C# (CSharp) FastQuant PortfolioPerformance Examples

Example #1

File: Portfolio.cs Project: vcoda/fastquant.dll

 public void Init(Framework framework)
 {
     this.framework = framework;
     Account        = new Account(framework);
     Fills          = new FillSeries(Name);
     Pricer         = this.framework.PortfolioManager.Pricer;
     Performance    = new PortfolioPerformance(this);
     Statistics     = new PortfolioStatistics(this);
 }