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);
    }
}