namespace YLErp.Modules.PricingModule
{
///
/// 定价计算参数
///
public class CallPutResultCalcParams : OptionCalcParamsBase
{
public CallPutResultCalcParams()
{
}
public CallPutResultCalcParams(OptionCalcParamsBase baseData) : base(baseData)
{
}
///
/// 报价参数
///
public underlying_parameter[] rules { get; set; }
///
/// 波动率
///
public double callVol { get; set; }
public CallPutResultCalcParams SetVol(double callVol)
{
this.callVol = callVol;
return this;
}
public CallPutResultCalcParams SetVol(double? callVol)
{
this.callVol = callVol ?? 0;
return this;
}
}
}