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);
 }