53 lines
1.4 KiB
C#
53 lines
1.4 KiB
C#
namespace YLErp.Modules.ApiModule.PricingModule
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{
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public class OptionPricingModelV1
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{
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public IEnumerable<OtcOptionTradeFull> Trades { get; set; }
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/// <summary>
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/// 是否计算预付金
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/// </summary>
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public bool IsCalcMargin { get; set; }
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/// <summary>
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/// 是否计算greeks
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/// </summary>
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public bool IsCalcGreeks { get; set; }
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}
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public class OptionPricingModelV2 : OtcOptionTradeFull
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{
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/// <summary>
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/// 是否计算预付金
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/// </summary>
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public bool IsCalcMargin { get; set; }
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/// <summary>
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/// 是否计算greeks
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/// </summary>
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public bool IsCalcGreeks { get; set; }
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/// <summary>
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/// 交易方向： Buy | Sell
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/// </summary>
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public string TradeSide { get => BuySell; set => BuySell = value; }
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/// <summary>
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/// 波动率值
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/// </summary>
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public double? VolValue { get => TradeOpenVolatility; set => TradeOpenVolatility = value; }
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public Dictionary<string, string> ExtendFields { get; set; }
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/// <summary>
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/// 无风险利率别名
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/// </summary>
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public double? RiskFreeRate { get => NoRiskRate; set => NoRiskRate = value; }
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/// <summary>
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/// 权利金
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/// </summary>
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public double Premium { get => TradeSinglePrice ?? 0; set => TradeSinglePrice = value; }
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}
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}
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