Example #1
0
 public IAssetInstrument SetStrike(double strike) => new AsianSwapStrip
 {
     TradeId       = TradeId,
     Counterparty  = Counterparty,
     PortfolioName = PortfolioName,
     Swaplets      = Swaplets.Select(x => (AsianSwap)x.SetStrike(strike)).ToArray()
 };
Example #2
0
 public IAssetInstrument Clone() => new AsianSwapStrip
 {
     TradeId       = TradeId,
     Counterparty  = Counterparty,
     PortfolioName = PortfolioName,
     Swaplets      = Swaplets.Select(x => (AsianSwap)x.Clone()).ToArray()
 };
Example #3
0
 public IAssetInstrument SetStrike(double strike) => new AsianSwapStrip
 {
     TradeId  = TradeId,
     Swaplets = Swaplets.Select(x => (AsianSwap)x.SetStrike(strike)).ToArray()
 };
Example #4
0
 public IAssetInstrument Clone() => new AsianSwapStrip
 {
     TradeId  = TradeId,
     Swaplets = Swaplets.Select(x => (AsianSwap)x.Clone()).ToArray()
 };