62 lines
1.5 KiB
C#
62 lines
1.5 KiB
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 OptionCalcParamsBase
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{
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public string UserId { get; set; }
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/// <summary>
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/// 引擎名称
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/// </summary>
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public string EngineName { get; set; }
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/// <summary>
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/// 定价日期
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/// </summary>
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public DateTime? ValueDate { get; set; }
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/// <summary>
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/// 是否计算凤凰雪球的风险值
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/// </summary>
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public bool IsCalcGreeks { get; set; }
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/// <summary>
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/// 计算版本
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/// </summary>
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public string CalcVersion { get; set; }
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/// <summary>
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/// 计算用的标的价格
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/// </summary>
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public double? UnderlyingPrice { get; set; }
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/// <summary>
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/// 价格序列
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/// </summary>
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public string Fixings { get; set; }
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public OptionCalcParamsBase()
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{
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}
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public OptionCalcParamsBase(OptionCalcParamsBase baseData)
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{
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if (baseData is null)
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{
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throw new ArgumentNullException(nameof(baseData));
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}
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UserId = baseData.UserId;
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EngineName = baseData.EngineName;
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ValueDate = baseData.ValueDate;
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IsCalcGreeks = baseData.IsCalcGreeks;
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CalcVersion = baseData.CalcVersion;
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UnderlyingPrice = baseData.UnderlyingPrice;
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Fixings = baseData.Fixings;
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}
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}
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}
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