public OptionDetailImpl CloneOptionDetails() { var clone = new OptionDetailImpl { LegId = this.LegId, Quantity = this.Quantity, Strike = this.Strike, RIC = this.RIC, UnderlyingPrice = this.UnderlyingPrice, Side = this.Side, IsCall = this.IsCall, IsEuropean = this.IsEuropean, Delta = this.Delta, Gamma = this.Gamma, Theta = this.Theta, Rho = this.Rho, Vega = this.Vega, DaysToExpiry = this.DaysToExpiry, InterestRate = this.InterestRate, DayCountConvention = this.DayCountConvention, MaturityDate = this.MaturityDate, TradeDate = this.TradeDate, Description = this.Description, ProductType = this.ProductType, PremiumAmount = this.PremiumAmount, Volatility = this.Volatility, ImpliedVol = this.ImpliedVol, ParentRequest = this.ParentRequest }; return(clone); }
public void AddLeg(OptionDetailImpl optionLeg) { Legs.Add(optionLeg); }