C# (CSharp) Markit_Equity_IV.Instance示例

示例#1

文件： EquityIndexStrangleStrategy.cs 项目： DerivAIS/PelicanVert

 protected MarkitSurface marketData(DateTime valuationDate)
 {
     if (_marketData == null)
     {
         _marketData = Markit_Equity_IV.Instance(_underlying);
     }
     return(_marketData[valuationDate]);
 }

示例#2

 public Markit_Equity_IV marketData()
 {
     if (_marketData == null)
     {
         _marketData = Markit_Equity_IV.Instance(_MarkitRefUnderlying);
     }
     return(_marketData);
 }

示例#3

        // ************************************************************
        // 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());
        }