protected MarkitSurface marketData(DateTime valuationDate) { if (_marketData == null) { _marketData = Markit_Equity_IV.Instance(_underlying); } return(_marketData[valuationDate]); }
public Markit_Equity_IV marketData() { if (_marketData == null) { _marketData = Markit_Equity_IV.Instance(_MarkitRefUnderlying); } return(_marketData); }
// ************************************************************ // INITIALIZATION // ************************************************************ #region Setup & Initialization protected void Initialize(MarkitEquityUnderlying underlying) { // Setup link to Markit Data (aka the database) _database = Markit_Equity_IV.Instance(underlying); // Fill the rebalancing calendar _strategy.SetRebalancing(_parameters.startDate(), _parameters.rebalPeriod(), _parameters.rampUpRebalPeriod(), _parameters.maxNumberInstruments()); }