InterpolatedPortfolio(Portfolio, Int32) Constructor
Creates an interpolated portfolio from a single source.
Namespace: Austra.Library.MVOAssembly: Austra.Library (in Austra.Library.dll) Version: 2.5.0+d1268756e036101f601080f153b3997e72fc912d
public InterpolatedPortfolio(
Portfolio portfolio,
int sourceIndex
)
Parameters
- portfolio Portfolio
- The source portfolio.
- sourceIndex Int32
- The source index.