["id"].Name; XsdTypeString ob = XsdTypeString(); IDManager.SetID(issuerNameIDRef, ob); } else if (item.Attributes.ToString() == "href") { issuerNameIDRef = item.Attributes["href"].Name; } else { issuerName = new XsdTypeString(item); } } } XmlNodeList issuerPartyReferenceNodeList = xmlNode.SelectNodes("issuerPartyReference"); if (issuerPartyReferenceNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in issuerPartyReferenceNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { issuerPartyReferenceIDRef = item.Attributes["id"].Name; PartyReference ob = PartyReference(); IDManager.SetID(issuerPartyReferenceIDRef, ob); } else if (item.Attributes.ToString() == "href") { issuerPartyReferenceIDRef = item.Attributes["href"].Name; } else { issuerPartyReference = new PartyReference(item); } } } XmlNodeList seniorityNodeList = xmlNode.SelectNodes("seniority"); if (seniorityNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in seniorityNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { seniorityIDRef = item.Attributes["id"].Name; CreditSeniority ob = CreditSeniority(); IDManager.SetID(seniorityIDRef, ob); } else if (item.Attributes.ToString() == "href") { seniorityIDRef = item.Attributes["href"].Name; } else { seniority = new CreditSeniority(item); } } } XmlNodeList couponTypeNodeList = xmlNode.SelectNodes("couponType"); if (couponTypeNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in couponTypeNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { couponTypeIDRef = item.Attributes["id"].Name; CouponType ob = CouponType(); IDManager.SetID(couponTypeIDRef, ob); } else if (item.Attributes.ToString() == "href") { couponTypeIDRef = item.Attributes["href"].Name; } else { couponType = new CouponType(item); } } } XmlNodeList couponRateNodeList = xmlNode.SelectNodes("couponRate"); if (couponRateNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in couponRateNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { couponRateIDRef = item.Attributes["id"].Name; XsdTypeDecimal ob = XsdTypeDecimal(); IDManager.SetID(couponRateIDRef, ob); } else if (item.Attributes.ToString() == "href") { couponRateIDRef = item.Attributes["href"].Name; } else { couponRate = new XsdTypeDecimal(item); } } } XmlNodeList maturityNodeList = xmlNode.SelectNodes("maturity"); if (maturityNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in maturityNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { maturityIDRef = item.Attributes["id"].Name; XsdTypeDate ob = XsdTypeDate(); IDManager.SetID(maturityIDRef, ob); } else if (item.Attributes.ToString() == "href") { maturityIDRef = item.Attributes["href"].Name; } else { maturity = new XsdTypeDate(item); } } } XmlNodeList parValueNodeList = xmlNode.SelectNodes("parValue"); if (parValueNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in parValueNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { parValueIDRef = item.Attributes["id"].Name; XsdTypeDecimal ob = XsdTypeDecimal(); IDManager.SetID(parValueIDRef, ob); } else if (item.Attributes.ToString() == "href") { parValueIDRef = item.Attributes["href"].Name; } else { parValue = new XsdTypeDecimal(item); } } } XmlNodeList faceAmountNodeList = xmlNode.SelectNodes("faceAmount"); if (faceAmountNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in faceAmountNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { faceAmountIDRef = item.Attributes["id"].Name; XsdTypeDecimal ob = XsdTypeDecimal(); IDManager.SetID(faceAmountIDRef, ob); } else if (item.Attributes.ToString() == "href") { faceAmountIDRef = item.Attributes["href"].Name; } else { faceAmount = new XsdTypeDecimal(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 FxOption(XmlNode xmlNode) : base(xmlNode) { XmlNodeList effectiveDateNodeList = xmlNode.SelectNodes("effectiveDate"); if (effectiveDateNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in effectiveDateNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { effectiveDateIDRef = item.Attributes["id"].Name; AdjustableOrRelativeDate ob = AdjustableOrRelativeDate(); IDManager.SetID(effectiveDateIDRef, ob); } else if (item.Attributes.ToString() == "href") { effectiveDateIDRef = item.Attributes["href"].Name; } else { effectiveDate = new AdjustableOrRelativeDate(item); } } } XmlNodeList tenorPeriodNodeList = xmlNode.SelectNodes("tenorPeriod"); if (tenorPeriodNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in tenorPeriodNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { tenorPeriodIDRef = item.Attributes["id"].Name; Period ob = Period(); IDManager.SetID(tenorPeriodIDRef, ob); } else if (item.Attributes.ToString() == "href") { tenorPeriodIDRef = item.Attributes["href"].Name; } else { tenorPeriod = new Period(item); } } } XmlNodeList americanExerciseNodeList = xmlNode.SelectNodes("americanExercise"); if (americanExerciseNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in americanExerciseNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { americanExerciseIDRef = item.Attributes["id"].Name; FxAmericanExercise ob = FxAmericanExercise(); IDManager.SetID(americanExerciseIDRef, ob); } else if (item.Attributes.ToString() == "href") { americanExerciseIDRef = item.Attributes["href"].Name; } else { americanExercise = new FxAmericanExercise(item); } } } XmlNodeList europeanExerciseNodeList = xmlNode.SelectNodes("europeanExercise"); if (europeanExerciseNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in europeanExerciseNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { europeanExerciseIDRef = item.Attributes["id"].Name; FxEuropeanExercise ob = FxEuropeanExercise(); IDManager.SetID(europeanExerciseIDRef, ob); } else if (item.Attributes.ToString() == "href") { europeanExerciseIDRef = item.Attributes["href"].Name; } else { europeanExercise = new FxEuropeanExercise(item); } } } XmlNodeList exerciseProcedureNodeList = xmlNode.SelectNodes("exerciseProcedure"); if (exerciseProcedureNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in exerciseProcedureNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { exerciseProcedureIDRef = item.Attributes["id"].Name; ExerciseProcedure ob = ExerciseProcedure(); IDManager.SetID(exerciseProcedureIDRef, ob); } else if (item.Attributes.ToString() == "href") { exerciseProcedureIDRef = item.Attributes["href"].Name; } else { exerciseProcedure = new ExerciseProcedure(item); } } } XmlNodeList putCurrencyAmountNodeList = xmlNode.SelectNodes("putCurrencyAmount"); if (putCurrencyAmountNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in putCurrencyAmountNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { putCurrencyAmountIDRef = item.Attributes["id"].Name; NonNegativeMoney ob = NonNegativeMoney(); IDManager.SetID(putCurrencyAmountIDRef, ob); } else if (item.Attributes.ToString() == "href") { putCurrencyAmountIDRef = item.Attributes["href"].Name; } else { putCurrencyAmount = new NonNegativeMoney(item); } } } XmlNodeList callCurrencyAmountNodeList = xmlNode.SelectNodes("callCurrencyAmount"); if (callCurrencyAmountNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in callCurrencyAmountNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { callCurrencyAmountIDRef = item.Attributes["id"].Name; NonNegativeMoney ob = NonNegativeMoney(); IDManager.SetID(callCurrencyAmountIDRef, ob); } else if (item.Attributes.ToString() == "href") { callCurrencyAmountIDRef = item.Attributes["href"].Name; } else { callCurrencyAmount = new NonNegativeMoney(item); } } } XmlNodeList soldAsNodeList = xmlNode.SelectNodes("soldAs"); if (soldAsNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in soldAsNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { soldAsIDRef = item.Attributes["id"].Name; PutCallEnum ob = PutCallEnum(); IDManager.SetID(soldAsIDRef, ob); } else if (item.Attributes.ToString() == "href") { soldAsIDRef = item.Attributes["href"].Name; } else { soldAs = new PutCallEnum(item); } } } XmlNodeList strikeNodeList = xmlNode.SelectNodes("strike"); if (strikeNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in strikeNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { strikeIDRef = item.Attributes["id"].Name; FxStrikePrice ob = FxStrikePrice(); IDManager.SetID(strikeIDRef, ob); } else if (item.Attributes.ToString() == "href") { strikeIDRef = item.Attributes["href"].Name; } else { strike = new FxStrikePrice(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; PositiveDecimal ob = PositiveDecimal(); IDManager.SetID(spotRateIDRef, ob); } else if (item.Attributes.ToString() == "href") { spotRateIDRef = item.Attributes["href"].Name; } else { spotRate = new PositiveDecimal(item); } } } XmlNodeList featuresNodeList = xmlNode.SelectNodes("features"); if (featuresNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in featuresNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { featuresIDRef = item.Attributes["id"].Name; FxOptionFeatures ob = FxOptionFeatures(); IDManager.SetID(featuresIDRef, ob); } else if (item.Attributes.ToString() == "href") { featuresIDRef = item.Attributes["href"].Name; } else { features = new FxOptionFeatures(item); } } } XmlNodeList premiumNodeList = xmlNode.SelectNodes("premium"); foreach (XmlNode item in premiumNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { premiumIDRef = item.Attributes["id"].Name; List<FxOptionPremium> ob = new List<FxOptionPremium>(); ob.Add(new FxOptionPremium(item)); IDManager.SetID(premiumIDRef, ob); } else if (item.Attributes.ToString() == "href") { premiumIDRef = item.Attributes["href"].Name; } else { premium.Add(new FxOptionPremium(item)); } } } XmlNodeList cashSettlementNodeList = xmlNode.SelectNodes("cashSettlement"); if (cashSettlementNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in cashSettlementNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { cashSettlementIDRef = item.Attributes["id"].Name; FxCashSettlement ob = FxCashSettlement(); IDManager.SetID(cashSettlementIDRef, ob); } else if (item.Attributes.ToString() == "href") { cashSettlementIDRef = item.Attributes["href"].Name; } else { cashSettlement = new FxCashSettlement(item); } } } }
public SimpleFra(XmlNode xmlNode) : base(xmlNode) { XmlNodeList startTermNodeList = xmlNode.SelectNodes("startTerm"); if (startTermNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in startTermNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { startTermIDRef = item.Attributes["id"].Name; Period ob = Period(); IDManager.SetID(startTermIDRef, ob); } else if (item.Attributes.ToString() == "href") { startTermIDRef = item.Attributes["href"].Name; } else { startTerm = new Period(item); } } } XmlNodeList endTermNodeList = xmlNode.SelectNodes("endTerm"); if (endTermNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in endTermNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { endTermIDRef = item.Attributes["id"].Name; Period ob = Period(); IDManager.SetID(endTermIDRef, ob); } else if (item.Attributes.ToString() == "href") { endTermIDRef = item.Attributes["href"].Name; } else { endTerm = 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 Deposit(XmlNode xmlNode) : base(xmlNode) { 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 NotionalStepRule(XmlNode xmlNode) { XmlNode calculationPeriodDatesReferenceNode = xmlNode.SelectSingleNode("calculationPeriodDatesReference"); if (calculationPeriodDatesReferenceNode != null) { if (calculationPeriodDatesReferenceNode.Attributes["href"] != null || calculationPeriodDatesReferenceNode.Attributes["id"] != null) { if (calculationPeriodDatesReferenceNode.Attributes["id"] != null) { calculationPeriodDatesReferenceIDRef_ = calculationPeriodDatesReferenceNode.Attributes["id"].Value; CalculationPeriodDatesReference ob = new CalculationPeriodDatesReference(calculationPeriodDatesReferenceNode); IDManager.SetID(calculationPeriodDatesReferenceIDRef_, ob); } else if (calculationPeriodDatesReferenceNode.Attributes["href"] != null) { calculationPeriodDatesReferenceIDRef_ = calculationPeriodDatesReferenceNode.Attributes["href"].Value; } else { calculationPeriodDatesReference_ = new CalculationPeriodDatesReference(calculationPeriodDatesReferenceNode); } } else { calculationPeriodDatesReference_ = new CalculationPeriodDatesReference(calculationPeriodDatesReferenceNode); } } XmlNode stepFrequencyNode = xmlNode.SelectSingleNode("stepFrequency"); if (stepFrequencyNode != null) { if (stepFrequencyNode.Attributes["href"] != null || stepFrequencyNode.Attributes["id"] != null) { if (stepFrequencyNode.Attributes["id"] != null) { stepFrequencyIDRef_ = stepFrequencyNode.Attributes["id"].Value; Period ob = new Period(stepFrequencyNode); IDManager.SetID(stepFrequencyIDRef_, ob); } else if (stepFrequencyNode.Attributes["href"] != null) { stepFrequencyIDRef_ = stepFrequencyNode.Attributes["href"].Value; } else { stepFrequency_ = new Period(stepFrequencyNode); } } else { stepFrequency_ = new Period(stepFrequencyNode); } } XmlNode firstNotionalStepDateNode = xmlNode.SelectSingleNode("firstNotionalStepDate"); if (firstNotionalStepDateNode != null) { if (firstNotionalStepDateNode.Attributes["href"] != null || firstNotionalStepDateNode.Attributes["id"] != null) { if (firstNotionalStepDateNode.Attributes["id"] != null) { firstNotionalStepDateIDRef_ = firstNotionalStepDateNode.Attributes["id"].Value; XsdTypeDate ob = new XsdTypeDate(firstNotionalStepDateNode); IDManager.SetID(firstNotionalStepDateIDRef_, ob); } else if (firstNotionalStepDateNode.Attributes["href"] != null) { firstNotionalStepDateIDRef_ = firstNotionalStepDateNode.Attributes["href"].Value; } else { firstNotionalStepDate_ = new XsdTypeDate(firstNotionalStepDateNode); } } else { firstNotionalStepDate_ = new XsdTypeDate(firstNotionalStepDateNode); } } XmlNode lastNotionalStepDateNode = xmlNode.SelectSingleNode("lastNotionalStepDate"); if (lastNotionalStepDateNode != null) { if (lastNotionalStepDateNode.Attributes["href"] != null || lastNotionalStepDateNode.Attributes["id"] != null) { if (lastNotionalStepDateNode.Attributes["id"] != null) { lastNotionalStepDateIDRef_ = lastNotionalStepDateNode.Attributes["id"].Value; XsdTypeDate ob = new XsdTypeDate(lastNotionalStepDateNode); IDManager.SetID(lastNotionalStepDateIDRef_, ob); } else if (lastNotionalStepDateNode.Attributes["href"] != null) { lastNotionalStepDateIDRef_ = lastNotionalStepDateNode.Attributes["href"].Value; } else { lastNotionalStepDate_ = new XsdTypeDate(lastNotionalStepDateNode); } } else { lastNotionalStepDate_ = new XsdTypeDate(lastNotionalStepDateNode); } } XmlNode notionalStepAmountNode = xmlNode.SelectSingleNode("notionalStepAmount"); if (notionalStepAmountNode != null) { if (notionalStepAmountNode.Attributes["href"] != null || notionalStepAmountNode.Attributes["id"] != null) { if (notionalStepAmountNode.Attributes["id"] != null) { notionalStepAmountIDRef_ = notionalStepAmountNode.Attributes["id"].Value; XsdTypeDecimal ob = new XsdTypeDecimal(notionalStepAmountNode); IDManager.SetID(notionalStepAmountIDRef_, ob); } else if (notionalStepAmountNode.Attributes["href"] != null) { notionalStepAmountIDRef_ = notionalStepAmountNode.Attributes["href"].Value; } else { notionalStepAmount_ = new XsdTypeDecimal(notionalStepAmountNode); } } else { notionalStepAmount_ = new XsdTypeDecimal(notionalStepAmountNode); } } XmlNode notionalStepRateNode = xmlNode.SelectSingleNode("notionalStepRate"); if (notionalStepRateNode != null) { if (notionalStepRateNode.Attributes["href"] != null || notionalStepRateNode.Attributes["id"] != null) { if (notionalStepRateNode.Attributes["id"] != null) { notionalStepRateIDRef_ = notionalStepRateNode.Attributes["id"].Value; XsdTypeDecimal ob = new XsdTypeDecimal(notionalStepRateNode); IDManager.SetID(notionalStepRateIDRef_, ob); } else if (notionalStepRateNode.Attributes["href"] != null) { notionalStepRateIDRef_ = notionalStepRateNode.Attributes["href"].Value; } else { notionalStepRate_ = new XsdTypeDecimal(notionalStepRateNode); } } else { notionalStepRate_ = new XsdTypeDecimal(notionalStepRateNode); } } XmlNode stepRelativeToNode = xmlNode.SelectSingleNode("stepRelativeTo"); if (stepRelativeToNode != null) { if (stepRelativeToNode.Attributes["href"] != null || stepRelativeToNode.Attributes["id"] != null) { if (stepRelativeToNode.Attributes["id"] != null) { stepRelativeToIDRef_ = stepRelativeToNode.Attributes["id"].Value; StepRelativeToEnum ob = new StepRelativeToEnum(stepRelativeToNode); IDManager.SetID(stepRelativeToIDRef_, ob); } else if (stepRelativeToNode.Attributes["href"] != null) { stepRelativeToIDRef_ = stepRelativeToNode.Attributes["href"].Value; } else { stepRelativeTo_ = new StepRelativeToEnum(stepRelativeToNode); } } else { stepRelativeTo_ = new StepRelativeToEnum(stepRelativeToNode); } } }
public TermDeposit(XmlNode xmlNode) : base(xmlNode) { XmlNodeList payerPartyReferenceNodeList = xmlNode.SelectNodes("payerPartyReference"); if (payerPartyReferenceNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in payerPartyReferenceNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { payerPartyReferenceIDRef = item.Attributes["id"].Name; PartyReference ob = PartyReference(); IDManager.SetID(payerPartyReferenceIDRef, ob); } else if (item.Attributes.ToString() == "href") { payerPartyReferenceIDRef = item.Attributes["href"].Name; } else { payerPartyReference = new PartyReference(item); } } } XmlNodeList payerAccountReferenceNodeList = xmlNode.SelectNodes("payerAccountReference"); if (payerAccountReferenceNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in payerAccountReferenceNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { payerAccountReferenceIDRef = item.Attributes["id"].Name; AccountReference ob = AccountReference(); IDManager.SetID(payerAccountReferenceIDRef, ob); } else if (item.Attributes.ToString() == "href") { payerAccountReferenceIDRef = item.Attributes["href"].Name; } else { payerAccountReference = new AccountReference(item); } } } XmlNodeList receiverPartyReferenceNodeList = xmlNode.SelectNodes("receiverPartyReference"); if (receiverPartyReferenceNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in receiverPartyReferenceNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { receiverPartyReferenceIDRef = item.Attributes["id"].Name; PartyReference ob = PartyReference(); IDManager.SetID(receiverPartyReferenceIDRef, ob); } else if (item.Attributes.ToString() == "href") { receiverPartyReferenceIDRef = item.Attributes["href"].Name; } else { receiverPartyReference = new PartyReference(item); } } } XmlNodeList receiverAccountReferenceNodeList = xmlNode.SelectNodes("receiverAccountReference"); if (receiverAccountReferenceNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in receiverAccountReferenceNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { receiverAccountReferenceIDRef = item.Attributes["id"].Name; AccountReference ob = AccountReference(); IDManager.SetID(receiverAccountReferenceIDRef, ob); } else if (item.Attributes.ToString() == "href") { receiverAccountReferenceIDRef = item.Attributes["href"].Name; } else { receiverAccountReference = new AccountReference(item); } } } XmlNodeList startDateNodeList = xmlNode.SelectNodes("startDate"); if (startDateNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in startDateNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { startDateIDRef = item.Attributes["id"].Name; XsdTypeDate ob = XsdTypeDate(); IDManager.SetID(startDateIDRef, ob); } else if (item.Attributes.ToString() == "href") { startDateIDRef = item.Attributes["href"].Name; } else { startDate = new XsdTypeDate(item); } } } XmlNodeList maturityDateNodeList = xmlNode.SelectNodes("maturityDate"); if (maturityDateNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in maturityDateNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { maturityDateIDRef = item.Attributes["id"].Name; XsdTypeDate ob = XsdTypeDate(); IDManager.SetID(maturityDateIDRef, ob); } else if (item.Attributes.ToString() == "href") { maturityDateIDRef = item.Attributes["href"].Name; } else { maturityDate = new XsdTypeDate(item); } } } XmlNodeList tenorNameNodeList = xmlNode.SelectNodes("tenorName"); if (tenorNameNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in tenorNameNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { tenorNameIDRef = item.Attributes["id"].Name; XsdTypeBoolean ob = XsdTypeBoolean(); IDManager.SetID(tenorNameIDRef, ob); } else if (item.Attributes.ToString() == "href") { tenorNameIDRef = item.Attributes["href"].Name; } else { tenorName = new XsdTypeBoolean(item); } } } XmlNodeList tenorPeriodNodeList = xmlNode.SelectNodes("tenorPeriod"); if (tenorPeriodNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in tenorPeriodNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { tenorPeriodIDRef = item.Attributes["id"].Name; Period ob = Period(); IDManager.SetID(tenorPeriodIDRef, ob); } else if (item.Attributes.ToString() == "href") { tenorPeriodIDRef = item.Attributes["href"].Name; } else { tenorPeriod = new Period(item); } } } XmlNodeList principalNodeList = xmlNode.SelectNodes("principal"); if (principalNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in principalNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { principalIDRef = item.Attributes["id"].Name; PositiveMoney ob = PositiveMoney(); IDManager.SetID(principalIDRef, ob); } else if (item.Attributes.ToString() == "href") { principalIDRef = item.Attributes["href"].Name; } else { principal = new PositiveMoney(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; PositiveDecimal ob = PositiveDecimal(); IDManager.SetID(fixedRateIDRef, ob); } else if (item.Attributes.ToString() == "href") { fixedRateIDRef = item.Attributes["href"].Name; } else { fixedRate = new PositiveDecimal(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 featuresNodeList = xmlNode.SelectNodes("features"); if (featuresNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in featuresNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { featuresIDRef = item.Attributes["id"].Name; TermDepositFeatures ob = TermDepositFeatures(); IDManager.SetID(featuresIDRef, ob); } else if (item.Attributes.ToString() == "href") { featuresIDRef = item.Attributes["href"].Name; } else { features = new TermDepositFeatures(item); } } } XmlNodeList interestNodeList = xmlNode.SelectNodes("interest"); if (interestNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in interestNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { interestIDRef = item.Attributes["id"].Name; Money ob = Money(); IDManager.SetID(interestIDRef, ob); } else if (item.Attributes.ToString() == "href") { interestIDRef = item.Attributes["href"].Name; } else { interest = new Money(item); } } } XmlNodeList paymentNodeList = xmlNode.SelectNodes("payment"); foreach (XmlNode item in paymentNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { paymentIDRef = item.Attributes["id"].Name; List<Payment> ob = new List<Payment>(); ob.Add(new Payment(item)); IDManager.SetID(paymentIDRef, ob); } else if (item.Attributes.ToString() == "href") { paymentIDRef = item.Attributes["href"].Name; } else { payment.Add(new Payment(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 Mortgage(XmlNode xmlNode) : base(xmlNode) { XmlNode insurerNode = xmlNode.SelectSingleNode("insurer"); if (insurerNode != null) { if (insurerNode.Attributes["href"] != null || insurerNode.Attributes["id"] != null) { if (insurerNode.Attributes["id"] != null) { insurerIDRef_ = insurerNode.Attributes["id"].Value; LegalEntity ob = new LegalEntity(insurerNode); IDManager.SetID(insurerIDRef_, ob); } else if (insurerNode.Attributes["href"] != null) { insurerIDRef_ = insurerNode.Attributes["href"].Value; } else { insurer_ = new LegalEntity(insurerNode); } } else { insurer_ = new LegalEntity(insurerNode); } } XmlNode insurerReferenceNode = xmlNode.SelectSingleNode("insurerReference"); if (insurerReferenceNode != null) { if (insurerReferenceNode.Attributes["href"] != null || insurerReferenceNode.Attributes["id"] != null) { if (insurerReferenceNode.Attributes["id"] != null) { insurerReferenceIDRef_ = insurerReferenceNode.Attributes["id"].Value; LegalEntityReference ob = new LegalEntityReference(insurerReferenceNode); IDManager.SetID(insurerReferenceIDRef_, ob); } else if (insurerReferenceNode.Attributes["href"] != null) { insurerReferenceIDRef_ = insurerReferenceNode.Attributes["href"].Value; } else { insurerReference_ = new LegalEntityReference(insurerReferenceNode); } } else { insurerReference_ = new LegalEntityReference(insurerReferenceNode); } } XmlNode issuerNameNode = xmlNode.SelectSingleNode("issuerName"); if (issuerNameNode != null) { if (issuerNameNode.Attributes["href"] != null || issuerNameNode.Attributes["id"] != null) { if (issuerNameNode.Attributes["id"] != null) { issuerNameIDRef_ = issuerNameNode.Attributes["id"].Value; XsdTypeString ob = new XsdTypeString(issuerNameNode); IDManager.SetID(issuerNameIDRef_, ob); } else if (issuerNameNode.Attributes["href"] != null) { issuerNameIDRef_ = issuerNameNode.Attributes["href"].Value; } else { issuerName_ = new XsdTypeString(issuerNameNode); } } else { issuerName_ = new XsdTypeString(issuerNameNode); } } XmlNode issuerPartyReferenceNode = xmlNode.SelectSingleNode("issuerPartyReference"); if (issuerPartyReferenceNode != null) { if (issuerPartyReferenceNode.Attributes["href"] != null || issuerPartyReferenceNode.Attributes["id"] != null) { if (issuerPartyReferenceNode.Attributes["id"] != null) { issuerPartyReferenceIDRef_ = issuerPartyReferenceNode.Attributes["id"].Value; PartyReference ob = new PartyReference(issuerPartyReferenceNode); IDManager.SetID(issuerPartyReferenceIDRef_, ob); } else if (issuerPartyReferenceNode.Attributes["href"] != null) { issuerPartyReferenceIDRef_ = issuerPartyReferenceNode.Attributes["href"].Value; } else { issuerPartyReference_ = new PartyReference(issuerPartyReferenceNode); } } else { issuerPartyReference_ = new PartyReference(issuerPartyReferenceNode); } } XmlNode seniorityNode = xmlNode.SelectSingleNode("seniority"); if (seniorityNode != null) { if (seniorityNode.Attributes["href"] != null || seniorityNode.Attributes["id"] != null) { if (seniorityNode.Attributes["id"] != null) { seniorityIDRef_ = seniorityNode.Attributes["id"].Value; CreditSeniority ob = new CreditSeniority(seniorityNode); IDManager.SetID(seniorityIDRef_, ob); } else if (seniorityNode.Attributes["href"] != null) { seniorityIDRef_ = seniorityNode.Attributes["href"].Value; } else { seniority_ = new CreditSeniority(seniorityNode); } } else { seniority_ = new CreditSeniority(seniorityNode); } } XmlNode couponTypeNode = xmlNode.SelectSingleNode("couponType"); if (couponTypeNode != null) { if (couponTypeNode.Attributes["href"] != null || couponTypeNode.Attributes["id"] != null) { if (couponTypeNode.Attributes["id"] != null) { couponTypeIDRef_ = couponTypeNode.Attributes["id"].Value; CouponType ob = new CouponType(couponTypeNode); IDManager.SetID(couponTypeIDRef_, ob); } else if (couponTypeNode.Attributes["href"] != null) { couponTypeIDRef_ = couponTypeNode.Attributes["href"].Value; } else { couponType_ = new CouponType(couponTypeNode); } } else { couponType_ = new CouponType(couponTypeNode); } } XmlNode couponRateNode = xmlNode.SelectSingleNode("couponRate"); if (couponRateNode != null) { if (couponRateNode.Attributes["href"] != null || couponRateNode.Attributes["id"] != null) { if (couponRateNode.Attributes["id"] != null) { couponRateIDRef_ = couponRateNode.Attributes["id"].Value; XsdTypeDecimal ob = new XsdTypeDecimal(couponRateNode); IDManager.SetID(couponRateIDRef_, ob); } else if (couponRateNode.Attributes["href"] != null) { couponRateIDRef_ = couponRateNode.Attributes["href"].Value; } else { couponRate_ = new XsdTypeDecimal(couponRateNode); } } else { couponRate_ = new XsdTypeDecimal(couponRateNode); } } XmlNode maturityNode = xmlNode.SelectSingleNode("maturity"); if (maturityNode != null) { if (maturityNode.Attributes["href"] != null || maturityNode.Attributes["id"] != null) { if (maturityNode.Attributes["id"] != null) { maturityIDRef_ = maturityNode.Attributes["id"].Value; XsdTypeDate ob = new XsdTypeDate(maturityNode); IDManager.SetID(maturityIDRef_, ob); } else if (maturityNode.Attributes["href"] != null) { maturityIDRef_ = maturityNode.Attributes["href"].Value; } else { maturity_ = new XsdTypeDate(maturityNode); } } else { maturity_ = new XsdTypeDate(maturityNode); } } 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); } } XmlNode originalPrincipalAmountNode = xmlNode.SelectSingleNode("originalPrincipalAmount"); if (originalPrincipalAmountNode != null) { if (originalPrincipalAmountNode.Attributes["href"] != null || originalPrincipalAmountNode.Attributes["id"] != null) { if (originalPrincipalAmountNode.Attributes["id"] != null) { originalPrincipalAmountIDRef_ = originalPrincipalAmountNode.Attributes["id"].Value; XsdTypeDecimal ob = new XsdTypeDecimal(originalPrincipalAmountNode); IDManager.SetID(originalPrincipalAmountIDRef_, ob); } else if (originalPrincipalAmountNode.Attributes["href"] != null) { originalPrincipalAmountIDRef_ = originalPrincipalAmountNode.Attributes["href"].Value; } else { originalPrincipalAmount_ = new XsdTypeDecimal(originalPrincipalAmountNode); } } else { originalPrincipalAmount_ = new XsdTypeDecimal(originalPrincipalAmountNode); } } XmlNode poolNode = xmlNode.SelectSingleNode("pool"); if (poolNode != null) { if (poolNode.Attributes["href"] != null || poolNode.Attributes["id"] != null) { if (poolNode.Attributes["id"] != null) { poolIDRef_ = poolNode.Attributes["id"].Value; AssetPool ob = new AssetPool(poolNode); IDManager.SetID(poolIDRef_, ob); } else if (poolNode.Attributes["href"] != null) { poolIDRef_ = poolNode.Attributes["href"].Value; } else { pool_ = new AssetPool(poolNode); } } else { pool_ = new AssetPool(poolNode); } } XmlNode sectorNode = xmlNode.SelectSingleNode("sector"); if (sectorNode != null) { if (sectorNode.Attributes["href"] != null || sectorNode.Attributes["id"] != null) { if (sectorNode.Attributes["id"] != null) { sectorIDRef_ = sectorNode.Attributes["id"].Value; MortgageSector ob = new MortgageSector(sectorNode); IDManager.SetID(sectorIDRef_, ob); } else if (sectorNode.Attributes["href"] != null) { sectorIDRef_ = sectorNode.Attributes["href"].Value; } else { sector_ = new MortgageSector(sectorNode); } } else { sector_ = new MortgageSector(sectorNode); } } XmlNode trancheNode = xmlNode.SelectSingleNode("tranche"); if (trancheNode != null) { if (trancheNode.Attributes["href"] != null || trancheNode.Attributes["id"] != null) { if (trancheNode.Attributes["id"] != null) { trancheIDRef_ = trancheNode.Attributes["id"].Value; XsdTypeToken ob = new XsdTypeToken(trancheNode); IDManager.SetID(trancheIDRef_, ob); } else if (trancheNode.Attributes["href"] != null) { trancheIDRef_ = trancheNode.Attributes["href"].Value; } else { tranche_ = new XsdTypeToken(trancheNode); } } else { tranche_ = new XsdTypeToken(trancheNode); } } }
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 EarlyTerminationProvision(XmlNode xmlNode) { XmlNode mandatoryEarlyTerminationNode = xmlNode.SelectSingleNode("mandatoryEarlyTermination"); if (mandatoryEarlyTerminationNode != null) { if (mandatoryEarlyTerminationNode.Attributes["href"] != null || mandatoryEarlyTerminationNode.Attributes["id"] != null) { if (mandatoryEarlyTerminationNode.Attributes["id"] != null) { mandatoryEarlyTerminationIDRef_ = mandatoryEarlyTerminationNode.Attributes["id"].Value; MandatoryEarlyTermination ob = new MandatoryEarlyTermination(mandatoryEarlyTerminationNode); IDManager.SetID(mandatoryEarlyTerminationIDRef_, ob); } else if (mandatoryEarlyTerminationNode.Attributes["href"] != null) { mandatoryEarlyTerminationIDRef_ = mandatoryEarlyTerminationNode.Attributes["href"].Value; } else { mandatoryEarlyTermination_ = new MandatoryEarlyTermination(mandatoryEarlyTerminationNode); } } else { mandatoryEarlyTermination_ = new MandatoryEarlyTermination(mandatoryEarlyTerminationNode); } } XmlNode mandatoryEarlyTerminationDateTenorNode = xmlNode.SelectSingleNode("mandatoryEarlyTerminationDateTenor"); if (mandatoryEarlyTerminationDateTenorNode != null) { if (mandatoryEarlyTerminationDateTenorNode.Attributes["href"] != null || mandatoryEarlyTerminationDateTenorNode.Attributes["id"] != null) { if (mandatoryEarlyTerminationDateTenorNode.Attributes["id"] != null) { mandatoryEarlyTerminationDateTenorIDRef_ = mandatoryEarlyTerminationDateTenorNode.Attributes["id"].Value; Period ob = new Period(mandatoryEarlyTerminationDateTenorNode); IDManager.SetID(mandatoryEarlyTerminationDateTenorIDRef_, ob); } else if (mandatoryEarlyTerminationDateTenorNode.Attributes["href"] != null) { mandatoryEarlyTerminationDateTenorIDRef_ = mandatoryEarlyTerminationDateTenorNode.Attributes["href"].Value; } else { mandatoryEarlyTerminationDateTenor_ = new Period(mandatoryEarlyTerminationDateTenorNode); } } else { mandatoryEarlyTerminationDateTenor_ = new Period(mandatoryEarlyTerminationDateTenorNode); } } XmlNode optionalEarlyTerminationNode = xmlNode.SelectSingleNode("optionalEarlyTermination"); if (optionalEarlyTerminationNode != null) { if (optionalEarlyTerminationNode.Attributes["href"] != null || optionalEarlyTerminationNode.Attributes["id"] != null) { if (optionalEarlyTerminationNode.Attributes["id"] != null) { optionalEarlyTerminationIDRef_ = optionalEarlyTerminationNode.Attributes["id"].Value; OptionalEarlyTermination ob = new OptionalEarlyTermination(optionalEarlyTerminationNode); IDManager.SetID(optionalEarlyTerminationIDRef_, ob); } else if (optionalEarlyTerminationNode.Attributes["href"] != null) { optionalEarlyTerminationIDRef_ = optionalEarlyTerminationNode.Attributes["href"].Value; } else { optionalEarlyTermination_ = new OptionalEarlyTermination(optionalEarlyTerminationNode); } } else { optionalEarlyTermination_ = new OptionalEarlyTermination(optionalEarlyTerminationNode); } } XmlNode optionalEarlyTerminationParametersNode = xmlNode.SelectSingleNode("optionalEarlyTerminationParameters"); if (optionalEarlyTerminationParametersNode != null) { if (optionalEarlyTerminationParametersNode.Attributes["href"] != null || optionalEarlyTerminationParametersNode.Attributes["id"] != null) { if (optionalEarlyTerminationParametersNode.Attributes["id"] != null) { optionalEarlyTerminationParametersIDRef_ = optionalEarlyTerminationParametersNode.Attributes["id"].Value; ExercisePeriod ob = new ExercisePeriod(optionalEarlyTerminationParametersNode); IDManager.SetID(optionalEarlyTerminationParametersIDRef_, ob); } else if (optionalEarlyTerminationParametersNode.Attributes["href"] != null) { optionalEarlyTerminationParametersIDRef_ = optionalEarlyTerminationParametersNode.Attributes["href"].Value; } else { optionalEarlyTerminationParameters_ = new ExercisePeriod(optionalEarlyTerminationParametersNode); } } else { optionalEarlyTerminationParameters_ = new ExercisePeriod(optionalEarlyTerminationParametersNode); } } }
public FxDigitalOption(XmlNode xmlNode) : base(xmlNode) { XmlNodeList effectiveDateNodeList = xmlNode.SelectNodes("effectiveDate"); if (effectiveDateNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in effectiveDateNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { effectiveDateIDRef = item.Attributes["id"].Name; AdjustableOrRelativeDate ob = AdjustableOrRelativeDate(); IDManager.SetID(effectiveDateIDRef, ob); } else if (item.Attributes.ToString() == "href") { effectiveDateIDRef = item.Attributes["href"].Name; } else { effectiveDate = new AdjustableOrRelativeDate(item); } } } XmlNodeList tenorPeriodNodeList = xmlNode.SelectNodes("tenorPeriod"); if (tenorPeriodNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in tenorPeriodNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { tenorPeriodIDRef = item.Attributes["id"].Name; Period ob = Period(); IDManager.SetID(tenorPeriodIDRef, ob); } else if (item.Attributes.ToString() == "href") { tenorPeriodIDRef = item.Attributes["href"].Name; } else { tenorPeriod = new Period(item); } } } XmlNodeList americanExerciseNodeList = xmlNode.SelectNodes("americanExercise"); if (americanExerciseNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in americanExerciseNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { americanExerciseIDRef = item.Attributes["id"].Name; FxDigitalAmericanExercise ob = FxDigitalAmericanExercise(); IDManager.SetID(americanExerciseIDRef, ob); } else if (item.Attributes.ToString() == "href") { americanExerciseIDRef = item.Attributes["href"].Name; } else { americanExercise = new FxDigitalAmericanExercise(item); } } } XmlNodeList touchNodeList = xmlNode.SelectNodes("touch"); foreach (XmlNode item in touchNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { touchIDRef = item.Attributes["id"].Name; List<FxTouch> ob = new List<FxTouch>(); ob.Add(new FxTouch(item)); IDManager.SetID(touchIDRef, ob); } else if (item.Attributes.ToString() == "href") { touchIDRef = item.Attributes["href"].Name; } else { touch.Add(new FxTouch(item)); } } } XmlNodeList europeanExerciseNodeList = xmlNode.SelectNodes("europeanExercise"); if (europeanExerciseNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in europeanExerciseNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { europeanExerciseIDRef = item.Attributes["id"].Name; FxEuropeanExercise ob = FxEuropeanExercise(); IDManager.SetID(europeanExerciseIDRef, ob); } else if (item.Attributes.ToString() == "href") { europeanExerciseIDRef = item.Attributes["href"].Name; } else { europeanExercise = new FxEuropeanExercise(item); } } } XmlNodeList triggerNodeList = xmlNode.SelectNodes("trigger"); foreach (XmlNode item in triggerNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { triggerIDRef = item.Attributes["id"].Name; List<FxTrigger> ob = new List<FxTrigger>(); ob.Add(new FxTrigger(item)); IDManager.SetID(triggerIDRef, ob); } else if (item.Attributes.ToString() == "href") { triggerIDRef = item.Attributes["href"].Name; } else { trigger.Add(new FxTrigger(item)); } } } XmlNodeList exerciseProcedureNodeList = xmlNode.SelectNodes("exerciseProcedure"); if (exerciseProcedureNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in exerciseProcedureNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { exerciseProcedureIDRef = item.Attributes["id"].Name; ExerciseProcedure ob = ExerciseProcedure(); IDManager.SetID(exerciseProcedureIDRef, ob); } else if (item.Attributes.ToString() == "href") { exerciseProcedureIDRef = item.Attributes["href"].Name; } else { exerciseProcedure = new ExerciseProcedure(item); } } } XmlNodeList payoutNodeList = xmlNode.SelectNodes("payout"); if (payoutNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in payoutNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { payoutIDRef = item.Attributes["id"].Name; FxOptionPayout ob = FxOptionPayout(); IDManager.SetID(payoutIDRef, ob); } else if (item.Attributes.ToString() == "href") { payoutIDRef = item.Attributes["href"].Name; } else { payout = new FxOptionPayout(item); } } } XmlNodeList premiumNodeList = xmlNode.SelectNodes("premium"); foreach (XmlNode item in premiumNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { premiumIDRef = item.Attributes["id"].Name; List<FxOptionPremium> ob = new List<FxOptionPremium>(); ob.Add(new FxOptionPremium(item)); IDManager.SetID(premiumIDRef, ob); } else if (item.Attributes.ToString() == "href") { premiumIDRef = item.Attributes["href"].Name; } else { premium.Add(new FxOptionPremium(item)); } } } }
public SimpleCreditDefaultSwap(XmlNode xmlNode) : base(xmlNode) { XmlNodeList referenceEntityNodeList = xmlNode.SelectNodes("referenceEntity"); if (referenceEntityNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in referenceEntityNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { referenceEntityIDRef = item.Attributes["id"].Name; LegalEntity ob = LegalEntity(); IDManager.SetID(referenceEntityIDRef, ob); } else if (item.Attributes.ToString() == "href") { referenceEntityIDRef = item.Attributes["href"].Name; } else { referenceEntity = new LegalEntity(item); } } } XmlNodeList creditEntityReferenceNodeList = xmlNode.SelectNodes("creditEntityReference"); if (creditEntityReferenceNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in creditEntityReferenceNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { creditEntityReferenceIDRef = item.Attributes["id"].Name; LegalEntityReference ob = LegalEntityReference(); IDManager.SetID(creditEntityReferenceIDRef, ob); } else if (item.Attributes.ToString() == "href") { creditEntityReferenceIDRef = item.Attributes["href"].Name; } else { creditEntityReference = new LegalEntityReference(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); } } } }
public TermDeposit(XmlNode xmlNode) : base(xmlNode) { XmlNode payerPartyReferenceNode = xmlNode.SelectSingleNode("payerPartyReference"); if (payerPartyReferenceNode != null) { if (payerPartyReferenceNode.Attributes["href"] != null || payerPartyReferenceNode.Attributes["id"] != null) { if (payerPartyReferenceNode.Attributes["id"] != null) { payerPartyReferenceIDRef_ = payerPartyReferenceNode.Attributes["id"].Value; PartyReference ob = new PartyReference(payerPartyReferenceNode); IDManager.SetID(payerPartyReferenceIDRef_, ob); } else if (payerPartyReferenceNode.Attributes["href"] != null) { payerPartyReferenceIDRef_ = payerPartyReferenceNode.Attributes["href"].Value; } else { payerPartyReference_ = new PartyReference(payerPartyReferenceNode); } } else { payerPartyReference_ = new PartyReference(payerPartyReferenceNode); } } XmlNode payerAccountReferenceNode = xmlNode.SelectSingleNode("payerAccountReference"); if (payerAccountReferenceNode != null) { if (payerAccountReferenceNode.Attributes["href"] != null || payerAccountReferenceNode.Attributes["id"] != null) { if (payerAccountReferenceNode.Attributes["id"] != null) { payerAccountReferenceIDRef_ = payerAccountReferenceNode.Attributes["id"].Value; AccountReference ob = new AccountReference(payerAccountReferenceNode); IDManager.SetID(payerAccountReferenceIDRef_, ob); } else if (payerAccountReferenceNode.Attributes["href"] != null) { payerAccountReferenceIDRef_ = payerAccountReferenceNode.Attributes["href"].Value; } else { payerAccountReference_ = new AccountReference(payerAccountReferenceNode); } } else { payerAccountReference_ = new AccountReference(payerAccountReferenceNode); } } XmlNode receiverPartyReferenceNode = xmlNode.SelectSingleNode("receiverPartyReference"); if (receiverPartyReferenceNode != null) { if (receiverPartyReferenceNode.Attributes["href"] != null || receiverPartyReferenceNode.Attributes["id"] != null) { if (receiverPartyReferenceNode.Attributes["id"] != null) { receiverPartyReferenceIDRef_ = receiverPartyReferenceNode.Attributes["id"].Value; PartyReference ob = new PartyReference(receiverPartyReferenceNode); IDManager.SetID(receiverPartyReferenceIDRef_, ob); } else if (receiverPartyReferenceNode.Attributes["href"] != null) { receiverPartyReferenceIDRef_ = receiverPartyReferenceNode.Attributes["href"].Value; } else { receiverPartyReference_ = new PartyReference(receiverPartyReferenceNode); } } else { receiverPartyReference_ = new PartyReference(receiverPartyReferenceNode); } } XmlNode receiverAccountReferenceNode = xmlNode.SelectSingleNode("receiverAccountReference"); if (receiverAccountReferenceNode != null) { if (receiverAccountReferenceNode.Attributes["href"] != null || receiverAccountReferenceNode.Attributes["id"] != null) { if (receiverAccountReferenceNode.Attributes["id"] != null) { receiverAccountReferenceIDRef_ = receiverAccountReferenceNode.Attributes["id"].Value; AccountReference ob = new AccountReference(receiverAccountReferenceNode); IDManager.SetID(receiverAccountReferenceIDRef_, ob); } else if (receiverAccountReferenceNode.Attributes["href"] != null) { receiverAccountReferenceIDRef_ = receiverAccountReferenceNode.Attributes["href"].Value; } else { receiverAccountReference_ = new AccountReference(receiverAccountReferenceNode); } } else { receiverAccountReference_ = new AccountReference(receiverAccountReferenceNode); } } XmlNode startDateNode = xmlNode.SelectSingleNode("startDate"); if (startDateNode != null) { if (startDateNode.Attributes["href"] != null || startDateNode.Attributes["id"] != null) { if (startDateNode.Attributes["id"] != null) { startDateIDRef_ = startDateNode.Attributes["id"].Value; XsdTypeDate ob = new XsdTypeDate(startDateNode); IDManager.SetID(startDateIDRef_, ob); } else if (startDateNode.Attributes["href"] != null) { startDateIDRef_ = startDateNode.Attributes["href"].Value; } else { startDate_ = new XsdTypeDate(startDateNode); } } else { startDate_ = new XsdTypeDate(startDateNode); } } XmlNode maturityDateNode = xmlNode.SelectSingleNode("maturityDate"); if (maturityDateNode != null) { if (maturityDateNode.Attributes["href"] != null || maturityDateNode.Attributes["id"] != null) { if (maturityDateNode.Attributes["id"] != null) { maturityDateIDRef_ = maturityDateNode.Attributes["id"].Value; XsdTypeDate ob = new XsdTypeDate(maturityDateNode); IDManager.SetID(maturityDateIDRef_, ob); } else if (maturityDateNode.Attributes["href"] != null) { maturityDateIDRef_ = maturityDateNode.Attributes["href"].Value; } else { maturityDate_ = new XsdTypeDate(maturityDateNode); } } else { maturityDate_ = new XsdTypeDate(maturityDateNode); } } XmlNode tenorNameNode = xmlNode.SelectSingleNode("tenorName"); if (tenorNameNode != null) { if (tenorNameNode.Attributes["href"] != null || tenorNameNode.Attributes["id"] != null) { if (tenorNameNode.Attributes["id"] != null) { tenorNameIDRef_ = tenorNameNode.Attributes["id"].Value; XsdTypeBoolean ob = new XsdTypeBoolean(tenorNameNode); IDManager.SetID(tenorNameIDRef_, ob); } else if (tenorNameNode.Attributes["href"] != null) { tenorNameIDRef_ = tenorNameNode.Attributes["href"].Value; } else { tenorName_ = new XsdTypeBoolean(tenorNameNode); } } else { tenorName_ = new XsdTypeBoolean(tenorNameNode); } } XmlNode tenorPeriodNode = xmlNode.SelectSingleNode("tenorPeriod"); if (tenorPeriodNode != null) { if (tenorPeriodNode.Attributes["href"] != null || tenorPeriodNode.Attributes["id"] != null) { if (tenorPeriodNode.Attributes["id"] != null) { tenorPeriodIDRef_ = tenorPeriodNode.Attributes["id"].Value; Period ob = new Period(tenorPeriodNode); IDManager.SetID(tenorPeriodIDRef_, ob); } else if (tenorPeriodNode.Attributes["href"] != null) { tenorPeriodIDRef_ = tenorPeriodNode.Attributes["href"].Value; } else { tenorPeriod_ = new Period(tenorPeriodNode); } } else { tenorPeriod_ = new Period(tenorPeriodNode); } } XmlNode principalNode = xmlNode.SelectSingleNode("principal"); if (principalNode != null) { if (principalNode.Attributes["href"] != null || principalNode.Attributes["id"] != null) { if (principalNode.Attributes["id"] != null) { principalIDRef_ = principalNode.Attributes["id"].Value; PositiveMoney ob = new PositiveMoney(principalNode); IDManager.SetID(principalIDRef_, ob); } else if (principalNode.Attributes["href"] != null) { principalIDRef_ = principalNode.Attributes["href"].Value; } else { principal_ = new PositiveMoney(principalNode); } } else { principal_ = new PositiveMoney(principalNode); } } 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; PositiveDecimal ob = new PositiveDecimal(fixedRateNode); IDManager.SetID(fixedRateIDRef_, ob); } else if (fixedRateNode.Attributes["href"] != null) { fixedRateIDRef_ = fixedRateNode.Attributes["href"].Value; } else { fixedRate_ = new PositiveDecimal(fixedRateNode); } } else { fixedRate_ = new PositiveDecimal(fixedRateNode); } } 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 featuresNode = xmlNode.SelectSingleNode("features"); if (featuresNode != null) { if (featuresNode.Attributes["href"] != null || featuresNode.Attributes["id"] != null) { if (featuresNode.Attributes["id"] != null) { featuresIDRef_ = featuresNode.Attributes["id"].Value; TermDepositFeatures ob = new TermDepositFeatures(featuresNode); IDManager.SetID(featuresIDRef_, ob); } else if (featuresNode.Attributes["href"] != null) { featuresIDRef_ = featuresNode.Attributes["href"].Value; } else { features_ = new TermDepositFeatures(featuresNode); } } else { features_ = new TermDepositFeatures(featuresNode); } } XmlNode interestNode = xmlNode.SelectSingleNode("interest"); if (interestNode != null) { if (interestNode.Attributes["href"] != null || interestNode.Attributes["id"] != null) { if (interestNode.Attributes["id"] != null) { interestIDRef_ = interestNode.Attributes["id"].Value; Money ob = new Money(interestNode); IDManager.SetID(interestIDRef_, ob); } else if (interestNode.Attributes["href"] != null) { interestIDRef_ = interestNode.Attributes["href"].Value; } else { interest_ = new Money(interestNode); } } else { interest_ = new Money(interestNode); } } XmlNodeList paymentNodeList = xmlNode.SelectNodes("payment"); if (paymentNodeList != null) { this.payment_ = new List<Payment>(); foreach (XmlNode item in paymentNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] != null) { if (item.Attributes["id"] != null) { paymentIDRef_ = item.Attributes["id"].Value; payment_.Add(new Payment(item)); IDManager.SetID(paymentIDRef_, payment_[payment_.Count - 1 ]); } else if (item.Attributes["href"] != null) { paymentIDRef_ = item.Attributes["href"].Value; } else { payment_.Add(new Payment(item)); } } else { payment_.Add(new Payment(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 FxSingleLeg(XmlNode xmlNode) : base(xmlNode) { XmlNodeList exchangedCurrency1NodeList = xmlNode.SelectNodes("exchangedCurrency1"); if (exchangedCurrency1NodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in exchangedCurrency1NodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { exchangedCurrency1IDRef = item.Attributes["id"].Name; Payment ob = Payment(); IDManager.SetID(exchangedCurrency1IDRef, ob); } else if (item.Attributes.ToString() == "href") { exchangedCurrency1IDRef = item.Attributes["href"].Name; } else { exchangedCurrency1 = new Payment(item); } } } XmlNodeList exchangedCurrency2NodeList = xmlNode.SelectNodes("exchangedCurrency2"); if (exchangedCurrency2NodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in exchangedCurrency2NodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { exchangedCurrency2IDRef = item.Attributes["id"].Name; Payment ob = Payment(); IDManager.SetID(exchangedCurrency2IDRef, ob); } else if (item.Attributes.ToString() == "href") { exchangedCurrency2IDRef = item.Attributes["href"].Name; } else { exchangedCurrency2 = new Payment(item); } } } XmlNodeList dealtCurrencyNodeList = xmlNode.SelectNodes("dealtCurrency"); if (dealtCurrencyNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in dealtCurrencyNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { dealtCurrencyIDRef = item.Attributes["id"].Name; DealtCurrencyEnum ob = DealtCurrencyEnum(); IDManager.SetID(dealtCurrencyIDRef, ob); } else if (item.Attributes.ToString() == "href") { dealtCurrencyIDRef = item.Attributes["href"].Name; } else { dealtCurrency = new DealtCurrencyEnum(item); } } } XmlNodeList tenorNameNodeList = xmlNode.SelectNodes("tenorName"); if (tenorNameNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in tenorNameNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { tenorNameIDRef = item.Attributes["id"].Name; XsdTypeBoolean ob = XsdTypeBoolean(); IDManager.SetID(tenorNameIDRef, ob); } else if (item.Attributes.ToString() == "href") { tenorNameIDRef = item.Attributes["href"].Name; } else { tenorName = new XsdTypeBoolean(item); } } } XmlNodeList tenorPeriodNodeList = xmlNode.SelectNodes("tenorPeriod"); if (tenorPeriodNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in tenorPeriodNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { tenorPeriodIDRef = item.Attributes["id"].Name; Period ob = Period(); IDManager.SetID(tenorPeriodIDRef, ob); } else if (item.Attributes.ToString() == "href") { tenorPeriodIDRef = item.Attributes["href"].Name; } else { tenorPeriod = new Period(item); } } } XmlNodeList valueDateNodeList = xmlNode.SelectNodes("valueDate"); if (valueDateNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in valueDateNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { valueDateIDRef = item.Attributes["id"].Name; XsdTypeDate ob = XsdTypeDate(); IDManager.SetID(valueDateIDRef, ob); } else if (item.Attributes.ToString() == "href") { valueDateIDRef = item.Attributes["href"].Name; } else { valueDate = new XsdTypeDate(item); } } } XmlNodeList currency1ValueDateNodeList = xmlNode.SelectNodes("currency1ValueDate"); if (currency1ValueDateNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in currency1ValueDateNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { currency1ValueDateIDRef = item.Attributes["id"].Name; XsdTypeDate ob = XsdTypeDate(); IDManager.SetID(currency1ValueDateIDRef, ob); } else if (item.Attributes.ToString() == "href") { currency1ValueDateIDRef = item.Attributes["href"].Name; } else { currency1ValueDate = new XsdTypeDate(item); } } } XmlNodeList currency2ValueDateNodeList = xmlNode.SelectNodes("currency2ValueDate"); if (currency2ValueDateNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in currency2ValueDateNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { currency2ValueDateIDRef = item.Attributes["id"].Name; XsdTypeDate ob = XsdTypeDate(); IDManager.SetID(currency2ValueDateIDRef, ob); } else if (item.Attributes.ToString() == "href") { currency2ValueDateIDRef = item.Attributes["href"].Name; } else { currency2ValueDate = new XsdTypeDate(item); } } } XmlNodeList exchangeRateNodeList = xmlNode.SelectNodes("exchangeRate"); if (exchangeRateNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in exchangeRateNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { exchangeRateIDRef = item.Attributes["id"].Name; ExchangeRate ob = ExchangeRate(); IDManager.SetID(exchangeRateIDRef, ob); } else if (item.Attributes.ToString() == "href") { exchangeRateIDRef = item.Attributes["href"].Name; } else { exchangeRate = new ExchangeRate(item); } } } XmlNodeList nonDeliverableSettlementNodeList = xmlNode.SelectNodes("nonDeliverableSettlement"); if (nonDeliverableSettlementNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in nonDeliverableSettlementNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { nonDeliverableSettlementIDRef = item.Attributes["id"].Name; FxCashSettlement ob = FxCashSettlement(); IDManager.SetID(nonDeliverableSettlementIDRef, ob); } else if (item.Attributes.ToString() == "href") { nonDeliverableSettlementIDRef = item.Attributes["href"].Name; } else { nonDeliverableSettlement = new FxCashSettlement(item); } } } }
public WeatherLegCalculation(XmlNode xmlNode) { XmlNode settlementLevelNode = xmlNode.SelectSingleNode("settlementLevel"); if (settlementLevelNode != null) { if (settlementLevelNode.Attributes["href"] != null || settlementLevelNode.Attributes["id"] != null) { if (settlementLevelNode.Attributes["id"] != null) { settlementLevelIDRef_ = settlementLevelNode.Attributes["id"].Value; WeatherSettlementLevelEnum ob = new WeatherSettlementLevelEnum(settlementLevelNode); IDManager.SetID(settlementLevelIDRef_, ob); } else if (settlementLevelNode.Attributes["href"] != null) { settlementLevelIDRef_ = settlementLevelNode.Attributes["href"].Value; } else { settlementLevel_ = new WeatherSettlementLevelEnum(settlementLevelNode); } } else { settlementLevel_ = new WeatherSettlementLevelEnum(settlementLevelNode); } } XmlNode referenceLevelEqualsZeroNode = xmlNode.SelectSingleNode("referenceLevelEqualsZero"); if (referenceLevelEqualsZeroNode != null) { if (referenceLevelEqualsZeroNode.Attributes["href"] != null || referenceLevelEqualsZeroNode.Attributes["id"] != null) { if (referenceLevelEqualsZeroNode.Attributes["id"] != null) { referenceLevelEqualsZeroIDRef_ = referenceLevelEqualsZeroNode.Attributes["id"].Value; XsdTypeBoolean ob = new XsdTypeBoolean(referenceLevelEqualsZeroNode); IDManager.SetID(referenceLevelEqualsZeroIDRef_, ob); } else if (referenceLevelEqualsZeroNode.Attributes["href"] != null) { referenceLevelEqualsZeroIDRef_ = referenceLevelEqualsZeroNode.Attributes["href"].Value; } else { referenceLevelEqualsZero_ = new XsdTypeBoolean(referenceLevelEqualsZeroNode); } } else { referenceLevelEqualsZero_ = new XsdTypeBoolean(referenceLevelEqualsZeroNode); } } XmlNode calculationDateNode = xmlNode.SelectSingleNode("calculationDate"); if (calculationDateNode != null) { if (calculationDateNode.Attributes["href"] != null || calculationDateNode.Attributes["id"] != null) { if (calculationDateNode.Attributes["id"] != null) { calculationDateIDRef_ = calculationDateNode.Attributes["id"].Value; Period ob = new Period(calculationDateNode); IDManager.SetID(calculationDateIDRef_, ob); } else if (calculationDateNode.Attributes["href"] != null) { calculationDateIDRef_ = calculationDateNode.Attributes["href"].Value; } else { calculationDate_ = new Period(calculationDateNode); } } else { calculationDate_ = new Period(calculationDateNode); } } XmlNode businessDaysNode = xmlNode.SelectSingleNode("businessDays"); if (businessDaysNode != null) { if (businessDaysNode.Attributes["href"] != null || businessDaysNode.Attributes["id"] != null) { if (businessDaysNode.Attributes["id"] != null) { businessDaysIDRef_ = businessDaysNode.Attributes["id"].Value; BusinessCenter ob = new BusinessCenter(businessDaysNode); IDManager.SetID(businessDaysIDRef_, ob); } else if (businessDaysNode.Attributes["href"] != null) { businessDaysIDRef_ = businessDaysNode.Attributes["href"].Value; } else { businessDays_ = new BusinessCenter(businessDaysNode); } } else { businessDays_ = new BusinessCenter(businessDaysNode); } } XmlNode dataCorrectionNode = xmlNode.SelectSingleNode("dataCorrection"); if (dataCorrectionNode != null) { if (dataCorrectionNode.Attributes["href"] != null || dataCorrectionNode.Attributes["id"] != null) { if (dataCorrectionNode.Attributes["id"] != null) { dataCorrectionIDRef_ = dataCorrectionNode.Attributes["id"].Value; XsdTypeBoolean ob = new XsdTypeBoolean(dataCorrectionNode); IDManager.SetID(dataCorrectionIDRef_, ob); } else if (dataCorrectionNode.Attributes["href"] != null) { dataCorrectionIDRef_ = dataCorrectionNode.Attributes["href"].Value; } else { dataCorrection_ = new XsdTypeBoolean(dataCorrectionNode); } } else { dataCorrection_ = new XsdTypeBoolean(dataCorrectionNode); } } XmlNode correctionPeriodNode = xmlNode.SelectSingleNode("correctionPeriod"); if (correctionPeriodNode != null) { if (correctionPeriodNode.Attributes["href"] != null || correctionPeriodNode.Attributes["id"] != null) { if (correctionPeriodNode.Attributes["id"] != null) { correctionPeriodIDRef_ = correctionPeriodNode.Attributes["id"].Value; Period ob = new Period(correctionPeriodNode); IDManager.SetID(correctionPeriodIDRef_, ob); } else if (correctionPeriodNode.Attributes["href"] != null) { correctionPeriodIDRef_ = correctionPeriodNode.Attributes["href"].Value; } else { correctionPeriod_ = new Period(correctionPeriodNode); } } else { correctionPeriod_ = new Period(correctionPeriodNode); } } XmlNode maximumPaymentAmountNode = xmlNode.SelectSingleNode("maximumPaymentAmount"); if (maximumPaymentAmountNode != null) { if (maximumPaymentAmountNode.Attributes["href"] != null || maximumPaymentAmountNode.Attributes["id"] != null) { if (maximumPaymentAmountNode.Attributes["id"] != null) { maximumPaymentAmountIDRef_ = maximumPaymentAmountNode.Attributes["id"].Value; NonNegativeMoney ob = new NonNegativeMoney(maximumPaymentAmountNode); IDManager.SetID(maximumPaymentAmountIDRef_, ob); } else if (maximumPaymentAmountNode.Attributes["href"] != null) { maximumPaymentAmountIDRef_ = maximumPaymentAmountNode.Attributes["href"].Value; } else { maximumPaymentAmount_ = new NonNegativeMoney(maximumPaymentAmountNode); } } else { maximumPaymentAmount_ = new NonNegativeMoney(maximumPaymentAmountNode); } } XmlNode maximumTransactionPaymentAmountNode = xmlNode.SelectSingleNode("maximumTransactionPaymentAmount"); if (maximumTransactionPaymentAmountNode != null) { if (maximumTransactionPaymentAmountNode.Attributes["href"] != null || maximumTransactionPaymentAmountNode.Attributes["id"] != null) { if (maximumTransactionPaymentAmountNode.Attributes["id"] != null) { maximumTransactionPaymentAmountIDRef_ = maximumTransactionPaymentAmountNode.Attributes["id"].Value; NonNegativeMoney ob = new NonNegativeMoney(maximumTransactionPaymentAmountNode); IDManager.SetID(maximumTransactionPaymentAmountIDRef_, ob); } else if (maximumTransactionPaymentAmountNode.Attributes["href"] != null) { maximumTransactionPaymentAmountIDRef_ = maximumTransactionPaymentAmountNode.Attributes["href"].Value; } else { maximumTransactionPaymentAmount_ = new NonNegativeMoney(maximumTransactionPaymentAmountNode); } } else { maximumTransactionPaymentAmount_ = new NonNegativeMoney(maximumTransactionPaymentAmountNode); } } XmlNode roundingNode = xmlNode.SelectSingleNode("rounding"); if (roundingNode != null) { if (roundingNode.Attributes["href"] != null || roundingNode.Attributes["id"] != null) { if (roundingNode.Attributes["id"] != null) { roundingIDRef_ = roundingNode.Attributes["id"].Value; Rounding ob = new Rounding(roundingNode); IDManager.SetID(roundingIDRef_, ob); } else if (roundingNode.Attributes["href"] != null) { roundingIDRef_ = roundingNode.Attributes["href"].Value; } else { rounding_ = new Rounding(roundingNode); } } else { rounding_ = new Rounding(roundingNode); } } }
public WeatherLegCalculation(XmlNode xmlNode) { XmlNodeList settlementLevelNodeList = xmlNode.SelectNodes("settlementLevel"); if (settlementLevelNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in settlementLevelNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { settlementLevelIDRef = item.Attributes["id"].Name; WeatherSettlementLevelEnum ob = WeatherSettlementLevelEnum(); IDManager.SetID(settlementLevelIDRef, ob); } else if (item.Attributes.ToString() == "href") { settlementLevelIDRef = item.Attributes["href"].Name; } else { settlementLevel = new WeatherSettlementLevelEnum(item); } } } XmlNodeList referenceLevelEqualsZeroNodeList = xmlNode.SelectNodes("referenceLevelEqualsZero"); if (referenceLevelEqualsZeroNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in referenceLevelEqualsZeroNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { referenceLevelEqualsZeroIDRef = item.Attributes["id"].Name; XsdTypeBoolean ob = XsdTypeBoolean(); IDManager.SetID(referenceLevelEqualsZeroIDRef, ob); } else if (item.Attributes.ToString() == "href") { referenceLevelEqualsZeroIDRef = item.Attributes["href"].Name; } else { referenceLevelEqualsZero = new XsdTypeBoolean(item); } } } XmlNodeList calculationDateNodeList = xmlNode.SelectNodes("calculationDate"); if (calculationDateNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in calculationDateNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { calculationDateIDRef = item.Attributes["id"].Name; Period ob = Period(); IDManager.SetID(calculationDateIDRef, ob); } else if (item.Attributes.ToString() == "href") { calculationDateIDRef = item.Attributes["href"].Name; } else { calculationDate = new Period(item); } } } XmlNodeList businessDaysNodeList = xmlNode.SelectNodes("businessDays"); if (businessDaysNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in businessDaysNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { businessDaysIDRef = item.Attributes["id"].Name; BusinessCenter ob = BusinessCenter(); IDManager.SetID(businessDaysIDRef, ob); } else if (item.Attributes.ToString() == "href") { businessDaysIDRef = item.Attributes["href"].Name; } else { businessDays = new BusinessCenter(item); } } } XmlNodeList dataCorrectionNodeList = xmlNode.SelectNodes("dataCorrection"); if (dataCorrectionNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in dataCorrectionNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { dataCorrectionIDRef = item.Attributes["id"].Name; XsdTypeBoolean ob = XsdTypeBoolean(); IDManager.SetID(dataCorrectionIDRef, ob); } else if (item.Attributes.ToString() == "href") { dataCorrectionIDRef = item.Attributes["href"].Name; } else { dataCorrection = new XsdTypeBoolean(item); } } } XmlNodeList correctionPeriodNodeList = xmlNode.SelectNodes("correctionPeriod"); if (correctionPeriodNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in correctionPeriodNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { correctionPeriodIDRef = item.Attributes["id"].Name; Period ob = Period(); IDManager.SetID(correctionPeriodIDRef, ob); } else if (item.Attributes.ToString() == "href") { correctionPeriodIDRef = item.Attributes["href"].Name; } else { correctionPeriod = new Period(item); } } } XmlNodeList maximumPaymentAmountNodeList = xmlNode.SelectNodes("maximumPaymentAmount"); if (maximumPaymentAmountNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in maximumPaymentAmountNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { maximumPaymentAmountIDRef = item.Attributes["id"].Name; NonNegativeMoney ob = NonNegativeMoney(); IDManager.SetID(maximumPaymentAmountIDRef, ob); } else if (item.Attributes.ToString() == "href") { maximumPaymentAmountIDRef = item.Attributes["href"].Name; } else { maximumPaymentAmount = new NonNegativeMoney(item); } } } XmlNodeList maximumTransactionPaymentAmountNodeList = xmlNode.SelectNodes("maximumTransactionPaymentAmount"); if (maximumTransactionPaymentAmountNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in maximumTransactionPaymentAmountNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { maximumTransactionPaymentAmountIDRef = item.Attributes["id"].Name; NonNegativeMoney ob = NonNegativeMoney(); IDManager.SetID(maximumTransactionPaymentAmountIDRef, ob); } else if (item.Attributes.ToString() == "href") { maximumTransactionPaymentAmountIDRef = item.Attributes["href"].Name; } else { maximumTransactionPaymentAmount = new NonNegativeMoney(item); } } } XmlNodeList roundingNodeList = xmlNode.SelectNodes("rounding"); if (roundingNodeList.Count > 1 ) { throw new Exception(); } foreach (XmlNode item in roundingNodeList) { if (item.Attributes["href"] != null || item.Attributes["id"] == null) { if (item.Attributes["id"] != null) { roundingIDRef = item.Attributes["id"].Name; Rounding ob = Rounding(); IDManager.SetID(roundingIDRef, ob); } else if (item.Attributes.ToString() == "href") { roundingIDRef = item.Attributes["href"].Name; } else { rounding = new Rounding(item); } } } }
public SimpleCreditDefaultSwap(XmlNode xmlNode) : base(xmlNode) { XmlNode referenceEntityNode = xmlNode.SelectSingleNode("referenceEntity"); if (referenceEntityNode != null) { if (referenceEntityNode.Attributes["href"] != null || referenceEntityNode.Attributes["id"] != null) { if (referenceEntityNode.Attributes["id"] != null) { referenceEntityIDRef_ = referenceEntityNode.Attributes["id"].Value; LegalEntity ob = new LegalEntity(referenceEntityNode); IDManager.SetID(referenceEntityIDRef_, ob); } else if (referenceEntityNode.Attributes["href"] != null) { referenceEntityIDRef_ = referenceEntityNode.Attributes["href"].Value; } else { referenceEntity_ = new LegalEntity(referenceEntityNode); } } else { referenceEntity_ = new LegalEntity(referenceEntityNode); } } XmlNode creditEntityReferenceNode = xmlNode.SelectSingleNode("creditEntityReference"); if (creditEntityReferenceNode != null) { if (creditEntityReferenceNode.Attributes["href"] != null || creditEntityReferenceNode.Attributes["id"] != null) { if (creditEntityReferenceNode.Attributes["id"] != null) { creditEntityReferenceIDRef_ = creditEntityReferenceNode.Attributes["id"].Value; LegalEntityReference ob = new LegalEntityReference(creditEntityReferenceNode); IDManager.SetID(creditEntityReferenceIDRef_, ob); } else if (creditEntityReferenceNode.Attributes["href"] != null) { creditEntityReferenceIDRef_ = creditEntityReferenceNode.Attributes["href"].Value; } else { creditEntityReference_ = new LegalEntityReference(creditEntityReferenceNode); } } else { creditEntityReference_ = new LegalEntityReference(creditEntityReferenceNode); } } 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); } } }
public Bond(XmlNode xmlNode) : base(xmlNode) { XmlNode issuerNameNode = xmlNode.SelectSingleNode("issuerName"); if (issuerNameNode != null) { if (issuerNameNode.Attributes["href"] != null || issuerNameNode.Attributes["id"] != null) { if (issuerNameNode.Attributes["id"] != null) { issuerNameIDRef_ = issuerNameNode.Attributes["id"].Value; XsdTypeString ob = new XsdTypeString(issuerNameNode); IDManager.SetID(issuerNameIDRef_, ob); } else if (issuerNameNode.Attributes["href"] != null) { issuerNameIDRef_ = issuerNameNode.Attributes["href"].Value; } else { issuerName_ = new XsdTypeString(issuerNameNode); } } else { issuerName_ = new XsdTypeString(issuerNameNode); } } XmlNode issuerPartyReferenceNode = xmlNode.SelectSingleNode("issuerPartyReference"); if (issuerPartyReferenceNode != null) { if (issuerPartyReferenceNode.Attributes["href"] != null || issuerPartyReferenceNode.Attributes["id"] != null) { if (issuerPartyReferenceNode.Attributes["id"] != null) { issuerPartyReferenceIDRef_ = issuerPartyReferenceNode.Attributes["id"].Value; PartyReference ob = new PartyReference(issuerPartyReferenceNode); IDManager.SetID(issuerPartyReferenceIDRef_, ob); } else if (issuerPartyReferenceNode.Attributes["href"] != null) { issuerPartyReferenceIDRef_ = issuerPartyReferenceNode.Attributes["href"].Value; } else { issuerPartyReference_ = new PartyReference(issuerPartyReferenceNode); } } else { issuerPartyReference_ = new PartyReference(issuerPartyReferenceNode); } } XmlNode seniorityNode = xmlNode.SelectSingleNode("seniority"); if (seniorityNode != null) { if (seniorityNode.Attributes["href"] != null || seniorityNode.Attributes["id"] != null) { if (seniorityNode.Attributes["id"] != null) { seniorityIDRef_ = seniorityNode.Attributes["id"].Value; CreditSeniority ob = new CreditSeniority(seniorityNode); IDManager.SetID(seniorityIDRef_, ob); } else if (seniorityNode.Attributes["href"] != null) { seniorityIDRef_ = seniorityNode.Attributes["href"].Value; } else { seniority_ = new CreditSeniority(seniorityNode); } } else { seniority_ = new CreditSeniority(seniorityNode); } } XmlNode couponTypeNode = xmlNode.SelectSingleNode("couponType"); if (couponTypeNode != null) { if (couponTypeNode.Attributes["href"] != null || couponTypeNode.Attributes["id"] != null) { if (couponTypeNode.Attributes["id"] != null) { couponTypeIDRef_ = couponTypeNode.Attributes["id"].Value; CouponType ob = new CouponType(couponTypeNode); IDManager.SetID(couponTypeIDRef_, ob); } else if (couponTypeNode.Attributes["href"] != null) { couponTypeIDRef_ = couponTypeNode.Attributes["href"].Value; } else { couponType_ = new CouponType(couponTypeNode); } } else { couponType_ = new CouponType(couponTypeNode); } } XmlNode couponRateNode = xmlNode.SelectSingleNode("couponRate"); if (couponRateNode != null) { if (couponRateNode.Attributes["href"] != null || couponRateNode.Attributes["id"] != null) { if (couponRateNode.Attributes["id"] != null) { couponRateIDRef_ = couponRateNode.Attributes["id"].Value; XsdTypeDecimal ob = new XsdTypeDecimal(couponRateNode); IDManager.SetID(couponRateIDRef_, ob); } else if (couponRateNode.Attributes["href"] != null) { couponRateIDRef_ = couponRateNode.Attributes["href"].Value; } else { couponRate_ = new XsdTypeDecimal(couponRateNode); } } else { couponRate_ = new XsdTypeDecimal(couponRateNode); } } XmlNode maturityNode = xmlNode.SelectSingleNode("maturity"); if (maturityNode != null) { if (maturityNode.Attributes["href"] != null || maturityNode.Attributes["id"] != null) { if (maturityNode.Attributes["id"] != null) { maturityIDRef_ = maturityNode.Attributes["id"].Value; XsdTypeDate ob = new XsdTypeDate(maturityNode); IDManager.SetID(maturityIDRef_, ob); } else if (maturityNode.Attributes["href"] != null) { maturityIDRef_ = maturityNode.Attributes["href"].Value; } else { maturity_ = new XsdTypeDate(maturityNode); } } else { maturity_ = new XsdTypeDate(maturityNode); } } XmlNode parValueNode = xmlNode.SelectSingleNode("parValue"); if (parValueNode != null) { if (parValueNode.Attributes["href"] != null || parValueNode.Attributes["id"] != null) { if (parValueNode.Attributes["id"] != null) { parValueIDRef_ = parValueNode.Attributes["id"].Value; XsdTypeDecimal ob = new XsdTypeDecimal(parValueNode); IDManager.SetID(parValueIDRef_, ob); } else if (parValueNode.Attributes["href"] != null) { parValueIDRef_ = parValueNode.Attributes["href"].Value; } else { parValue_ = new XsdTypeDecimal(parValueNode); } } else { parValue_ = new XsdTypeDecimal(parValueNode); } } XmlNode faceAmountNode = xmlNode.SelectSingleNode("faceAmount"); if (faceAmountNode != null) { if (faceAmountNode.Attributes["href"] != null || faceAmountNode.Attributes["id"] != null) { if (faceAmountNode.Attributes["id"] != null) { faceAmountIDRef_ = faceAmountNode.Attributes["id"].Value; XsdTypeDecimal ob = new XsdTypeDecimal(faceAmountNode); IDManager.SetID(faceAmountIDRef_, ob); } else if (faceAmountNode.Attributes["href"] != null) { faceAmountIDRef_ = faceAmountNode.Attributes["href"].Value; } else { faceAmount_ = new XsdTypeDecimal(faceAmountNode); } } else { faceAmount_ = new XsdTypeDecimal(faceAmountNode); } } 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 FxSwapLeg(XmlNode xmlNode) : base(xmlNode) { XmlNode tradeIdentifierReferenceNode = xmlNode.SelectSingleNode("tradeIdentifierReference"); if (tradeIdentifierReferenceNode != null) { if (tradeIdentifierReferenceNode.Attributes["href"] != null || tradeIdentifierReferenceNode.Attributes["id"] != null) { if (tradeIdentifierReferenceNode.Attributes["id"] != null) { tradeIdentifierReferenceIDRef_ = tradeIdentifierReferenceNode.Attributes["id"].Value; PartyTradeIdentifierReference ob = new PartyTradeIdentifierReference(tradeIdentifierReferenceNode); IDManager.SetID(tradeIdentifierReferenceIDRef_, ob); } else if (tradeIdentifierReferenceNode.Attributes["href"] != null) { tradeIdentifierReferenceIDRef_ = tradeIdentifierReferenceNode.Attributes["href"].Value; } else { tradeIdentifierReference_ = new PartyTradeIdentifierReference(tradeIdentifierReferenceNode); } } else { tradeIdentifierReference_ = new PartyTradeIdentifierReference(tradeIdentifierReferenceNode); } } XmlNode exchangedCurrency1Node = xmlNode.SelectSingleNode("exchangedCurrency1"); if (exchangedCurrency1Node != null) { if (exchangedCurrency1Node.Attributes["href"] != null || exchangedCurrency1Node.Attributes["id"] != null) { if (exchangedCurrency1Node.Attributes["id"] != null) { exchangedCurrency1IDRef_ = exchangedCurrency1Node.Attributes["id"].Value; Payment ob = new Payment(exchangedCurrency1Node); IDManager.SetID(exchangedCurrency1IDRef_, ob); } else if (exchangedCurrency1Node.Attributes["href"] != null) { exchangedCurrency1IDRef_ = exchangedCurrency1Node.Attributes["href"].Value; } else { exchangedCurrency1_ = new Payment(exchangedCurrency1Node); } } else { exchangedCurrency1_ = new Payment(exchangedCurrency1Node); } } XmlNode exchangedCurrency2Node = xmlNode.SelectSingleNode("exchangedCurrency2"); if (exchangedCurrency2Node != null) { if (exchangedCurrency2Node.Attributes["href"] != null || exchangedCurrency2Node.Attributes["id"] != null) { if (exchangedCurrency2Node.Attributes["id"] != null) { exchangedCurrency2IDRef_ = exchangedCurrency2Node.Attributes["id"].Value; Payment ob = new Payment(exchangedCurrency2Node); IDManager.SetID(exchangedCurrency2IDRef_, ob); } else if (exchangedCurrency2Node.Attributes["href"] != null) { exchangedCurrency2IDRef_ = exchangedCurrency2Node.Attributes["href"].Value; } else { exchangedCurrency2_ = new Payment(exchangedCurrency2Node); } } else { exchangedCurrency2_ = new Payment(exchangedCurrency2Node); } } XmlNode dealtCurrencyNode = xmlNode.SelectSingleNode("dealtCurrency"); if (dealtCurrencyNode != null) { if (dealtCurrencyNode.Attributes["href"] != null || dealtCurrencyNode.Attributes["id"] != null) { if (dealtCurrencyNode.Attributes["id"] != null) { dealtCurrencyIDRef_ = dealtCurrencyNode.Attributes["id"].Value; DealtCurrencyEnum ob = new DealtCurrencyEnum(dealtCurrencyNode); IDManager.SetID(dealtCurrencyIDRef_, ob); } else if (dealtCurrencyNode.Attributes["href"] != null) { dealtCurrencyIDRef_ = dealtCurrencyNode.Attributes["href"].Value; } else { dealtCurrency_ = new DealtCurrencyEnum(dealtCurrencyNode); } } else { dealtCurrency_ = new DealtCurrencyEnum(dealtCurrencyNode); } } XmlNode tenorNameNode = xmlNode.SelectSingleNode("tenorName"); if (tenorNameNode != null) { if (tenorNameNode.Attributes["href"] != null || tenorNameNode.Attributes["id"] != null) { if (tenorNameNode.Attributes["id"] != null) { tenorNameIDRef_ = tenorNameNode.Attributes["id"].Value; XsdTypeBoolean ob = new XsdTypeBoolean(tenorNameNode); IDManager.SetID(tenorNameIDRef_, ob); } else if (tenorNameNode.Attributes["href"] != null) { tenorNameIDRef_ = tenorNameNode.Attributes["href"].Value; } else { tenorName_ = new XsdTypeBoolean(tenorNameNode); } } else { tenorName_ = new XsdTypeBoolean(tenorNameNode); } } XmlNode tenorPeriodNode = xmlNode.SelectSingleNode("tenorPeriod"); if (tenorPeriodNode != null) { if (tenorPeriodNode.Attributes["href"] != null || tenorPeriodNode.Attributes["id"] != null) { if (tenorPeriodNode.Attributes["id"] != null) { tenorPeriodIDRef_ = tenorPeriodNode.Attributes["id"].Value; Period ob = new Period(tenorPeriodNode); IDManager.SetID(tenorPeriodIDRef_, ob); } else if (tenorPeriodNode.Attributes["href"] != null) { tenorPeriodIDRef_ = tenorPeriodNode.Attributes["href"].Value; } else { tenorPeriod_ = new Period(tenorPeriodNode); } } else { tenorPeriod_ = new Period(tenorPeriodNode); } } XmlNode valueDateNode = xmlNode.SelectSingleNode("valueDate"); if (valueDateNode != null) { if (valueDateNode.Attributes["href"] != null || valueDateNode.Attributes["id"] != null) { if (valueDateNode.Attributes["id"] != null) { valueDateIDRef_ = valueDateNode.Attributes["id"].Value; XsdTypeDate ob = new XsdTypeDate(valueDateNode); IDManager.SetID(valueDateIDRef_, ob); } else if (valueDateNode.Attributes["href"] != null) { valueDateIDRef_ = valueDateNode.Attributes["href"].Value; } else { valueDate_ = new XsdTypeDate(valueDateNode); } } else { valueDate_ = new XsdTypeDate(valueDateNode); } } XmlNode currency1ValueDateNode = xmlNode.SelectSingleNode("currency1ValueDate"); if (currency1ValueDateNode != null) { if (currency1ValueDateNode.Attributes["href"] != null || currency1ValueDateNode.Attributes["id"] != null) { if (currency1ValueDateNode.Attributes["id"] != null) { currency1ValueDateIDRef_ = currency1ValueDateNode.Attributes["id"].Value; XsdTypeDate ob = new XsdTypeDate(currency1ValueDateNode); IDManager.SetID(currency1ValueDateIDRef_, ob); } else if (currency1ValueDateNode.Attributes["href"] != null) { currency1ValueDateIDRef_ = currency1ValueDateNode.Attributes["href"].Value; } else { currency1ValueDate_ = new XsdTypeDate(currency1ValueDateNode); } } else { currency1ValueDate_ = new XsdTypeDate(currency1ValueDateNode); } } XmlNode currency2ValueDateNode = xmlNode.SelectSingleNode("currency2ValueDate"); if (currency2ValueDateNode != null) { if (currency2ValueDateNode.Attributes["href"] != null || currency2ValueDateNode.Attributes["id"] != null) { if (currency2ValueDateNode.Attributes["id"] != null) { currency2ValueDateIDRef_ = currency2ValueDateNode.Attributes["id"].Value; XsdTypeDate ob = new XsdTypeDate(currency2ValueDateNode); IDManager.SetID(currency2ValueDateIDRef_, ob); } else if (currency2ValueDateNode.Attributes["href"] != null) { currency2ValueDateIDRef_ = currency2ValueDateNode.Attributes["href"].Value; } else { currency2ValueDate_ = new XsdTypeDate(currency2ValueDateNode); } } else { currency2ValueDate_ = new XsdTypeDate(currency2ValueDateNode); } } XmlNode exchangeRateNode = xmlNode.SelectSingleNode("exchangeRate"); if (exchangeRateNode != null) { if (exchangeRateNode.Attributes["href"] != null || exchangeRateNode.Attributes["id"] != null) { if (exchangeRateNode.Attributes["id"] != null) { exchangeRateIDRef_ = exchangeRateNode.Attributes["id"].Value; ExchangeRate ob = new ExchangeRate(exchangeRateNode); IDManager.SetID(exchangeRateIDRef_, ob); } else if (exchangeRateNode.Attributes["href"] != null) { exchangeRateIDRef_ = exchangeRateNode.Attributes["href"].Value; } else { exchangeRate_ = new ExchangeRate(exchangeRateNode); } } else { exchangeRate_ = new ExchangeRate(exchangeRateNode); } } XmlNode nonDeliverableSettlementNode = xmlNode.SelectSingleNode("nonDeliverableSettlement"); if (nonDeliverableSettlementNode != null) { if (nonDeliverableSettlementNode.Attributes["href"] != null || nonDeliverableSettlementNode.Attributes["id"] != null) { if (nonDeliverableSettlementNode.Attributes["id"] != null) { nonDeliverableSettlementIDRef_ = nonDeliverableSettlementNode.Attributes["id"].Value; FxCashSettlement ob = new FxCashSettlement(nonDeliverableSettlementNode); IDManager.SetID(nonDeliverableSettlementIDRef_, ob); } else if (nonDeliverableSettlementNode.Attributes["href"] != null) { nonDeliverableSettlementIDRef_ = nonDeliverableSettlementNode.Attributes["href"].Value; } else { nonDeliverableSettlement_ = new FxCashSettlement(nonDeliverableSettlementNode); } } else { nonDeliverableSettlement_ = new FxCashSettlement(nonDeliverableSettlementNode); } } }