Blotters
Subtype of Build MethodUsing this method, an object of type Lifetime Blotter can be built by supplying two 1D-arrays
The first array must contain - not necessarily ordered - dates as described at Dates
The second array must contain corresponding objects of type MultiDay Blotter as described at Blotters
Deriscope orders internally the dates and blotters so that they are ordered with their corresponding dates being strictly increasing.
Then it is assumed that any trades that cease to exist in the iᵗʰ blotter are disposed exactly on the corresponding iᵗʰ date.