Initial Commit

MarketData/MarketDataLib/ValueAtRisk/VaRResult.cs

@@ -0,0 +1,46 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using MarketData.DataAccess;
+using MarketData.Utils;
+
+namespace MarketData.ValueAtRisk
+{
+  public class VaRResult
+  {
+    private double varPercent;
+    private double varExpectedLoss;
+    public VaRResult()
+    {
+      VaRPercent = 0;
+      VaRExpectedLoss = 0;
+      Success=true;
+    }
+    public VaRResult(VaRResult varResult)
+    {
+      VaRPercent = varResult.VaRPercent;
+      VaRExpectedLoss = varResult.VaRExpectedLoss;
+      Success=varResult.Success;
+      Message=varResult.Message;
+    }
+    public VaRResult(double varPercent, double expectedLoss)
+    {
+      this.VaRPercent = varPercent;
+      this.VaRExpectedLoss = expectedLoss;
+      this.Success=true;
+    }
+    public double VaRPercent
+    {
+      get { return varPercent; }
+      set { varPercent = value; }
+    }
+    public double VaRExpectedLoss
+    {
+      get { return varExpectedLoss; }
+      set { varExpectedLoss = value; }
+    } 
+    public bool Success{get;set;}
+    public String Message{get;set;}
+  }
+}