using Qdp.Foundation.Implementations;

namespace YLErp.BLL.Calculation.V2.Parameter
{
    public class ParameterBase
    {
        public DateTime ValueDate { get; set; }
        public string EngineName { get; set; }
        public string DiscountCurveName { get; set; }
        //如果RiskFreeRate有值，则使用如果RiskFreeRate，忽略DiscountCurveName
        public double? RiskFreeRate { get; set; }
        public Dictionary<string, double> SpotPrices { get; set; }
        public Dictionary<Date, double> Dividends { get; set; }
        public double? OverrideTTM { get; set; }
        public bool HasNightMarket { get; set; }
        public bool PreciseTimeMode { get; set; }
        public int maturityShift { get; set; }

        /// <summary>
        /// 深拷贝（保留运行时类型）。
        /// <para>
        /// 用 MemberwiseClone 保证克隆对象与 <c>this</c> 运行时类型一致——
        /// 例如 <c>VanillaOptionParameter</c> 克隆后仍是 <c>VanillaOptionParameter</c>，
        /// 否则 ValueCalculator 内 <c>parameter as VanillaOptionParameter</c> 会因类型退化为基类而得到 null。
        /// 引用型字段 SpotPrices/Dividends 单独深拷，避免对克隆体 bump 时污染原参数。
        /// </para>
        /// </summary>
        public virtual ParameterBase Clone()
        {
            var clone = (ParameterBase)MemberwiseClone();
            clone.SpotPrices = SpotPrices == null ? null : new Dictionary<string, double>(SpotPrices);
            clone.Dividends = Dividends == null ? null : new Dictionary<Date, double>(Dividends);
            return clone;
        }
    }
}