增加vega(1bp)希腊值

2026-08-20 14:15:12 +08:00
parent 30b3007307
commit 5ee510aa35
11 changed files with 110 additions and 18 deletions
@@ -515,6 +515,8 @@ namespace YLErp.Modules.CalculationModule
        public double? Vega_r { get; set; }

        public double? Vega_r_1bp { get; set; }
+
+        public double? Vega_1bp { get; set; }
    }

    public class TradeValueResultExtend