namespace YLErp.Modules.ScenarioModule
{
///
/// 情景分析帮助类
///
public static class ScenarioHelper
{
///
/// 横纵坐标轴参数类型
///
public static readonly IReadOnlyCollection XyTypes = new[] { "标的价格", "波动率", "估值日期", "分红率", "无风险利率" };
///
/// 情景分析不需要的交易类型
///
public static readonly IReadOnlyCollection ExcludeTradeTypes = new[] { "远期", "自定义交易", "结构化交易", "收益互换", "现金流交易" };
///
/// 默认情景分析配置
///
public static ScenarioConfigV2 GetDefaultConfig()
{
return new ScenarioConfigV2
{
xType = "标的价格",
xRates = "-0.3, -0.2, -0.1, -0.05, 0, 0.05, 0.1, 0.2, 0.3",
yType = "波动率",
yRates = "0.20, 0.15, 0.10, 0.05, 0, -0.05, -0.10, -0.15, -0.20",
ConfigName = "默认情景分析"
};
}
}
}