国联民生 greeks计算代码完成

2026-08-03 17:44:25 +08:00
parent e3a31886a8
commit 52b842ecab
2 changed files with 12 additions and 9 deletions
@@ -502,6 +502,7 @@ namespace YLErp.Modules.PricingModule
                    }
                }
                var greeksHandleService = new GLMSGreeksHandleService();
+               
                foreach (var item in tdList)
                {
                    var td = item.tdConv;
@@ -530,7 +531,7 @@ namespace YLErp.Modules.PricingModule
                        }
                    }

-
+                    greeksHandleService.InitData(item.ValueDate ?? td.TradeDate ?? DateTime.Today, new List<string> { td.UnderlyingCode });
                    greeksHandleService.Handle(td, calcResult, underlying);

                    results.Add(new CalcOptionPriceResult