Serialization fixes

cetusfinance · Apr 12, 2024 · 5db3a46 · 5db3a46
1 parent 2567681
commit 5db3a46
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Showing 5 changed files with 5 additions and 5 deletions.
diff --git a/src/Qwack.Core/Instruments/Asset/MultiPeriodBackpricingOption.cs b/src/Qwack.Core/Instruments/Asset/MultiPeriodBackpricingOption.cs
@@ -104,7 +104,7 @@ public Dictionary<string, List<DateTime>> PastFixingDates(DateTime valDate) => v
                 Direction = Direction,
                 PeriodDates = PeriodDates,
                 DecisionDate = DecisionDate,
-                FixingDates = FixingDates?.Select(x => (DateTime[])x.Clone())?.ToList(),
+                FixingDates = FixingDates?.Select(x => new DateArray((DateTime[])x.Clone()))?.ToList(),
                 FixingCalendar = FixingCalendar?.Name,
                 PaymentCalendar = PaymentCalendar?.Name,
                 SpotLag = SpotLag.ToString(),

diff --git a/src/Qwack.Core/Instruments/InstrumentFactory.cs b/src/Qwack.Core/Instruments/InstrumentFactory.cs
@@ -180,7 +180,7 @@ public static IInstrument GetInstrument(this TO_Instrument transportObject, ICur
             Direction = transportObject.Direction,
             DiscountCurve = transportObject.DiscountCurve,
             FixingCalendar = calendarProvider.GetCalendarSafe(transportObject.FixingCalendar),
-            FixingDates = transportObject.FixingDates,
+            FixingDates = transportObject.FixingDates.Select(x=>x.Dates).ToList(),
             FxConversionType = transportObject.FxConversionType,
             FxFixingDates = transportObject.FxFixingDates,
             FxFixingId = transportObject.FxFixingId,

diff --git a/src/Qwack.Transport/TransportObjects/Instruments/Asset/TO_MultiPeriodBackpricingOption.cs b/src/Qwack.Transport/TransportObjects/Instruments/Asset/TO_MultiPeriodBackpricingOption.cs
@@ -31,7 +31,7 @@ public class TO_MultiPeriodBackpricingOption
         [ProtoMember(10)]
         public DateTime SettlementDate { get; set; }
         [ProtoMember(11)]
-        public List<DateTime[]> FixingDates { get; set; }
+        public List<DateArray> FixingDates { get; set; }
         [ProtoMember(12)]
         public string FixingCalendar { get; set; }
         [ProtoMember(13)]

diff --git a/version.props b/version.props
@@ -1,5 +1,5 @@
 <Project>
     <PropertyGroup>
-        <VersionPrefix>0.7.71</VersionPrefix>
+        <VersionPrefix>0.7.72</VersionPrefix>
     </PropertyGroup>
 </Project>
diff --git a/version.txt b/version.txt
@@ -1 +1 @@
-0.7.71
+0.7.72