public static Swaption Create(Swap swap, Money premium, string premiumPayer, string premiumReceiver,
AdjustableDate paymentDate,
AdjustableDate expirationDate,
DateTime earliestExerciseTime, DateTime expirationTime, bool automaticExercise)
{
var swaption = new Swaption {
swap = swap, premium = new[] { new Payment() }
};
swaption.buyerPartyReference = PartyOrTradeSideReferenceHelper.ToPartyOrTradeSideReference(premiumPayer);
swaption.sellerPartyReference = PartyOrTradeSideReferenceHelper.ToPartyOrTradeSideReference(premiumReceiver);
swaption.premium[0].paymentAmount = premium;
swaption.premium[0].paymentDate = paymentDate;
swaption.premium[0].payerPartyReference = PartyOrAccountReferenceFactory.Create(premiumPayer);
swaption.premium[0].receiverPartyReference = PartyOrAccountReferenceFactory.Create(premiumReceiver);
var europeanExercise = new EuropeanExercise
{
expirationDate = new AdjustableOrRelativeDate(),
earliestExerciseTime = BusinessCenterTimeHelper.Create(earliestExerciseTime),
expirationTime = BusinessCenterTimeHelper.Create(expirationTime)
};
europeanExercise.expirationDate.Item = expirationDate;
swaption.exerciseProcedure = new ExerciseProcedure();
if (automaticExercise)
{
XsdClassesFieldResolver.ExerciseProcedure_SetAutomaticExercise(swaption.exerciseProcedure, new AutomaticExercise());
}
else//manual exercise
{
XsdClassesFieldResolver.ExerciseProcedure_SetManualExercise(swaption.exerciseProcedure, new ManualExercise());
}
XsdClassesFieldResolver.Swaption_SetEuropeanExercise(swaption, europeanExercise);
return(swaption);
}
public static Payment Create(String payerPartyReference,
String receiverPartyReference, String currency, Decimal paymentAmount)
{
var payment = new Payment
{
payerPartyReference = PartyOrAccountReferenceFactory.Create(payerPartyReference),
paymentAmount = new Money {
amount = paymentAmount, currency = new Currency {
Value = currency
}
},
receiverPartyReference = PartyOrAccountReferenceFactory.Create(receiverPartyReference)
};
return(payment);
}
public static Payment Create(string identifier, bool pay, Money paymentAmount,
DateTime adjustedPaymentDate, PaymentType paymentType,
decimal discountFactor, Money presentValueAmount)
{
var payment = new Payment();
var result = new IdentifiedDate {
Value = adjustedPaymentDate
};
payment.adjustedPaymentDate = result;
payment.discountFactor = discountFactor;
payment.discountFactorSpecified = true;
payment.href = identifier;
payment.payerPartyReference = (pay) ? PartyOrAccountReferenceFactory.Create("CBA") : PartyOrAccountReferenceFactory.Create("");
payment.paymentAmount = paymentAmount;
payment.paymentType = paymentType;
payment.presentValueAmount = presentValueAmount;
payment.receiverPartyReference = (pay) ? PartyOrAccountReferenceFactory.Create("") : PartyOrAccountReferenceFactory.Create("CBA");
return(payment);
}
public static Payment Create(String payerPartyReference,
String receiverPartyReference, String currency, Decimal paymentAmount,
DateTime valueDate)
{
var payment = new Payment
{
adjustedPaymentDate = new IdentifiedDate {
Value = valueDate
},
payerPartyReference = PartyOrAccountReferenceFactory.Create(payerPartyReference),
paymentAmount = new Money {
amount = paymentAmount, currency = new Currency {
Value = currency
}
},
receiverPartyReference = PartyOrAccountReferenceFactory.Create(receiverPartyReference)
};
return(payment);
}
public static void SetPayerAndReceiver(InterestRateStream stream, string payer, string receiver)
{
stream.payerPartyReference = PartyOrAccountReferenceFactory.Create(payer);
stream.receiverPartyReference = PartyOrAccountReferenceFactory.Create(receiver);
}
