47 lines
1.0 KiB
C#
47 lines
1.0 KiB
C#
using System;
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using System.Collections.Generic;
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using System.Linq;
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using System.Text;
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using MarketData.DataAccess;
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using MarketData.Utils;
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namespace MarketData.ValueAtRisk
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{
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public class VaRResult
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{
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private double varPercent;
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private double varExpectedLoss;
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public VaRResult()
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{
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VaRPercent = 0;
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VaRExpectedLoss = 0;
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Success=true;
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}
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public VaRResult(VaRResult varResult)
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{
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VaRPercent = varResult.VaRPercent;
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VaRExpectedLoss = varResult.VaRExpectedLoss;
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Success=varResult.Success;
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Message=varResult.Message;
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}
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public VaRResult(double varPercent, double expectedLoss)
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{
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this.VaRPercent = varPercent;
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this.VaRExpectedLoss = expectedLoss;
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this.Success=true;
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}
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public double VaRPercent
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{
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get { return varPercent; }
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set { varPercent = value; }
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}
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public double VaRExpectedLoss
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{
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get { return varExpectedLoss; }
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set { varExpectedLoss = value; }
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}
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public bool Success{get;set;}
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public String Message{get;set;}
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}
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}
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