/// <summary>
/// Function: Create a Strategy and run startup procedures
/// </summary>
/// <param name="name">name</param>
/// <param name="ccy">base currency</param>
/// <param name="initialDate">starting date</param>
/// <param name="initialValue">starting NAV</param>
/// <param name="simulated">false if persistent</param>
new public static ConstantStrategy CreateStrategy(string name, Currency ccy, BusinessDay initialDate, double initialValue, bool simulated)
{
Instrument instrument = Instrument.CreateInstrument(name, InstrumentType.Strategy, name + "ConstantStrategy", ccy, FundingType.TotalReturn, simulated);
ConstantStrategy strategy = ConstantStrategy.CreateStrategy(instrument, initialDate, 1);
strategy.SetConstantCarryCost(0.0 / (double)10000.0, 0.0 / (double)10000.0, DayCountConvention.Act360, 360);
strategy.TimeSeriesRoll = TimeSeriesRollType.Last;
strategy.Initialize();
return(strategy);
}
/// <summary>
/// Function: Create a Strategy and run startup procedures
/// </summary>
/// <param name="instrument">base instrument</param>
/// <param name="initialDate">starting date</param>
/// <param name="initialValue">starting NAV</param>
public static ConstantStrategy CreateStrategy(Instrument instrument, BusinessDay initialDate, double initialValue)
{
if (instrument.InstrumentType == InstrumentType.Strategy)
{
ConstantStrategy Strategy = new ConstantStrategy(instrument);
Strategy.Startup(initialDate, initialValue, null);
return(Strategy);
}
else
{
throw new Exception("Instrument not an Strategy");
}
}
