using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
using YLErp.Model;
using YLErp.Modules.CalculationModule;

namespace YLErp.Modules.EodModule
{
    /// <summary>
    /// 国联民生 希腊字母计算
    /// </summary>
    public class GLMSGreeksHandleService
    {

        public void InitData(DateTime valueDate,List<string> underlyingCodes)
        {

        }


        public void Handle(EodPositionRisksDTO dto,underlying_manager um)
        {
            //对Delta_r Delta_r_1bp Dv01  Gamma_r  Gamma_r_1bp  Vega_r  Vega_r_1bp

            if ("GB10".Equals(um.UnderlyingCode))
            {
                dto.Delta_r = dto.Delta * -1;
            }


        }


        public void Handle(trade td,TradeValueResult calRes)
        {
            calRes.Delta_r = calRes.Delta * -1;
        }
    }
}