Fix for serialization of CashBalance objects

cetusfinance · Aug 9, 2024 · 3090817 · 3090817
1 parent 592c229
commit 3090817
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Showing 4 changed files with 28 additions and 5 deletions.
diff --git a/src/Qwack.Core/Instruments/Funding/CashBalance.cs b/src/Qwack.Core/Instruments/Funding/CashBalance.cs
@@ -20,7 +20,12 @@ public CashBalance(Currency currency, double notional, DateTime? payDate = null)
         }
 
         public CashBalance(TO_CashBalance to, ICurrencyProvider currencyProvider)
-            : this(currencyProvider.GetCurrencySafe(to.Currency), to.Notional, to.PayDate) { }
+            : this(currencyProvider.GetCurrencySafe(to.Currency), to.Notional, to.PayDate) 
+        {
+            TradeId = to.TradeId;
+            Counterparty = to.Counterparty;
+            PillarDate = to.PillarDate;
+        }
 
         public double Notional { get; set; }
         public string PortfolioName { get; set; }
@@ -84,7 +89,16 @@ public override bool Equals(object obj) => obj is CashBalance balance &&
 
         public double SuggestPillarValue(IFundingModel model) => 0.05;
 
-        public TO_CashBalance ToTransportObject() 
-            => new TO_CashBalance { Currency = Currency.Ccy, Notional = Notional, PayDate = PayDate };
+        public TO_CashBalance ToTransportObject()
+            => new()
+            {
+                Currency = Currency.Ccy,
+                Notional = Notional,
+                PayDate = PayDate,
+                Counterparty = Counterparty,
+                PillarDate = PillarDate,
+                SolveCurve = SolveCurve,
+                TradeId = TradeId
+            };
     }
 }
diff --git a/src/Qwack.Transport/TransportObjects/Instruments/Asset/TO_CashBalance.cs b/src/Qwack.Transport/TransportObjects/Instruments/Asset/TO_CashBalance.cs
@@ -14,5 +14,14 @@ public class TO_CashBalance
         public string Currency { get; set; }
         [ProtoMember(3)]
         public DateTime? PayDate { get; set; }
+        [ProtoMember(4)]
+        public string SolveCurve { get; set; }
+        [ProtoMember(5)]
+        public string TradeId { get; set; }
+        [ProtoMember(6)]
+        public string Counterparty { get; set; }
+        [ProtoMember(7)]
+        public DateTime PillarDate { get; set; }
+
     }
 }
diff --git a/version.props b/version.props
@@ -1,5 +1,5 @@
 <Project>
     <PropertyGroup>
-        <VersionPrefix>0.8.71</VersionPrefix>
+        <VersionPrefix>0.8.72</VersionPrefix>
 	</PropertyGroup>
 </Project>
diff --git a/version.txt b/version.txt
@@ -1 +1 @@
-0.8.71
+0.8.72