Exemplo n.º 1
0
 public ValuationEngine(Date today, DateGrid dg, SimMarket simMarket)
 {
     _today     = today;
     _dg        = dg;
     _simMarket = simMarket;
 }
 /// <summary>
 /// Constructor
 /// </summary>
 public CrossAssetModelScenarioGenerator(List <CalibratedModel> models, GSG multiPathGenerator, Date today, DateGrid grid, Market initMarket, string configuration = Market.DefaultConfiguration) : base(today, grid.Dates(), null)
 {
     _models = models;
 }