using YLErp.Abstract;

namespace YLErp.Models
{
    /// <summary>
    /// 场外期权交易波动率(持仓波动率模式)
    /// </summary>
    public class OtcTradeVolatility : IOtcTradeVolatility
    {
        /// <summary>
        /// 开仓波动率
        /// </summary>
        public double OpenVol { get; set; }

        /// <summary>
        /// 平仓波动率
        /// </summary>
        public double CloseVol { get; set; }

        /// <summary>
        /// 平滑过渡天数
        /// </summary>
        public int SmoothingDays { get; set; }

        /// <summary>
        /// 是否初值
        /// </summary>
        public bool IsFirst { get; set; }

        /// <summary>
        /// 取值日期
        /// </summary>
        public DateTime ValueDate { get; set; }
    }
}