using YLErp.Models;
using YLErp.QdpModule.Constants;
namespace YLErp.QdpModule
{
///
///
///
public class VolSurfaceInitParams
{
///
/// 估值日期
///
public string valueDate = null;
///
/// 标的ID
///
public int UnderlyingId;
///
/// 标的代码
///
public string UnderlyingCode;
///
/// 标的名称
///
public string UnderlyingName;
///
/// 曲面模式
///
public string volSurfaceMode;
///
/// 波动率集合
///
public List vols;
///
/// 用户ID(用户获取MarketProxy)
///
public string userId;
///
/// 波动率加点数或加点比例
///
public double addVolRate = 0;
///
/// 默认ConsVolType.BiLinear
/// SkewMapVolSurface不需要
///
public string interpolation = ConsVolMethod.BiLinear;
///
/// 波动率曲面键值,如果这个值缺少则使用UnderlyingCode作为key
///
public string volSurfaceNameKey = null;
///
/// 默认true
/// SkewMapVolSurface不需要
///
public bool isAddVolPercent = true;
public VolSurfaceInitParams()
{
}
public override string ToString()
{
return $"{valueDate}--{UnderlyingCode}--{volSurfaceNameKey}";
}
}
}