public CalculationAmount(XmlNode xmlNode) : base(xmlNode) { XmlNode currencyNode = xmlNode.SelectSingleNode("currency"); if (currencyNode != null) { if (currencyNode.Attributes["href"] != null || currencyNode.Attributes["id"] != null) { if (currencyNode.Attributes["id"] != null) { currencyIDRef_ = currencyNode.Attributes["id"].Value; XsdTypeToken ob = new XsdTypeToken(currencyNode); IDManager.SetID(currencyIDRef_, ob); } else if (currencyNode.Attributes["href"] != null) { currencyIDRef_ = currencyNode.Attributes["href"].Value; } else { currency_ = new XsdTypeToken(currencyNode); } } else { currency_ = new XsdTypeToken(currencyNode); } } XmlNode amountNode = xmlNode.SelectSingleNode("amount"); if (amountNode != null) { if (amountNode.Attributes["href"] != null || amountNode.Attributes["id"] != null) { if (amountNode.Attributes["id"] != null) { amountIDRef_ = amountNode.Attributes["id"].Value; XsdTypeDouble ob = new XsdTypeDouble(amountNode); IDManager.SetID(amountIDRef_, ob); } else if (amountNode.Attributes["href"] != null) { amountIDRef_ = amountNode.Attributes["href"].Value; } else { amount_ = new XsdTypeDouble(amountNode); } } else { amount_ = new XsdTypeDouble(amountNode); } } }
public FixedRate(XmlNode xmlNode) : base(xmlNode) { XmlNode rateNode = xmlNode.SelectSingleNode("rate"); if (rateNode != null) { if (rateNode.Attributes["href"] != null || rateNode.Attributes["id"] != null) { if (rateNode.Attributes["id"] != null) { rateIDRef_ = rateNode.Attributes["id"].Value; XsdTypeDouble ob = new XsdTypeDouble(rateNode); IDManager.SetID(rateIDRef_, ob); } else if (rateNode.Attributes["href"] != null) { rateIDRef_ = rateNode.Attributes["href"].Value; } else { rate_ = new XsdTypeDouble(rateNode); } } else { rate_ = new XsdTypeDouble(rateNode); } } }
public SwapStreamPara(XmlNode xmlNode) : base(xmlNode) { XmlNode notionalNode = xmlNode.SelectSingleNode("notional"); if (notionalNode != null) { if (notionalNode.Attributes["href"] != null || notionalNode.Attributes["id"] != null) { if (notionalNode.Attributes["id"] != null) { notionalIDRef_ = notionalNode.Attributes["id"].Value; XsdTypeDouble ob = new XsdTypeDouble(notionalNode); IDManager.SetID(notionalIDRef_, ob); } else if (notionalNode.Attributes["href"] != null) { notionalIDRef_ = notionalNode.Attributes["href"].Value; } else { notional_ = new XsdTypeDouble(notionalNode); } } else { notional_ = new XsdTypeDouble(notionalNode); } } XmlNode discountCurveNode = xmlNode.SelectSingleNode("discountCurve"); if (discountCurveNode != null) { if (discountCurveNode.Attributes["href"] != null || discountCurveNode.Attributes["id"] != null) { if (discountCurveNode.Attributes["id"] != null) { discountCurveIDRef_ = discountCurveNode.Attributes["id"].Value; DiscountCurve ob = new DiscountCurve(discountCurveNode); IDManager.SetID(discountCurveIDRef_, ob); } else if (discountCurveNode.Attributes["href"] != null) { discountCurveIDRef_ = discountCurveNode.Attributes["href"].Value; } else { discountCurve_ = new DiscountCurve(discountCurveNode); } } else { discountCurve_ = new DiscountCurve(discountCurveNode); } } }
public NthDefault(XmlNode xmlNode) : base(xmlNode) { XmlNode typeNode = xmlNode.SelectSingleNode("type"); if (typeNode != null) { if (typeNode.Attributes["href"] != null || typeNode.Attributes["id"] != null) { if (typeNode.Attributes["id"] != null) { typeIDRef_ = typeNode.Attributes["id"].Value; XsdTypeToken ob = new XsdTypeToken(typeNode); IDManager.SetID(typeIDRef_, ob); } else if (typeNode.Attributes["href"] != null) { typeIDRef_ = typeNode.Attributes["href"].Value; } else { type_ = new XsdTypeToken(typeNode); } } else { type_ = new XsdTypeToken(typeNode); } } XmlNode nthNode = xmlNode.SelectSingleNode("nth"); if (nthNode != null) { if (nthNode.Attributes["href"] != null || nthNode.Attributes["id"] != null) { if (nthNode.Attributes["id"] != null) { nthIDRef_ = nthNode.Attributes["id"].Value; XsdTypeInt ob = new XsdTypeInt(nthNode); IDManager.SetID(nthIDRef_, ob); } else if (nthNode.Attributes["href"] != null) { nthIDRef_ = nthNode.Attributes["href"].Value; } else { nth_ = new XsdTypeInt(nthNode); } } else { nth_ = new XsdTypeInt(nthNode); } } XmlNode correlationNode = xmlNode.SelectSingleNode("correlation"); if (correlationNode != null) { if (correlationNode.Attributes["href"] != null || correlationNode.Attributes["id"] != null) { if (correlationNode.Attributes["id"] != null) { correlationIDRef_ = correlationNode.Attributes["id"].Value; XsdTypeDouble ob = new XsdTypeDouble(correlationNode); IDManager.SetID(correlationIDRef_, ob); } else if (correlationNode.Attributes["href"] != null) { correlationIDRef_ = correlationNode.Attributes["href"].Value; } else { correlation_ = new XsdTypeDouble(correlationNode); } } else { correlation_ = new XsdTypeDouble(correlationNode); } } }
public SwapInfo(XmlNode xmlNode) : base(xmlNode) { XmlNode tradeDateNode = xmlNode.SelectSingleNode("tradeDate"); if (tradeDateNode != null) { if (tradeDateNode.Attributes["href"] != null || tradeDateNode.Attributes["id"] != null) { if (tradeDateNode.Attributes["id"] != null) { tradeDateIDRef_ = tradeDateNode.Attributes["id"].Value; XsdTypeDate ob = new XsdTypeDate(tradeDateNode); IDManager.SetID(tradeDateIDRef_, ob); } else if (tradeDateNode.Attributes["href"] != null) { tradeDateIDRef_ = tradeDateNode.Attributes["href"].Value; } else { tradeDate_ = new XsdTypeDate(tradeDateNode); } } else { tradeDate_ = new XsdTypeDate(tradeDateNode); } } 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; XsdTypeDate ob = new XsdTypeDate(effectiveDateNode); IDManager.SetID(effectiveDateIDRef_, ob); } else if (effectiveDateNode.Attributes["href"] != null) { effectiveDateIDRef_ = effectiveDateNode.Attributes["href"].Value; } else { effectiveDate_ = new XsdTypeDate(effectiveDateNode); } } else { effectiveDate_ = new XsdTypeDate(effectiveDateNode); } } 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 calculationAmountNode = xmlNode.SelectSingleNode("calculationAmount"); if (calculationAmountNode != null) { if (calculationAmountNode.Attributes["href"] != null || calculationAmountNode.Attributes["id"] != null) { if (calculationAmountNode.Attributes["id"] != null) { calculationAmountIDRef_ = calculationAmountNode.Attributes["id"].Value; CalculationAmount ob = new CalculationAmount(calculationAmountNode); IDManager.SetID(calculationAmountIDRef_, ob); } else if (calculationAmountNode.Attributes["href"] != null) { calculationAmountIDRef_ = calculationAmountNode.Attributes["href"].Value; } else { calculationAmount_ = new CalculationAmount(calculationAmountNode); } } else { calculationAmount_ = new CalculationAmount(calculationAmountNode); } } XmlNode premiumNode = xmlNode.SelectSingleNode("premium"); if (premiumNode != null) { if (premiumNode.Attributes["href"] != null || premiumNode.Attributes["id"] != null) { if (premiumNode.Attributes["id"] != null) { premiumIDRef_ = premiumNode.Attributes["id"].Value; XsdTypeDouble ob = new XsdTypeDouble(premiumNode); IDManager.SetID(premiumIDRef_, ob); } else if (premiumNode.Attributes["href"] != null) { premiumIDRef_ = premiumNode.Attributes["href"].Value; } else { premium_ = new XsdTypeDouble(premiumNode); } } else { premium_ = new XsdTypeDouble(premiumNode); } } }
public Bond(XmlNode xmlNode) : base(xmlNode) { XmlNode instrumentIdNode = xmlNode.SelectSingleNode("instrumentId"); if (instrumentIdNode != null) { if (instrumentIdNode.Attributes["href"] != null || instrumentIdNode.Attributes["id"] != null) { if (instrumentIdNode.Attributes["id"] != null) { instrumentIdIDRef_ = instrumentIdNode.Attributes["id"].Value; XsdTypeToken ob = new XsdTypeToken(instrumentIdNode); IDManager.SetID(instrumentIdIDRef_, ob); } else if (instrumentIdNode.Attributes["href"] != null) { instrumentIdIDRef_ = instrumentIdNode.Attributes["href"].Value; } else { instrumentId_ = new XsdTypeToken(instrumentIdNode); } } else { instrumentId_ = new XsdTypeToken(instrumentIdNode); } } 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; XsdTypeDouble ob = new XsdTypeDouble(couponRateNode); IDManager.SetID(couponRateIDRef_, ob); } else if (couponRateNode.Attributes["href"] != null) { couponRateIDRef_ = couponRateNode.Attributes["href"].Value; } else { couponRate_ = new XsdTypeDouble(couponRateNode); } } else { couponRate_ = new XsdTypeDouble(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); } } }
public ReferenceInformation(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; ReferenceEntity ob = new ReferenceEntity(referenceEntityNode); IDManager.SetID(referenceEntityIDRef_, ob); } else if (referenceEntityNode.Attributes["href"] != null) { referenceEntityIDRef_ = referenceEntityNode.Attributes["href"].Value; } else { referenceEntity_ = new ReferenceEntity(referenceEntityNode); } } else { referenceEntity_ = new ReferenceEntity(referenceEntityNode); } } XmlNode referenceObligationNode = xmlNode.SelectSingleNode("referenceObligation"); if (referenceObligationNode != null) { if (referenceObligationNode.Attributes["href"] != null || referenceObligationNode.Attributes["id"] != null) { if (referenceObligationNode.Attributes["id"] != null) { referenceObligationIDRef_ = referenceObligationNode.Attributes["id"].Value; ReferenceObligation ob = new ReferenceObligation(referenceObligationNode); IDManager.SetID(referenceObligationIDRef_, ob); } else if (referenceObligationNode.Attributes["href"] != null) { referenceObligationIDRef_ = referenceObligationNode.Attributes["href"].Value; } else { referenceObligation_ = new ReferenceObligation(referenceObligationNode); } } else { referenceObligation_ = new ReferenceObligation(referenceObligationNode); } } XmlNode referencePriceNode = xmlNode.SelectSingleNode("referencePrice"); if (referencePriceNode != null) { if (referencePriceNode.Attributes["href"] != null || referencePriceNode.Attributes["id"] != null) { if (referencePriceNode.Attributes["id"] != null) { referencePriceIDRef_ = referencePriceNode.Attributes["id"].Value; XsdTypeDouble ob = new XsdTypeDouble(referencePriceNode); IDManager.SetID(referencePriceIDRef_, ob); } else if (referencePriceNode.Attributes["href"] != null) { referencePriceIDRef_ = referencePriceNode.Attributes["href"].Value; } else { referencePrice_ = new XsdTypeDouble(referencePriceNode); } } else { referencePrice_ = new XsdTypeDouble(referencePriceNode); } } }
public RateData(XmlNode xmlNode) : base(xmlNode) { XmlNode periodMultiplierNode = xmlNode.SelectSingleNode("periodMultiplier"); if (periodMultiplierNode != null) { if (periodMultiplierNode.Attributes["href"] != null || periodMultiplierNode.Attributes["id"] != null) { if (periodMultiplierNode.Attributes["id"] != null) { periodMultiplierIDRef_ = periodMultiplierNode.Attributes["id"].Value; XsdTypeInteger ob = new XsdTypeInteger(periodMultiplierNode); IDManager.SetID(periodMultiplierIDRef_, ob); } else if (periodMultiplierNode.Attributes["href"] != null) { periodMultiplierIDRef_ = periodMultiplierNode.Attributes["href"].Value; } else { periodMultiplier_ = new XsdTypeInteger(periodMultiplierNode); } } else { periodMultiplier_ = new XsdTypeInteger(periodMultiplierNode); } } XmlNode periodNode = xmlNode.SelectSingleNode("period"); if (periodNode != null) { if (periodNode.Attributes["href"] != null || periodNode.Attributes["id"] != null) { if (periodNode.Attributes["id"] != null) { periodIDRef_ = periodNode.Attributes["id"].Value; XsdTypeToken ob = new XsdTypeToken(periodNode); IDManager.SetID(periodIDRef_, ob); } else if (periodNode.Attributes["href"] != null) { periodIDRef_ = periodNode.Attributes["href"].Value; } else { period_ = new XsdTypeToken(periodNode); } } else { period_ = new XsdTypeToken(periodNode); } } XmlNode dataNode = xmlNode.SelectSingleNode("data"); if (dataNode != null) { if (dataNode.Attributes["href"] != null || dataNode.Attributes["id"] != null) { if (dataNode.Attributes["id"] != null) { dataIDRef_ = dataNode.Attributes["id"].Value; XsdTypeDouble ob = new XsdTypeDouble(dataNode); IDManager.SetID(dataIDRef_, ob); } else if (dataNode.Attributes["href"] != null) { dataIDRef_ = dataNode.Attributes["href"].Value; } else { data_ = new XsdTypeDouble(dataNode); } } else { data_ = new XsdTypeDouble(dataNode); } } }
public CreditDefaultSwapPricing(XmlNode xmlNode) : base(xmlNode) { XmlNode calculationAmountNode = xmlNode.SelectSingleNode("calculationAmount"); if (calculationAmountNode != null) { if (calculationAmountNode.Attributes["href"] != null || calculationAmountNode.Attributes["id"] != null) { if (calculationAmountNode.Attributes["id"] != null) { calculationAmountIDRef_ = calculationAmountNode.Attributes["id"].Value; CalculationAmount ob = new CalculationAmount(calculationAmountNode); IDManager.SetID(calculationAmountIDRef_, ob); } else if (calculationAmountNode.Attributes["href"] != null) { calculationAmountIDRef_ = calculationAmountNode.Attributes["href"].Value; } else { calculationAmount_ = new CalculationAmount(calculationAmountNode); } } else { calculationAmount_ = new CalculationAmount(calculationAmountNode); } } XmlNode referenceEntityInfoNode = xmlNode.SelectSingleNode("referenceEntityInfo"); if (referenceEntityInfoNode != null) { if (referenceEntityInfoNode.Attributes["href"] != null || referenceEntityInfoNode.Attributes["id"] != null) { if (referenceEntityInfoNode.Attributes["id"] != null) { referenceEntityInfoIDRef_ = referenceEntityInfoNode.Attributes["id"].Value; ReferenceEntityInfo ob = new ReferenceEntityInfo(referenceEntityInfoNode); IDManager.SetID(referenceEntityInfoIDRef_, ob); } else if (referenceEntityInfoNode.Attributes["href"] != null) { referenceEntityInfoIDRef_ = referenceEntityInfoNode.Attributes["href"].Value; } else { referenceEntityInfo_ = new ReferenceEntityInfo(referenceEntityInfoNode); } } else { referenceEntityInfo_ = new ReferenceEntityInfo(referenceEntityInfoNode); } } XmlNode evaluationCurvesNode = xmlNode.SelectSingleNode("evaluationCurves"); if (evaluationCurvesNode != null) { if (evaluationCurvesNode.Attributes["href"] != null || evaluationCurvesNode.Attributes["id"] != null) { if (evaluationCurvesNode.Attributes["id"] != null) { evaluationCurvesIDRef_ = evaluationCurvesNode.Attributes["id"].Value; EvaluationCurves ob = new EvaluationCurves(evaluationCurvesNode); IDManager.SetID(evaluationCurvesIDRef_, ob); } else if (evaluationCurvesNode.Attributes["href"] != null) { evaluationCurvesIDRef_ = evaluationCurvesNode.Attributes["href"].Value; } else { evaluationCurves_ = new EvaluationCurves(evaluationCurvesNode); } } else { evaluationCurves_ = new EvaluationCurves(evaluationCurvesNode); } } XmlNode discountCurveNode = xmlNode.SelectSingleNode("discountCurve"); if (discountCurveNode != null) { if (discountCurveNode.Attributes["href"] != null || discountCurveNode.Attributes["id"] != null) { if (discountCurveNode.Attributes["id"] != null) { discountCurveIDRef_ = discountCurveNode.Attributes["id"].Value; DiscountCurve ob = new DiscountCurve(discountCurveNode); IDManager.SetID(discountCurveIDRef_, ob); } else if (discountCurveNode.Attributes["href"] != null) { discountCurveIDRef_ = discountCurveNode.Attributes["href"].Value; } else { discountCurve_ = new DiscountCurve(discountCurveNode); } } else { discountCurve_ = new DiscountCurve(discountCurveNode); } } XmlNode recoveryRateNode = xmlNode.SelectSingleNode("recoveryRate"); if (recoveryRateNode != null) { if (recoveryRateNode.Attributes["href"] != null || recoveryRateNode.Attributes["id"] != null) { if (recoveryRateNode.Attributes["id"] != null) { recoveryRateIDRef_ = recoveryRateNode.Attributes["id"].Value; XsdTypeDouble ob = new XsdTypeDouble(recoveryRateNode); IDManager.SetID(recoveryRateIDRef_, ob); } else if (recoveryRateNode.Attributes["href"] != null) { recoveryRateIDRef_ = recoveryRateNode.Attributes["href"].Value; } else { recoveryRate_ = new XsdTypeDouble(recoveryRateNode); } } else { recoveryRate_ = new XsdTypeDouble(recoveryRateNode); } } }
public PricingResult(XmlNode xmlNode) : base(xmlNode) { XmlNode cashflowNode = xmlNode.SelectSingleNode("cashflow"); if (cashflowNode != null) { if (cashflowNode.Attributes["href"] != null || cashflowNode.Attributes["id"] != null) { if (cashflowNode.Attributes["id"] != null) { cashflowIDRef_ = cashflowNode.Attributes["id"].Value; Cashflow ob = new Cashflow(cashflowNode); IDManager.SetID(cashflowIDRef_, ob); } else if (cashflowNode.Attributes["href"] != null) { cashflowIDRef_ = cashflowNode.Attributes["href"].Value; } else { cashflow_ = new Cashflow(cashflowNode); } } else { cashflow_ = new Cashflow(cashflowNode); } } XmlNode priceNode = xmlNode.SelectSingleNode("price"); if (priceNode != null) { if (priceNode.Attributes["href"] != null || priceNode.Attributes["id"] != null) { if (priceNode.Attributes["id"] != null) { priceIDRef_ = priceNode.Attributes["id"].Value; XsdTypeDouble ob = new XsdTypeDouble(priceNode); IDManager.SetID(priceIDRef_, ob); } else if (priceNode.Attributes["href"] != null) { priceIDRef_ = priceNode.Attributes["href"].Value; } else { price_ = new XsdTypeDouble(priceNode); } } else { price_ = new XsdTypeDouble(priceNode); } } XmlNode unitPriceNode = xmlNode.SelectSingleNode("unitPrice"); if (unitPriceNode != null) { if (unitPriceNode.Attributes["href"] != null || unitPriceNode.Attributes["id"] != null) { if (unitPriceNode.Attributes["id"] != null) { unitPriceIDRef_ = unitPriceNode.Attributes["id"].Value; XsdTypeDouble ob = new XsdTypeDouble(unitPriceNode); IDManager.SetID(unitPriceIDRef_, ob); } else if (unitPriceNode.Attributes["href"] != null) { unitPriceIDRef_ = unitPriceNode.Attributes["href"].Value; } else { unitPrice_ = new XsdTypeDouble(unitPriceNode); } } else { unitPrice_ = new XsdTypeDouble(unitPriceNode); } } }