protected MarkitSurface marketData(DateTime valuationDate)
{
if (_marketData == null)
{
_marketData = Markit_Equity_IV.Instance(_underlying);
}
return(_marketData[valuationDate]);
}
public Markit_Equity_IV marketData()
{
if (_marketData == null)
{
_marketData = Markit_Equity_IV.Instance(_MarkitRefUnderlying);
}
return(_marketData);
}
// ************************************************************
// INITIALIZATION
// ************************************************************
#region Setup & Initialization
protected void Initialize(MarkitEquityUnderlying underlying)
{
// Setup link to Markit Data (aka the database)
_database = Markit_Equity_IV.Instance(underlying);
// Fill the rebalancing calendar
_strategy.SetRebalancing(_parameters.startDate(), _parameters.rebalPeriod(), _parameters.rampUpRebalPeriod(), _parameters.maxNumberInstruments());
}
