zszq-trs/YLErpDAL/Modules/ApiModule/PricingModule/OptionPricingModel.cs

namespace YLErp.Modules.ApiModule.PricingModule
{
    public class OptionPricingModelV1
    {
        public IEnumerable<OtcOptionTradeFull> Trades { get; set; }

        /// <summary>
        /// 是否计算预付金
        /// </summary>
        public bool IsCalcMargin { get; set; }

        /// <summary>
        /// 是否计算greeks
        /// </summary>
        public bool IsCalcGreeks { get; set; }
    }

    public class OptionPricingModelV2 : OtcOptionTradeFull
    {
        /// <summary>
        /// 是否计算预付金
        /// </summary>
        public bool IsCalcMargin { get; set; }

        /// <summary>
        /// 是否计算greeks
        /// </summary>
        public bool IsCalcGreeks { get; set; }

        /// <summary>
        /// 交易方向： Buy | Sell
        /// </summary>
        public string TradeSide { get => BuySell; set => BuySell = value; }

        /// <summary>
        /// 波动率值
        /// </summary>
        public double? VolValue { get => TradeOpenVolatility; set => TradeOpenVolatility = value; }

        public Dictionary<string, string> ExtendFields { get; set; }

        /// <summary>
        /// 无风险利率别名
        /// </summary>
        public double? RiskFreeRate { get => NoRiskRate; set => NoRiskRate = value; }

        /// <summary>
        /// 权利金
        /// </summary>
        public double Premium { get => TradeSinglePrice ?? 0; set => TradeSinglePrice = value; }
    }
}