shangzhongyuan 3fb50ad1e7 对冲交易 持仓名义本金

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Abstract

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Models

dv01全局去除

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AsianOptionCalcHelper.cs

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CalcCheckHelper.cs

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CCRService.cs

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CommissionCalcHelper.cs

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ExchangeTradeCommissionCalc.cs

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FixingService.cs

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ForwardradeCalcService.cs

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HedgePnlCalc.cs

对冲交易 持仓名义本金

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HedgePnlCalcContext.cs

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ImpliedVolCalcService.cs

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MaturityOptionHedgePnlCalc.cs

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ObservationDataService.cs

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OptionCalculatorV2.cs

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OptionTradeAnalysisService.cs

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OptionValueCalcContext.cs

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OptionValueCalcRequest.cs

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PayoffSwapCalcService.cs

TRS-ZS-578 收盘增加风控存库

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QdpTradeBuilder.cs

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SimpleOtcTradeRiskCalc.cs

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SkewMapVolHelper.cs

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SnowballSpecialistOptionCalculator.cs

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StockTradeCalcHelper.cs

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TradeCalcHelper.cs

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TradeKnockOutPayoffCalcService.cs

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TradeLotsCalc.cs

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TradeRiskCalcUtil.cs

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TradeRiskValueCalc.cs

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