public FloatingRate(XmlNode xmlNode)
: base(xmlNode)
{
XmlNode floatingRateIndexNode = xmlNode.SelectSingleNode("floatingRateIndex");
if (floatingRateIndexNode != null)
{
if (floatingRateIndexNode.Attributes["href"] != null || floatingRateIndexNode.Attributes["id"] != null)
{
if (floatingRateIndexNode.Attributes["id"] != null)
{
floatingRateIndexIDRef_ = floatingRateIndexNode.Attributes["id"].Value;
FloatingRateIndex ob = new FloatingRateIndex(floatingRateIndexNode);
IDManager.SetID(floatingRateIndexIDRef_, ob);
}
else if (floatingRateIndexNode.Attributes["href"] != null)
{
floatingRateIndexIDRef_ = floatingRateIndexNode.Attributes["href"].Value;
}
else
{
floatingRateIndex_ = new FloatingRateIndex(floatingRateIndexNode);
}
}
else
{
floatingRateIndex_ = new FloatingRateIndex(floatingRateIndexNode);
}
}
XmlNode indexTenorNode = xmlNode.SelectSingleNode("indexTenor");
if (indexTenorNode != null)
{
if (indexTenorNode.Attributes["href"] != null || indexTenorNode.Attributes["id"] != null)
{
if (indexTenorNode.Attributes["id"] != null)
{
indexTenorIDRef_ = indexTenorNode.Attributes["id"].Value;
Period ob = new Period(indexTenorNode);
IDManager.SetID(indexTenorIDRef_, ob);
}
else if (indexTenorNode.Attributes["href"] != null)
{
indexTenorIDRef_ = indexTenorNode.Attributes["href"].Value;
}
else
{
indexTenor_ = new Period(indexTenorNode);
}
}
else
{
indexTenor_ = new Period(indexTenorNode);
}
}
XmlNode floatingRateMultiplierScheduleNode = xmlNode.SelectSingleNode("floatingRateMultiplierSchedule");
if (floatingRateMultiplierScheduleNode != null)
{
if (floatingRateMultiplierScheduleNode.Attributes["href"] != null || floatingRateMultiplierScheduleNode.Attributes["id"] != null)
{
if (floatingRateMultiplierScheduleNode.Attributes["id"] != null)
{
floatingRateMultiplierScheduleIDRef_ = floatingRateMultiplierScheduleNode.Attributes["id"].Value;
Schedule ob = new Schedule(floatingRateMultiplierScheduleNode);
IDManager.SetID(floatingRateMultiplierScheduleIDRef_, ob);
}
else if (floatingRateMultiplierScheduleNode.Attributes["href"] != null)
{
floatingRateMultiplierScheduleIDRef_ = floatingRateMultiplierScheduleNode.Attributes["href"].Value;
}
else
{
floatingRateMultiplierSchedule_ = new Schedule(floatingRateMultiplierScheduleNode);
}
}
else
{
floatingRateMultiplierSchedule_ = new Schedule(floatingRateMultiplierScheduleNode);
}
}
XmlNodeList spreadScheduleNodeList = xmlNode.SelectNodes("spreadSchedule");
if (spreadScheduleNodeList != null)
{
this.spreadSchedule_ = new List<SpreadSchedule>();
foreach (XmlNode item in spreadScheduleNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] != null)
{
if (item.Attributes["id"] != null)
{
spreadScheduleIDRef_ = item.Attributes["id"].Value;
spreadSchedule_.Add(new SpreadSchedule(item));
IDManager.SetID(spreadScheduleIDRef_, spreadSchedule_[spreadSchedule_.Count - 1 ]);
}
else if (item.Attributes["href"] != null)
{
spreadScheduleIDRef_ = item.Attributes["href"].Value;
}
else
{
spreadSchedule_.Add(new SpreadSchedule(item));
}
}
else
{
spreadSchedule_.Add(new SpreadSchedule(item));
}
}
}
XmlNode rateTreatmentNode = xmlNode.SelectSingleNode("rateTreatment");
if (rateTreatmentNode != null)
{
if (rateTreatmentNode.Attributes["href"] != null || rateTreatmentNode.Attributes["id"] != null)
{
if (rateTreatmentNode.Attributes["id"] != null)
{
rateTreatmentIDRef_ = rateTreatmentNode.Attributes["id"].Value;
RateTreatmentEnum ob = new RateTreatmentEnum(rateTreatmentNode);
IDManager.SetID(rateTreatmentIDRef_, ob);
}
else if (rateTreatmentNode.Attributes["href"] != null)
{
rateTreatmentIDRef_ = rateTreatmentNode.Attributes["href"].Value;
}
else
{
rateTreatment_ = new RateTreatmentEnum(rateTreatmentNode);
}
}
else
{
rateTreatment_ = new RateTreatmentEnum(rateTreatmentNode);
}
}
XmlNodeList capRateScheduleNodeList = xmlNode.SelectNodes("capRateSchedule");
if (capRateScheduleNodeList != null)
{
this.capRateSchedule_ = new List<StrikeSchedule>();
foreach (XmlNode item in capRateScheduleNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] != null)
{
if (item.Attributes["id"] != null)
{
capRateScheduleIDRef_ = item.Attributes["id"].Value;
capRateSchedule_.Add(new StrikeSchedule(item));
IDManager.SetID(capRateScheduleIDRef_, capRateSchedule_[capRateSchedule_.Count - 1 ]);
}
else if (item.Attributes["href"] != null)
{
capRateScheduleIDRef_ = item.Attributes["href"].Value;
}
else
{
capRateSchedule_.Add(new StrikeSchedule(item));
}
}
else
{
capRateSchedule_.Add(new StrikeSchedule(item));
}
}
}
XmlNodeList floorRateScheduleNodeList = xmlNode.SelectNodes("floorRateSchedule");
if (floorRateScheduleNodeList != null)
{
this.floorRateSchedule_ = new List<StrikeSchedule>();
foreach (XmlNode item in floorRateScheduleNodeList)
{
if (item.Attributes["href"] != null || item.Attributes["id"] != null)
{
if (item.Attributes["id"] != null)
{
floorRateScheduleIDRef_ = item.Attributes["id"].Value;
floorRateSchedule_.Add(new StrikeSchedule(item));
IDManager.SetID(floorRateScheduleIDRef_, floorRateSchedule_[floorRateSchedule_.Count - 1 ]);
}
else if (item.Attributes["href"] != null)
{
floorRateScheduleIDRef_ = item.Attributes["href"].Value;
}
else
{
floorRateSchedule_.Add(new StrikeSchedule(item));
}
}
else
{
floorRateSchedule_.Add(new StrikeSchedule(item));
}
}
}
}