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
@@ -2032,6 +2032,7 @@ namespace YLErp.Modules.EodModule
                    dic.Add("Gamma_r_1bp", OtcFormatExtensions.OtcFormat(item.Gamma_r_1bp, OtcFormatFlag.greek));
                    dic.Add("Vega_r", OtcFormatExtensions.OtcFormat(item.Vega_r, OtcFormatFlag.greek));
                    dic.Add("Vega_r_1bp", OtcFormatExtensions.OtcFormat(item.Vega_r_1bp, OtcFormatFlag.greek));
+                    dic.Add("Vega_1bp", OtcFormatExtensions.OtcFormat(item.Vega_1bp, OtcFormatFlag.greek));
                }


@@ -2143,6 +2144,7 @@ namespace YLErp.Modules.EodModule
                    dic.Add("Gamma_r_1bp", "");
                    dic.Add("Vega_r", "");
                    dic.Add("Vega_r_1bp", "");
+                    dic.Add("Vega_1bp", "");
                }
                results.Add(dic);
            }