예제 #1
0
 protected CurrencyMultiScore(Currency[] ccys_, int numDays_)
 {
   NumDays = numDays_;
   CcyIndexes = ccys_.Select(x => x.ArrayIndex).ToArray();
   Weights = ccys_.Select(x => _RELATIVE_VOLS[x.Code]).ToArray();
   Refresh(false);
 }