public ValuationEngine(Date today, DateGrid dg, SimMarket simMarket) { _today = today; _dg = dg; _simMarket = simMarket; }
/// <summary> /// Constructor /// </summary> public CrossAssetModelScenarioGenerator(List <CalibratedModel> models, GSG multiPathGenerator, Date today, DateGrid grid, Market initMarket, string configuration = Market.DefaultConfiguration) : base(today, grid.Dates(), null) { _models = models; }