dv01全局去除

2024-06-12 10:28:49 +08:00
parent 258b05a3c8
commit 62db850bae
18 changed files with 27 additions and 629 deletions
@@ -316,7 +316,6 @@ namespace YLErp.Modules.TradeRiskCalcModule
                        result.TradingDayTheta = 0;
                        result.CalendarDayTheta = 0;
                        result.Rho = 0;
-                        result.DV01 = Convert.ToDouble(currentPosition.DV01??0);
                        var resultRisk = SwapTransformOneUnderlying(underlying, trad, new List<TradeValueResult> { result }, currentPosition, position);
                        if (resultRisk != null)
                        {