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 +1,35 @@
+using YLErp.Abstract;
+
+namespace YLErp.Modules.CalculationModule.Abstract
+{
+    /// <summary>
+    /// 波动率提供接口
+    /// </summary>
+    public interface IVolatilityDataProvider
+    {
+        /// <summary>
+        /// 获取标的波动率
+        /// </summary>
+        IVolatility GetUnderlyingVol(DateTime valueDate, string voltype, string contractCode, string userGroup);
+
+        /// <summary>
+        /// 获取场外期权持仓波动率
+        /// </summary>
+        IOtcTradeVolatility GetOtcPositionVol(int tradeId, DateTime valueDate);
+
+        /// <summary>
+        /// 获取场外期权对冲波动率
+        /// </summary>
+        double? GetOtcHedgingVol(int tradeId, DateTime valueDate);
+
+        /// <summary>
+        /// 获取场外期权到期结算波动率
+        /// </summary>
+        double? GetOtcEodOverrideVol(int tradeId, DateTime valueDate);
+
+        /// <summary>
+        /// 获取场内期权保存的波动率
+        /// </summary>
+        double? GetExOptionSavedVol(string optionCode, DateTime valueDate);
+    }
+}