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;
}
