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}"; } } }