26 lines
560 B
C#
26 lines
560 B
C#
using YLErp.Abstract;
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namespace YLErp.Models
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{
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/// <summary>
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///
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/// </summary>
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public class VolatilityImpl : IVolatility
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{
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/// <summary>
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/// 默认:MoneynessVol
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/// </summary>
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public string VolSurfaceMode { get; set; } = "MoneynessVol";
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/// <summary>
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/// 默认:BiLinear
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/// </summary>
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public string InterpolationMethod { get; set; } = "BiLinear";
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/// <summary>
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///
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/// </summary>
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public List<SingleVol> VolTable { get; set; }
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}
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}
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