public OptionDetailImpl CloneOptionDetails()
{
var clone = new OptionDetailImpl
{
LegId = this.LegId,
Quantity = this.Quantity,
Strike = this.Strike,
RIC = this.RIC,
UnderlyingPrice = this.UnderlyingPrice,
Side = this.Side,
IsCall = this.IsCall,
IsEuropean = this.IsEuropean,
Delta = this.Delta,
Gamma = this.Gamma,
Theta = this.Theta,
Rho = this.Rho,
Vega = this.Vega,
DaysToExpiry = this.DaysToExpiry,
InterestRate = this.InterestRate,
DayCountConvention = this.DayCountConvention,
MaturityDate = this.MaturityDate,
TradeDate = this.TradeDate,
Description = this.Description,
ProductType = this.ProductType,
PremiumAmount = this.PremiumAmount,
Volatility = this.Volatility,
ImpliedVol = this.ImpliedVol,
ParentRequest = this.ParentRequest
};
return(clone);
}
public void AddLeg(OptionDetailImpl optionLeg)
{
Legs.Add(optionLeg);
}