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#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）

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yexuzhong
2026-07-31 10:35:25 +08:00
parent ca74095e0c
commit 5d580960d8
17 changed files with 236 additions and 63 deletions
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YLErpDAL/Modules/TradeModule/OrderModule/TradeSavePreHandler.cs
+5 -5
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@@ -1,4 +1,4 @@
using BaseOUDAL;
using BaseOUDAL;
using YLErp.BLL;
using YLErp.Configuration;
using YLErp.Configuration.Enums;
@@ -993,10 +993,10 @@ namespace YLErp.Modules.TradeModule.OrderModule
throw new ServiceException($"客户'{client.Name}'为非高风险客户,没有卖出权限");
}
if (_underlying != null && _underlying.CalcTypeIsStock() && ((client.TradingInstType & TradingInstTypeEnum.Equity) != TradingInstTypeEnum.Equity))
{
throw new ServiceException($"客户'{client.Name}'的'交易资产'属性不包括'权益',不能进行权益类的期权交易");
}
//if (_underlying != null && _underlying.CalcTypeIsStock() && ((client.TradingInstType & TradingInstTypeEnum.Equity) != TradingInstTypeEnum.Equity))
//{
// throw new ServiceException($"客户'{client.Name}'的'交易资产'属性不包括'权益',不能进行权益类的期权交易");
//}
if (PS.Config.ErpElement.SecuritiesEnvironment)
{