namespace YLErp.Modules.PricingModule
{
///
/// 期权定价页面初始值
///
public class PricingInitValueResult
{
///
/// 当前交易日期
///
public DateTime ValueDate { get; set; }
///
/// 标的到期日期
///
public DateTime MaturityDate { get; set; }
///
/// 开始日期
///
public DateTime StartDate { get; set; }
///
/// 结束日期
///
public DateTime ExerciseDate { get; set; }
///
/// 期初标的价格
///
public double SpotPrice { get; set; }
///
/// 是否名义本金方式
///
public bool IsUsePremiumRate { get; set; }
///
/// 是否相对行权价(是|否)
///
public string IsMoneynessOption { get; set; }
///
/// 无风险利率
///
public double NoRiskRate { get; set; }
///
/// 分红率
///
public double DividenRate { get; set; }
///
/// 标的对应的日历名称
///
public string CalendarName { get; set; }
///
/// 组合标的价格信息
///
public SyntheticPriceModel Synthetic { get; set; }
///
/// 乘积因子(成交数量/成交份额)
///
public int CountRatio { get; set; } = 1;
///
/// 交易单位
///
public string TradeUnit { get; set; }
///
/// 报价单位
///
public string QuoteUnit { get; set; }
///
/// 价格小数位
///
public int PriceDigits { get; set; } = 2;
}
}