Rich Newman

January 28, 2008

Problems with Using xsd.exe to Generate .NET Classes from the FpML XSD Schema (Introduction to using FpML with .NET Tools Part 4)

Introduction

Part 3 of this series of articles showed how we can generate .NET classes from the FpML XSD schema using xsd.exe. It showed how we can then use standard .NET serialization syntax to populate the classes from FpML documents, and vice versa.

However, as mentioned in part 3, xsd.exe generates buggy code when used with the FpML XSDs. This article will go through some of the problems with this code and describe how to fix them.

Corrected .NET Classes

Corrected generated classes, which are the end result of the work in this article, are available. This code has been corrected such that it appears to work in most circumstances. However we cannot be certain that it is free of all bugs.

The corrected code is based on FpML 4.2. The main aim of this article is to give you a starting point if you are trying to generate .NET code from other versions of the specification.

Please note also that this article was written using the xsd.exe supplied with Visual Studio 2005 Service Pack 1. Different versions of Visual Studio, or Visual Studio 2005 without the service pack applied, may give different results. See the discussion in the Comments for this article for more details.

Generating the Code

Part 3 of this series of articles described how to use xsd.exe to generate C# code from the FpML schemas. This gave us a file called fpml-main-4-2_xmldsig-core-schema.cs, which contains a Document class which should be the root class for our serialization. Unfortunately if we attempt to create an XmlSerializer object using this code we get exceptions.

Problem 1: Substitution Groups and Extension

The most fundamental problem with our generated code is that xsd.exe has got confused about the substitution groups and associated extension that were discussed in some detail in part 2 of this series of articles.

In particular it has not decorated the Product property of our Trade class correctly to allow it to deal with all the possible products correctly.

In part 2 we saw that the product element in the FpML is replaced with various individual product types using the substitutionGroup syntax. The product element is a sub-element of the trade element in the XML. As a result in our C# code we have a Trade class which contains a data member of type Product and a public property that gets and sets this. Excerpts from our generated code are as below:

[System.CodeDom.Compiler.GeneratedCodeAttribute("xsd", "2.0.50727.42")]
[System.SerializableAttribute()]
[System.Diagnostics.DebuggerStepThroughAttribute()]
[System.ComponentModel.DesignerCategoryAttribute("code")]
[System.Xml.Serialization.XmlTypeAttribute(Namespace="http://www.fpml.org/2005/FpML-4-2")]
public partial class Trade {
 
    private Product productField;
 
    public Product product {
        get {
            return this.productField;
        }
        set {
            this.productField = value;
        }
    }

The problem with this code is that, as we saw in part 2, we need to be able to put a Swap object (for example) in to our Product data member. We have a Swap class in our code, and this inherits Product, as we’d expect. So we can store a Swap object in our Product data member.

However, .NET doesn’t know how to serialize or deserialize a swap element in the XML into our product property without being told. In particular, if the deserializer finds an element called ‘swap’ where it’s expecting ‘product’ it doesn’t know that it should deserialize into a Swap object. As we saw in part 2, in ird_ex01_vanilla_swap.xml there is a ‘swap’ element where you might expect a ‘product’ element.

This is very easily fixed in this case. We simply decorate the Product property with an XmlElementAttribute that tells the serializer what to do:

    [System.Xml.Serialization.XmlElementAttribute("swap", typeof(Swap))]
    public Product product {
        get {
            return this.productField;
        }
        set {
            this.productField = value;
        }
    }

This does solve the problem for swap. However, there are multiple other product types that need the XmlElementAttribute added to Product to get the serialization to work (there are over twenty in fact). Also it turns out that this problem isn’t limited to Product. There are other elements that use the substitution group and extension property in this way and have the same problem

At first glance it appears there is no easy solution to this: we are going to have to go through all the possible places where there might be errors and correct the code by hand. However, there’s a much easier solution.

Problem 1 Solution

For simple examples of this problem xsd.exe will correctly generate the required XmlElementAttribute. It’s not immediately obvious why it fails to do so with the full FpML schemas.

It turns out that the reason xsd.exe gets this wrong is because the FpML schemas are spread across multiple files. If we create one big xsd file containing all of the FpML schema files and then run xsd.exe on this the problem goes away. I’ll leave you to draw your own conclusions about the quality of the xsd.exe code.

So to fix the problem we can cut and paste all of the FpML xsd files into one file, removing the include statements that become redundant. An example of this is available. We then use xsd.exe as described in part 3 to create our C# classes.

Problem 2: RoutingIds

If we fix problem 1 as above, we still get an error when we try to create our XmlSerializer object. The error message says ‘Connot convert type ‘RoutingId[]’ to ‘RoutingId’’.

This exception arises because xsd.exe has got an XmlArrayItemAttribute wrong in class RoutingIdsAndExplicitDetails. The generated code for the routingIds property in this class is as below:

    [System.Xml.Serialization.XmlArrayItemAttribute("routingId", typeof(RoutingId), IsNullable=false)]
    public RoutingId[][] routingIds {
        get {
            return this.routingIdsField;
        }
        set {
            this.routingIdsField = value;
        }
    }

The XmlArrayItemAttribute says that the property relates to an array of type RoutingId. However, the property (correctly) is of type RoutingId[][] which is an array of arrays of type RoutingId. So the XmlArrayItemAttribute should be changed as below:

    [System.Xml.Serialization.XmlArrayItemAttribute("routingId", typeof(RoutingId[]), IsNullable=false)]
    public RoutingId[][] routingIds {
        get {
            return this.routingIdsField;
        }
        set {
            this.routingIdsField = value;
        }
    }

Testing the Generated Classes

The two fixes above appear to make the generated classes work correctly. With these changes we can deserialize our ird_ex01_vanilla_swap.xml FpML document into the classes. We can then serialize it back into XML, and we end up with the same document we started. We saw this in one of our code examples from part 3. It’s not easy to test this code is working in all cases however. One approach is to take all the sample FpML files provided with the FpML download and attempt to deserialize them and reserialize them. The code is working if the final document is the same as the original one.

Testing Program

A testing program that does this is available. This contains the code we have seen before (in part 3) for serialization and deserialization.

It also contains a basic class for comparing the original and final FpML documents and outputting any differences. It does this simply by iterating through the lines in the two files and comparing them. This may not be the best way to do this as it is quite difficult with XML.

It is difficult because there can be valid differences between the files that are hard to deal with. For example we have a ‘difference’ where the original line is:

<hourMinuteTime>09:00:00</hourMinuteTime>

After deserialization and reserialization this becomes:

<hourMinuteTime>09:00:00.0000000+00:00</hourMinuteTime>

These are clearly the same thing but our file comparer has to be able to deal with it. It does so in a very basic way by hard-coding such differences to be ignored in method ‘CompareLines’.

Extent of Testing of Generated Code

Because of the difficulties described above the testing program has only been used to test that the generated code works with the interest rate derivatives and credit derivatives sample files.

Usefulness of Generated Classes

In the last two articles we have demonstrated that we can generate C# classes based on the FpML XSD specification, and with a little work can deserialize FpML documents into this object model, manipulate the objects, and serialize back into FpML.

However, my personal opinion is that we need to think carefully as to whether we want to use these classes. FpML has a very hierarchical structure, and as a result in the generated code we have very many classes interacting to represent even a simple trade. Our object model is not very easy to understand or use as a result.

For example, suppose we want to change the notional on the fixed leg of our interest rate swap (ird_ex01_vanilla_swap.xml) once we have it in the object model. Starting with the top-level Document object that we have deserialized, the syntax is as below:

        private void ChangeNotional(Document document)
        {
            DataDocument dataDocument = (DataDocument)document;
            Trade trade = (Trade)dataDocument.Items[0];
            Swap swap = (Swap)trade.Item;
            InterestRateStream interestRateStream0 = swap.swapStream[0];
            InterestRateStream interestRateStream1 = swap.swapStream[1];
            Calculation calculation1 = (Calculation)interestRateStream1.calculationPeriodAmount.Item;
            Notional notional = (Notional)calculation1.Item;
            notional.notionalStepSchedule.initialValue = 1000000;
        }

In fact, I don’t think this routine is complex enough, since it should really check which of interestRateStream0 and interestRateStream1 is the fixed leg.

A code example incorporating this code is available.

It’s hard to argue that this code is straightforward: for instance we have a number of ‘Item’ properties referenced that can be of various types. We have to know which type we want. In addition we have the issue that we are not entirely sure that the code generated by xsd.exe is free of bugs, even after the work we have done to patch it up.

As a result in a current project I am working on we have decided not to use the classes generated by xsd.exe, but instead to deserialize into flatter structures of our own design.

Conclusion

This article has shown that it is possible to fix the code generated by xsd.exe from the FpML schemas such that we can deserialize/serialize FpML documents into/out of the object model. We have also shown that it is difficult to test that this will work correctly in all cases, and that the resulting object model is not all that easy to use.

Licensing of FpML Specifications

The FpML Specifications of this document are subject to the FpML Public License (the “License”); you may not use the FpML Specifications except in compliance with the License. You may obtain a copy of the License at http://www.FpML.org.
The FpML Specifications distributed under the License are distributed on an “AS IS” basis, WITHOUT WARRANTY OF ANY KIND, either express or implied. See the License for the specific language governing rights and limitations under the License.
The Licensor of the FpML Specifications is the International Swaps and Derivatives Association, Inc. All Rights Reserved.

http://www.fpml.org/documents/license.html

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