public static Discounting Parse(decimal discountingRate, string dayCountFraction, DiscountingTypeEnum discountingTypeEnum) { var discounting = new Discounting { discountingType = discountingTypeEnum, discountRate = discountingRate, discountRateDayCountFraction = DayCountFractionHelper.Parse(dayCountFraction) //discountRateSpecified = true }; return(discounting); }
public static RateIndex Parse(string floatingRateIndex, string currency, string dayCountFraction) { var rateIndex = new RateIndex { currency = new IdentifiedCurrency() { Value = currency }, dayCountFraction = DayCountFractionHelper.Parse(dayCountFraction), floatingRateIndex = FloatingRateIndexHelper.Parse(floatingRateIndex), }; return(rateIndex); }
public static RateIndex Parse(string instrumentId, string floatingRateIndex, string currency, string dayCountFraction, string paymentFrequency, string term) { var rateIndex = new RateIndex { currency = new IdentifiedCurrency() { Value = currency }, dayCountFraction = DayCountFractionHelper.Parse(dayCountFraction), floatingRateIndex = FloatingRateIndexHelper.Parse(floatingRateIndex), id = instrumentId, instrumentId = InstrumentIdArrayHelper.Parse(instrumentId), paymentFrequency = PeriodHelper.Parse(paymentFrequency), term = PeriodHelper.Parse(term) }; return(rateIndex); }