private double[,] m_dCovarMatrix = null; // Covariance final matrix
#endregion Data Members
#region Constructors, Initialization & Destructor
public cCovarCorrelHandler(IPortfolioBL cPort)
{
// Init variables
m_objPortfolio = cPort;
m_objErrorHandler = m_objPortfolio.cErrorLog;
m_objColHandler = m_objPortfolio.ColHandler;
m_objRateHandler = m_objPortfolio.Classes.RatesHandler;
m_dtCovarOutput = getOutputDataStruct(); // Output data structure
}//constructor
} //destructor
protected void Dispose(bool disposing)
{ // clearing class variables
if (disposing)
{ //clean up managed resources
m_objRateHandler = null;
m_objErrorHandler = null;
m_objColHandler = null;
if (m_dtCovarOutput != null)
{
m_dtCovarOutput.Dispose();
}
}
isDisposed = true;
}//Dispose
