39 lines
889 B
C#
39 lines
889 B
C#
namespace YLErp.Modules.PricingModule
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{
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/// <summary>
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/// 定价计算参数
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/// </summary>
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public class CallPutResultCalcParams : OptionCalcParamsBase
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{
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public CallPutResultCalcParams()
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{
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}
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public CallPutResultCalcParams(OptionCalcParamsBase baseData) : base(baseData)
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{
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}
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/// <summary>
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/// 报价参数
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/// </summary>
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public underlying_parameter[] rules { get; set; }
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/// <summary>
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/// 波动率
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/// </summary>
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public double callVol { get; set; }
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public CallPutResultCalcParams SetVol(double callVol)
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{
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this.callVol = callVol;
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return this;
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}
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public CallPutResultCalcParams SetVol(double? callVol)
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{
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this.callVol = callVol ?? 0;
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return this;
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}
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}
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}
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