Exemplos de QLCore BlackProcess em C# (CSharp)

Exemplo n.º 1

 public KirkSpreadOptionEngine(BlackProcess process1,
                               BlackProcess process2,
                               Handle <Quote> correlation)
 {
     process1_ = process1;
     process2_ = process2;
     rho_      = correlation;
 }

Exemplo n.º 2

Arquivo: KirkEngine.cs Projeto: OpenDerivatives/QLCore

        public KirkEngine(BlackProcess process1,
                          BlackProcess process2,
                          double correlation)
        {
            process1_ = process1;
            process2_ = process2;
            rho_      = correlation;

            process1_.registerWith(update);
            process2_.registerWith(update);
        }