namespace YLErp.BLL.Calculation.V2.Parameter
{
    public class BaseOptionParameter : ParameterBase
    {
        public string VolSurfaceName { get; set; }
        //如果Volatility有值，则优先使用Volatility，忽略VolSurfaceName
        public double? Volatility { get; set; }
        public double? DividendRate { get; set; }
    }

    public class VanillaOptionParameter : BaseOptionParameter
    {
        public bool IsForwardTrade { get; set; }
    }

    public class BarrierOptionParameter : VanillaOptionParameter
    {

    }

    public class BinaryOptionParameter : VanillaOptionParameter
    {
        public string BinaryReplicationStrategy { get; set; }
        public double? ReplicationShiftSize { get; set; }
    }

    public class AsianOptionParameter : BaseOptionParameter
    {
        public string Fixings { get; set; }
    }

    public class AsianSyntheticNormalSpreadOptionParameter : AsianOptionParameter
    { }

    public class RainbowOptionParameter : BaseOptionParameter
    {
        public double Strike2 { get; set; }
        public string VolSurfaceName2 { get; set; }
        public double? Volatility2 { get; set; }
        public double? Correlation { get; set; }
    }

    public class SpreadOptionParameter : BaseOptionParameter
    {
        public double[] Correlations { get; set; }
        public string[] VolSurfaceNames { get; set; }
        public double[] Volatilities { get; set; }
    }

    public class SyntheticNormalSpreadOptionParameter : VanillaOptionParameter
    {

    }

    public class DoubleSharkFinOptionParameter : BarrierOptionParameter
    {

    }

    public class AutocallParameter : VanillaOptionParameter
    {

    }

    public class SnowballParameter : VanillaOptionParameter
    {

    }

    public class RangeAccrualParameter : AsianOptionParameter
    {

    }

    public class AirbagParameter : VanillaOptionParameter
    {

    }

    public class UnderlyingEnhanceParameter : VanillaOptionParameter
    {

    }

    public class AccumulatorOptionParameter : VanillaOptionParameter
    {

    }

    public class CashFlowTradeParameter : VanillaOptionParameter
    {

    }

    public class UserDefinedOptionParameter : VanillaOptionParameter
    {
        public bool UseDraftCode { get; set; }
    }
}