コード例 #1
0
 /// <summary>
 /// Initializes a new instance of the <see cref="BasketBlackScholes"/>.
 /// </summary>
 /// <param name="underlyingAsset">Underlying asset.</param>
 /// <param name="dataProvider">The market data provider.</param>
 /// <param name="positionProvider">The position provider.</param>
 /// <param name="exchangeInfoProvider">Exchanges and trading boards provider.</param>
 public BasketBlackScholes(Security underlyingAsset, IMarketDataProvider dataProvider, IExchangeInfoProvider exchangeInfoProvider, IPositionProvider positionProvider)
     : base(underlyingAsset, dataProvider, exchangeInfoProvider)
 {
     _innerModels     = new InnerModelList(this);
     UnderlyingAsset  = underlyingAsset;
     PositionProvider = positionProvider ?? throw new ArgumentNullException(nameof(positionProvider));
 }
コード例 #2
0
        /// <summary>
        /// Initializes a new instance of the <see cref="BasketBlackScholes"/>.
        /// </summary>
        /// <param name="securityProvider">The provider of information about instruments.</param>
        /// <param name="dataProvider">The market data provider.</param>
        /// <param name="positionProvider">The position provider.</param>
        public BasketBlackScholes(ISecurityProvider securityProvider, IMarketDataProvider dataProvider, IPositionProvider positionProvider)
            : base(securityProvider, dataProvider)
        {
            if (positionProvider == null)
            {
                throw new ArgumentNullException(nameof(positionProvider));
            }

            _innerModels     = new InnerModelList(this);
            PositionProvider = positionProvider;
        }
コード例 #3
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 /// <summary>
 /// Создать <see cref="BasketBlackScholes"/>.
 /// </summary>
 /// <param name="securityProvider">Поставщик информации об инструментах.</param>
 /// <param name="dataProvider">Поставщик маркет-данных.</param>
 public BasketBlackScholes(ISecurityProvider securityProvider, IMarketDataProvider dataProvider)
     : base(securityProvider, dataProvider)
 {
     _innerModels = new InnerModelList(this);
 }
コード例 #4
0
 /// <summary>
 /// Initializes a new instance of the <see cref="BasketBlackScholes"/>.
 /// </summary>
 /// <param name="underlyingAsset">Underlying asset.</param>
 /// <param name="dataProvider">The market data provider.</param>
 public BasketBlackScholes(Security underlyingAsset, IMarketDataProvider dataProvider)
     : base(underlyingAsset, dataProvider)
 {
     _innerModels     = new InnerModelList(this);
     _underlyingAsset = underlyingAsset;
 }