C# (CSharp) Portfolio.addAsset Examples

Example #1

File: EuropeanCall.cs Project: bonkoskk/peps

 public Portfolio getDeltaPortfolio(DateTime t)
 {
     List<IAsset> list_asset = new List<IAsset>();
     list_asset.Add(underlying);
     Portfolio port = new Portfolio(list_asset);
     port.addAsset(underlying, this.getDelta(t));
     return port;
 }