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; }
public TrackedResults(TrackedResults other) { this.portfolio = other.portfolio; this.portfolioValue = other.portfolioValue; this.payoff = other.payoff; this.date = other.date; this.trackingError = other.trackingError; }
public HedgingPortfolio(HedgingPortfolio other) { this.riskyAsset = other.riskyAsset; this.nonRiskyAsset = other.nonRiskyAsset; }