//using Qdp.ComputeService.Data.CommonModels.MarketInfos;
//using Qdp.Foundation.Implementations;
//using Qdp.Pricing.Base.Implementations;
//using Qdp.Pricing.Ecosystem.Utilities;
//using System;
//using System.Collections.Generic;
//using System.Linq;
//using YLErp.Models;
//using YLErp.QdpModule.Constants;

//namespace YLErp.QdpModule
//{
//    /// <summary>
//    /// 从波动率曲面上找到某点的波动率
//    /// </summary>
//    class InterpolatedVolCalc
//    {
//        /// <summary>
//        /// [必需]估值日期
//        /// </summary>
//        public DateTime? valueDate;
//        /// <summary>
//        /// [必需]某点的到期日
//        /// </summary>
//        public DateTime? exerciseDate;
//        /// <summary>
//        /// 某点的行权价
//        /// </summary>
//        public double strike;
//        /// <summary>
//        /// 
//        /// </summary>
//        public string volSurfaceType = "StrikeVol";
//        /// <summary>
//        /// 
//        /// </summary>
//        public double spot = 0.0;

//        /// <summary>
//        /// 计算
//        /// </summary>
//        /// <param name="expireTenors">波动率曲面的期限维度</param>
//        /// <param name="strikes">波动率曲面上各点的值</param>
//        /// <param name="vols">波动率曲面上各点的值</param>
//        /// <returns></returns>
//        public double Calculate(string[] expireTenors, double[] strikes, double[,] vols)
//        {
//            if (expireTenors == null)
//            {
//                throw new ArgumentNullException(nameof(expireTenors));
//            }
//            if (!valueDate.HasValue)
//            {
//                throw new ArgumentNullException(nameof(valueDate));
//            }
//            if (!exerciseDate.HasValue)
//            {
//                throw new ArgumentNullException(nameof(exerciseDate));
//            }
//            var qdpValueDate = new Date(valueDate.Value);
//            var qdpExerciseDate = new Date(exerciseDate.Value);
//            //解析到期日
//            var dates = expireTenors.Where(n => Term.IsTerm(n)).Select(n => new Term(n).Next(qdpValueDate)).ToArray();
//            var volSurfaceData = new VolSurfMktData("tempVolSurface", dates, strikes, vols, ConsVolMethod.BiLinear, volSurfaceType);
//            var volSurface = volSurfaceData.ToImpliedVolSurface(qdpValueDate);
//            return volSurface.GetValue(qdpExerciseDate, strike, spot);
//        }

//        /// <summary>
//        /// 
//        /// </summary>
//        /// <param name="vols"></param>
//        /// <returns></returns>
//        public double Calculate(IEnumerable<SingleVol> vols)
//        {
//            if (vols == null || !vols.Any())
//            {
//                return double.NaN;
//            }
//            var vector = VolSurfaceVector.Create(vols);
//            return Calculate(vector.expires, vector.strikes, vector.vols);
//        }
//    }
//}