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 } }