从山证v2.3.0拷贝

2024-05-09 14:06:26 +08:00
parent 566ff33259
commit f9d8a256a6
4471 changed files with 1203456 additions and 9 deletions
@@ -0,0 +1,37 @@
+using Qdp.Pricing.Library.Options.Products.Autocall.Snowball;
+using YLErp.Modules.CalculationModule;
+
+namespace YLErp.Modules.TradeModule
+{
+    [TestClass]
+    public class TradeSnowballBLLTest : UnitTestBase
+    {
+        [TestMethod]
+        public void Test1()
+        {
+            var db = DbContextFactory.GetYLDbContext();
+
+            var tradeObj = db.trade.AsNoTracking().FirstOrDefault(n => n.TradeNumber == "CW20180051OP220701049X");
+
+            if (tradeObj == null)
+            {
+                throw new ServiceException("没有找到交易数据");
+            }
+
+            BLL.tradeBLL.SetFieldsByTradeType(tradeObj);
+
+            var optionTrade = QdpTradeBuilder.GetSnowballOptionTrade(tradeObj, tradeObj.trade_snowball
+                , new OptionTradeParamRequest(BLL.valuedateBLL.SysRiskFreeRate())
+                {
+
+                });
+
+            var snowball = (SimpleSnowball)optionTrade.Instrument;
+
+            var CouponPayment = snowball.CouponPayment(tradeObj.ExerciseDate.Value,
+                includeStartDate: tradeObj.trade_snowball.CouponIncludeStartDate == true && tradeObj.trade_snowball.CouponDayCount != "Monthly");
+
+            Assert.AreEqual(CouponPayment, 1.1, 0.1);
+        }
+    }
+}