36 lines
811 B
C#
36 lines
811 B
C#
using YLErp.Abstract;
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namespace YLErp.Models
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{
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/// <summary>
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/// 场外期权交易波动率(持仓波动率模式)
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/// </summary>
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public class OtcTradeVolatility : IOtcTradeVolatility
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{
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/// <summary>
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/// 开仓波动率
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/// </summary>
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public double OpenVol { get; set; }
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/// <summary>
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/// 平仓波动率
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/// </summary>
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public double CloseVol { get; set; }
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/// <summary>
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/// 平滑过渡天数
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/// </summary>
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public int SmoothingDays { get; set; }
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/// <summary>
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/// 是否初值
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/// </summary>
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public bool IsFirst { get; set; }
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/// <summary>
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/// 取值日期
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/// </summary>
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public DateTime ValueDate { get; set; }
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}
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}
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