Class CompositeInstrumentComponent

Namespace

NanoQL.Instruments

Assembly

NanoQL.dll

A component of a CompositeInstrument: an instrument, the engine that prices it and its multiplier, QuantLib's std::pair<ext::shared_ptr<Instrument>, Real> with the engine the instrument carries.

public sealed class CompositeInstrumentComponent

Inheritance

object

CompositeInstrumentComponent

Inherited Members

object.GetType()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Remarks

Immutable. The engine is a delegate, as nanoql's instruments carry none.

Constructors

CompositeInstrumentComponent(Instrument, Func<EvaluationContext, InstrumentResults>, double)

Initializes a new instance of the CompositeInstrumentComponent class.

public CompositeInstrumentComponent(Instrument instrument, Func<EvaluationContext, InstrumentResults> engine, double multiplier)

Parameters

instrument Instrument

The instrument.

engine Func<EvaluationContext, InstrumentResults>

The engine pricing it, from the evaluation context.

multiplier double

The multiplier of its value.

Exceptions

ArgumentNullException

instrument or engine is null.

Properties

Engine

Gets the engine pricing the instrument.

public Func<EvaluationContext, InstrumentResults> Engine { get; }

Property Value

Func<EvaluationContext, InstrumentResults>

Instrument

Gets the instrument.

public Instrument Instrument { get; }

Property Value

Instrument

Multiplier

Gets the multiplier of the instrument's value.

public double Multiplier { get; }

Property Value

double