// ************************************************************
// CONSTRUCTOR
// ************************************************************
// Constructors
public AutocallPosition(myAutocall autocallInstrument, AutocallHelper autocallHelper, Guid identification)
: this(autocallInstrument, autocallHelper, false, identification)
{
}
public AutocallPosition(myAutocall autocallInstrument, AutocallHelper autocallHelper, bool shortAllowed, Guid identification)
: base(autocallInstrument, shortAllowed, identification)
{
_helper = autocallHelper;
}
// Constructor
/* Old constructor
* public AutocallSimulationEngine(MarkitEquityUnderlying underlying, AutocallStrategy strategy, SimulationParameters parameters)
* : base(parameters)
* {
* _underlying = underlying;
* _strategy = strategy;
* SetDatabase(underlying);
*
* }
*/
public AutocallSimulationEngine(double initialLevel, MarkitEquityUnderlying underlying, SimulationParameters simulationParameters, AutocallHelper payoffParameters)
: base(simulationParameters)
{
_underlying = underlying;
_strategy = new AutocallStrategy(initialLevel, simulationParameters, payoffParameters);
Initialize(underlying);
}
