C# Class Adaptive.ReactiveTrader.Server.Pricing.MeanReversionRandomWalkPriceGenerator

Inheritance: IPriceGenerator

Datei anzeigen Open project: AdaptiveConsulting/ReactiveTraderCloud

Public Methods

Method	Description
MeanReversionRandomWalkPriceGenerator ( string symbol, decimal initial, int precision, decimal reversionCoefficient = 0.001m, decimal volatility = 5m ) : System
Sequence ( ) : IEnumerable

Private Methods

Method	Description
Format ( decimal price ) : decimal

Method Details

MeanReversionRandomWalkPriceGenerator() public method

public MeanReversionRandomWalkPriceGenerator ( string symbol, decimal initial, int precision, decimal reversionCoefficient = 0.001m, decimal volatility = 5m ) : System
symbol	string
initial	decimal
precision	int
reversionCoefficient	decimal
volatility	decimal
return	System

Sequence() public method

public Sequence ( ) : IEnumerable
return	IEnumerable