namespace YLErp.Modules.PricingModule
{
///
/// 定价计算参数
///
public class OptionCalcParamsBase
{
public string UserId { get; set; }
///
/// 引擎名称
///
public string EngineName { get; set; }
///
/// 定价日期
///
public DateTime? ValueDate { get; set; }
///
/// 是否计算凤凰雪球的风险值
///
public bool IsCalcGreeks { get; set; }
///
/// 计算版本
///
public string CalcVersion { get; set; }
///
/// 计算用的标的价格
///
public double? UnderlyingPrice { get; set; }
///
/// 价格序列
///
public string Fixings { get; set; }
public OptionCalcParamsBase()
{
}
public OptionCalcParamsBase(OptionCalcParamsBase baseData)
{
if (baseData is null)
{
throw new ArgumentNullException(nameof(baseData));
}
UserId = baseData.UserId;
EngineName = baseData.EngineName;
ValueDate = baseData.ValueDate;
IsCalcGreeks = baseData.IsCalcGreeks;
CalcVersion = baseData.CalcVersion;
UnderlyingPrice = baseData.UnderlyingPrice;
Fixings = baseData.Fixings;
}
}
}