示例#1
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 public TrackedResults(HedgingPortfolio portfolio, double portfolioValue, double optionPayOff, DateTime date, double trackingError)
 {
     this.portfolio      = portfolio;
     this.portfolioValue = portfolioValue;
     this.payoff         = optionPayOff;
     this.date           = date;
     this.trackingError  = trackingError;
 }
示例#2
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 public TrackedResults(TrackedResults other)
 {
     this.portfolio      = other.portfolio;
     this.portfolioValue = other.portfolioValue;
     this.payoff         = other.payoff;
     this.date           = other.date;
     this.trackingError  = other.trackingError;
 }
示例#3
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 public HedgingPortfolio(HedgingPortfolio other)
 {
     this.riskyAsset    = other.riskyAsset;
     this.nonRiskyAsset = other.nonRiskyAsset;
 }