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; } }