#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)

This commit is contained in:
yexuzhong
2026-07-31 10:35:25 +08:00
parent ca74095e0c
commit 5d580960d8
17 changed files with 236 additions and 63 deletions
@@ -0,0 +1,28 @@
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using YLErp.Model;
namespace YLErp.Modules.EodModule
{
/// <summary>
/// 国联民生 希腊字母计算
/// </summary>
public class GLMSGreeksHandleService
{
public void InitData(DateTime valueDate,List<string> underlyingCodes)
{
}
public void Handle(EodPositionRisksDTO dto)
{
//对Delta_r Delta_r_1bp Dv01 Gamma_r Gamma_r_1bp Vega_r Vega_r_1bp
}
}
}