Beispiel #1
0
 private void OnDeltaNuetralValidation(int reqId, UnderliyingComponent underComp)
 {
 }
Beispiel #2
0
    private void ProcessDeltaNeutralValidation()
    {
      var version = _enc.DecodeInt();
      var reqId = _enc.DecodeInt();

      var underComp = new UnderliyingComponent {
        ConId = _enc.DecodeInt(),
        Delta = _enc.DecodeDouble(),
        Price = _enc.DecodeDouble()
      };

      OnDeltaNuetralValidation(reqId, underComp);
    }