FxSegaRega extension method

cetusfinance · Nov 21, 2022 · 3446d16 · 3446d16
1 parent 29da3c9
commit 3446d16
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Showing 3 changed files with 10 additions and 2 deletions.
diff --git a/src/Qwack.Models/Models/AssetProductEx.cs b/src/Qwack.Models/Models/AssetProductEx.cs
@@ -1373,6 +1373,14 @@ public static ICube FxVega(this Portfolio portfolio, IAssetFxModel model, Curren
 
         }
 
+        public static ICube FxSegaRega(this Portfolio portfolio, IAssetFxModel model, Currency reportingCcy)
+        {
+            var m = model.Clone();
+            m.AttachPortfolio(portfolio);
+            return m.FxSegaRega(reportingCcy);
+
+        }
+
         public static ICube AssetIrDelta(this Portfolio portfolio, IAssetFxModel model, Currency reportingCcy = null, double bumpSize = 0.0001)
         {
             var m = model.Clone();

diff --git a/version.props b/version.props
@@ -1,5 +1,5 @@
 <Project>
     <PropertyGroup>
-        <VersionPrefix>0.7.8</VersionPrefix>
+        <VersionPrefix>0.7.9</VersionPrefix>
     </PropertyGroup>
 </Project>
diff --git a/version.txt b/version.txt
@@ -1 +1 @@
-0.7.8
+0.7.9