#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 YLErp.Abstract.DataProviders;
+using YLErp.Abstract.DataProviders;
 using YLErp.Helpers;
 using YLErp.Models;
 using YLErp.Modules.TradeModule.DealModule;
@@ -118,13 +118,13 @@ namespace YLErp.Modules.DataProviderModule
                                   ValueDate = ValueDate,
                                   UnderlyingId = um.id,
                                   UnderlyingCode = um.UnderlyingCode,
-                                   ClosePrice = 0,
-                                   SettlePrice = 0,
+                                   ClosePrice = (double)(eodprice.net_price ?? 0) / 100,
+                                   SettlePrice = (double)(eodprice.dirty_price_close ?? 0) / 100,
                                   HighPrice = 0,
                                   LowPrice = 0,
                                   UnderlyingStatus = "正常运行",
                                   UnderlyingInstrumentType = "Bonds",
-                                   ReferencePrice = 0,
+                                   ReferencePrice = (double)(eodprice.yield ?? 0),
                                   DeciSettlePrice = eodprice.dirty_price_close,
                                   DeciClosePrice = eodprice.net_price,
                                   DeciReferencePrice = eodprice.yield,