#EQD-6669 国联民生-期权希腊值计算步长和细节调整（定价引擎部分）

2026-07-31 10:35:25 +08:00
parent ca74095e0c
commit 5d580960d8
17 changed files with 236 additions and 63 deletions
@@ -1,4 +1,4 @@
-using Qdp.Foundation.Implementations;
+using Qdp.Foundation.Implementations;
 using Qdp.Pricing.Base.Implementations;
 using Qdp.Pricing.Base.Interfaces;
 using Qdp.Pricing.Base.Utilities;
@@ -570,7 +570,7 @@ namespace YLErp.Modules.CalculationModule
        {
            underlying = underlying.Clone();

-            underlying.UnderlyingInstrumentType = ConsGlobal.InstrumentType.ConvertCalcType(underlying.UnderlyingInstrumentType);
+            underlying.UnderlyingInstrumentType = ConsGlobal.InstrumentType.ConvertCalcType(underlying.UnderlyingInstrumentType,true);

            switch (trade.TradeType)
            {