public PortfolioPath(int yearsUntilRetirement, double expectedReturn, double variance, double initialPortfolioValue, double annualContribution, double incomeDraw, int yearsPlannedRetirement)
{
this.folioReturn = expectedReturn;
this.folioStDev = Math.Sqrt(variance) / 100;
this.annualContribution = annualContribution;
this.incomeDraw = incomeDraw;
this.initialPortfolioValue = initialPortfolioValue;
this.retirement = yearsUntilRetirement;
this.nSteps = retirement + yearsPlannedRetirement;
this.portfolioValueList = new List <decimal>();
this.portfolioValueList.Add((decimal)initialPortfolioValue);
LogNormal lognormal = LogNormal.WithMuSigma(folioReturn, folioStDev);
IEnumerable <double> returns = lognormal.Samples().Take(nSteps);
this.endingPortfolioValue = returns.Aggregate(initialPortfolioValue, ComputeNextPortfolioValue);
}