102 lines
2.6 KiB
C#
102 lines
2.6 KiB
C#
using System.ComponentModel.DataAnnotations.Schema;
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namespace YLErp.DBModels
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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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[Table("underlying_parameter")]
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public class underlying_parameter : DBModelWithOperator
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{
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public const string CallAsk = "CallAsk";
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public const string CallBid = "CallBid";
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public const string PutAsk = "PutAsk";
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public const string PutBid = "PutBid";
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public static List<string> callQuoteTypes = new List<string> { CallAsk, CallBid };
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public static List<string> putQuoteTypes = new List<string> { PutAsk, PutBid };
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public static List<string> defaultQuoteTypes = new List<string> { CallBid, CallAsk, PutBid, PutAsk };
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public static string LogClass = "标的报价参数";
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/// <summary>
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/// 波动率属性
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/// </summary>
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[DisplayName("波动率属性")]
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public string VolatilityProperty { get; set; }
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/// <summary>
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/// 这边应该是 实际数值，例如0.05，代表5%
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/// </summary>
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[DisplayName("无风险利率")]
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public double? NoRiskRate { get; set; }
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public double? Other { get; set; }
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/// <summary>
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/// 标的信息
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/// </summary>
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[DisplayName("标的信息")]
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public int? UnderlyingId { set; get; }
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/// <summary>
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/// 类型
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/// </summary>
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[DisplayName("类型")]
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public string Type { set; get; } = "";
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/// <summary>
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///
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/// </summary>
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[DisplayName("Price")]
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public double? Price { set; get; }
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/// <summary>
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///
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/// </summary>
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[DisplayName("Delta")]
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public double? Delta { set; get; }
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/// <summary>
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///
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/// </summary>
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[DisplayName("Gamma")]
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public double? Gamma { set; get; }
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/// <summary>
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///
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/// </summary>
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[DisplayName("Theta")]
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public double? Theta { set; get; }
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/// <summary>
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///
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/// </summary>
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[DisplayName("Vega")]
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public double? Vega { set; get; }
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/// <summary>
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///
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/// </summary>
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[DisplayName("Rho")]
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public double? Rho { set; get; }
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/// <summary>
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/// 是否有效_validstate
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/// </summary>
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[DisplayName("是否有效")]
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public string ValidState { set; get; } = "";
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public underlying_parameter Clone()
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{
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return (underlying_parameter)MemberwiseClone();
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}
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}
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[NotMapped]
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public class underlying_parameterDto : underlying_parameter
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{
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}
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}
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