Example #1
0
        protected virtual void parse(TriggerJumpContainer container, TriggerJumpRipper ripper)
        {
            base.parse(container, ripper);
            double knockInBarrier = ripper.GetKnockInBarrier();

            // If the KI Barrier is less than one, it is likely that it represents a % amount.
            if (knockInBarrier < 1)
            {
                knockInBarrier = knockInBarrier * container.InitialUnderlyingLevel;
            }
            container.KnockInBarrier = knockInBarrier;
        }