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Fix for serialization
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gavbrennan committed Aug 14, 2024
1 parent 3cf240a commit 642d5ce
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Showing 4 changed files with 45 additions and 4 deletions.
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@@ -1,11 +1,52 @@
using System.Collections.Generic;
using System;
using ProtoBuf;
using Qwack.Transport.BasicTypes;

namespace Qwack.Transport.TransportObjects.Instruments.Asset
{
[ProtoContract]
public class TO_EuropeanOption : TO_Forward
public class TO_EuropeanOption
{
[ProtoMember(1)]
public string TradeId { get; set; }
[ProtoMember(2)]
public string Counterparty { get; set; }
[ProtoMember(3)]
public string PortfolioName { get; set; }
[ProtoMember(4)]
public double Notional { get; set; }
[ProtoMember(5)]
public TradeDirection Direction { get; set; }
[ProtoMember(6)]
public DateTime ExpiryDate { get; set; }
[ProtoMember(7)]
public string FixingCalendar { get; set; }
[ProtoMember(8)]
public string PaymentCalendar { get; set; }
[ProtoMember(9)]
public string SpotLag { get; set; }
[ProtoMember(10)]
public string PaymentLag { get; set; }
[ProtoMember(11)]
public DateTime PaymentDate { get; set; }
[ProtoMember(12)]
public double Strike { get; set; }
[ProtoMember(13)]
public string AssetId { get; set; }
[ProtoMember(14)]
public string PaymentCurrency { get; set; }
[ProtoMember(15)]
public string FxFixingId { get; set; }
[ProtoMember(16)]
public string DiscountCurve { get; set; }
[ProtoMember(17)]
public FxConversionType FxConversionType { get; set; } = FxConversionType.None;
[ProtoMember(18)]
public string HedgingSet { get; set; }
[ProtoMember(19)]
public Dictionary<string, string> MetaData { get; set; }

[ProtoMember(100)]
public OptionType CallPut { get; set; }
}
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namespace Qwack.Transport.TransportObjects.Instruments.Asset
{
[ProtoContract]
public class TO_FuturesOption : TO_Future
public class TO_FuturesOption
{
[ProtoMember(1)]
public string TradeId { get; set; }
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2 changes: 1 addition & 1 deletion version.props
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@@ -1,5 +1,5 @@
<Project>
<PropertyGroup>
<VersionPrefix>0.8.77</VersionPrefix>
<VersionPrefix>0.8.78</VersionPrefix>
</PropertyGroup>
</Project>
2 changes: 1 addition & 1 deletion version.txt
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@@ -1 +1 @@
0.8.77
0.8.78

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