using System.ComponentModel.DataAnnotations.Schema;
namespace YLErp.DBModels
{
///
/// 场内期权对冲波动率
///
[Table("exchange_option_vol")]
public class ExchangeOptionVol : IDataTraceV2, IClonable
{
public DateTime ValueDate { get; set; }
public string OptionCode { get; set; }
public double Volatility { get; set; }
public ExchangeOptionVolUseFlag UseFlag { get; set; }
public int? OptId { get; set; }
public DateTime? OptDate { get; set; }
public ExchangeOptionVol Clone()
{
return (ExchangeOptionVol)MemberwiseClone();
}
///
/// 使用样例:ExchangeOptionHedgeVolProvider,在add,modified,delete中都体现
///
public string GetDataTraceKeyId()
{
return OptionCode;
}
public string GetDataTraceKeyInfo()
{
return "场内期权波动率:" + OptionCode;
}
}
///
/// 使用标识,0:使用固定值,1:使用曲面波动率
///
public enum ExchangeOptionVolUseFlag : byte
{
///
/// 固定值
///
FixedValue = 0,
///
/// 曲面波动率或隐含波动率
///
SystemOrImpliedVol = 1
}
}