C# (CSharp) SI.LiveRates PriceChange Examples

Example #1

File: LivePosition.cs Project: heimanhon/researchwork

 public LivePosition(PriceChange pc_, double weight_, double priceConvention_)
 {
   m_wt = weight_;
   m_pc = pc_;
   m_priceConvention = priceConvention_;
   m_pc.PropertyChanged += delegate { calcPnl(); };
   calcPnl();
 }

Example #2

File: PriceChangeOverrideWrapper.cs Project: heimanhon/researchwork

 public void Dispose()
 {
   subscribeToWrapped(false);
   m_pc = null;
 }

Example #3

File: PriceChangeOverrideWrapper.cs Project: heimanhon/researchwork

 public PriceChangeOverrideWrapper(PriceChange pc_)
 {
   m_pc = pc_;
   subscribeToWrapped(true);
 }