namespace YLErp.Modules.ApiModule.PricingModule { public class OptionPricingModelV1 { public IEnumerable Trades { get; set; } /// /// 是否计算预付金 /// public bool IsCalcMargin { get; set; } /// /// 是否计算greeks /// public bool IsCalcGreeks { get; set; } } public class OptionPricingModelV2 : OtcOptionTradeFull { /// /// 是否计算预付金 /// public bool IsCalcMargin { get; set; } /// /// 是否计算greeks /// public bool IsCalcGreeks { get; set; } /// /// 交易方向: Buy | Sell /// public string TradeSide { get => BuySell; set => BuySell = value; } /// /// 波动率值 /// public double? VolValue { get => TradeOpenVolatility; set => TradeOpenVolatility = value; } public Dictionary ExtendFields { get; set; } /// /// 无风险利率别名 /// public double? RiskFreeRate { get => NoRiskRate; set => NoRiskRate = value; } /// /// 权利金 /// public double Premium { get => TradeSinglePrice ?? 0; set => TradeSinglePrice = value; } } }