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class Portfolio:
def __init__(self, trades):
self.trades = trades
@property
def pnl(self):
return sum(t.pnl for t in self.trades)
def make_original(self):
for t in self.trades:
t.make_original()
@property
def ref(self):
return self.trades[0].ref
@ref.setter
def ref(self, val):
for t in self.trades:
t.ref = val
def delta(self, val):
sum([getattr(t, 'delta', 1) * t.notional for t in self.trades])
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