fix(calculation): 解决本地代码编译报错问题。 移除QDP累购期权中的价格模式参数
- 从QdpTradeBuilder构造函数调用中移除updownPriceMode参数 - 注释掉累购期权中不再支持的价格模式设置逻辑 - 更新Excel导出方法调用以移除多余的数据分组参数
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@@ -2286,7 +2286,6 @@ namespace YLErp.Modules.CalculationModule
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annualizedFactor: param.annualizedFactor,
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accumuType: param.AccumuType == "子弹" ? AccumuType.bullet : AccumuType.none,
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settleMode: settleMode,
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updownPriceMode: param.updownPriceMode,
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happenedObservations: happenedObservations)
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{
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UnderlyingTickers = param.underlyingTickers
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@@ -2450,7 +2449,6 @@ namespace YLErp.Modules.CalculationModule
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settleMode: settleMode,
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settleMode2: settleMode2,
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settleMode3: settleMode3,
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updownPriceMode: param.updownPriceMode,
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happenedObservations: happenedObservations,
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strike2: param.Strike2,
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strike3: param.Strike3,
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@@ -2548,7 +2546,8 @@ namespace YLErp.Modules.CalculationModule
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result.Coupon = accumulatorOption.CouponPercent ? accumulatorOption.Coupon * (td.SpotPrice ?? 0) : accumulatorOption.Coupon;
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result.KOObservationDates = accumulatorOption.KOObservationDates;
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result.updownPriceMode = GlobalConfig.AccumulatorCriticalMode == "updown";
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// Removed updownPriceMode as it's not supported in QDP AccumulatorOption constructor
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// result.updownPriceMode = GlobalConfig.AccumulatorCriticalMode == "updown";
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result.happenedObservations = request?.happenedObservations;
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//将累计期权引擎需要传入的notional从原来的观察日总数量更正为沽购数量
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