Table of Contents

Class ContinuousSeriesExtensions

Namespace
Balsam.DataServers
Assembly
Balsam.Backtester.dll

Extension methods for Continuous series

public static class ContinuousSeriesExtensions
Inheritance
ContinuousSeriesExtensions
Inherited Members

Methods

ExtractRollSchedule(ContinuousSeries)

Extracts the rolls from the specified continuous series.

public static IEnumerable<Roll> ExtractRollSchedule(this ContinuousSeries series)

Parameters

series ContinuousSeries

Returns

IEnumerable<Roll>

Exceptions

ArgumentNullException