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

Inheritance: IPriceGenerator

Afficher le fichier Open project: AdaptiveConsulting/ReactiveTraderCloud

Méthodes publiques

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

Private Methods

Méthode	Description
Format ( decimal price ) : decimal

Method Details

MeanReversionRandomWalkPriceGenerator() public méthode

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
Résultat	System

Sequence() public méthode

public Sequence ( ) : IEnumerable
Résultat	IEnumerable