计算指标可配置

2026-07-31 14:49:52 +08:00
parent f7e7aaa373
commit 633cd7d32d
8 changed files with 112 additions and 11 deletions
@@ -1,4 +1,4 @@
-using Qdp.Pricing.Base.Interfaces;
+using Qdp.Pricing.Base.Interfaces;

 namespace YLErp.Modules.CalculationModule
 {
@@ -495,6 +495,26 @@ namespace YLErp.Modules.CalculationModule
        /// Theta(轧差)
        /// </summary>
        public double ThetaNet { get; set; }
+
+
+
+        /// <summary>
+        /// Delta_R
+        /// </summary>
+        public double? Delta_r { get; set; }
+
+        public double? Delta_r_1bp { get; set; }
+
+
+        public double? Dv01 { get; set; }
+
+        public double? Gamma_r { get; set; }
+
+        public double? Gamma_r_1bp { get; set; }
+
+        public double? Vega_r { get; set; }
+
+        public double? Vega_r_1bp { get; set; }
    }

    public class TradeValueResultExtend