34 lines
1.2 KiB
C#
34 lines
1.2 KiB
C#
namespace YLErp.Modules.ScenarioModule
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{
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/// <summary>
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/// 情景分析帮助类
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/// </summary>
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public static class ScenarioHelper
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{
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/// <summary>
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/// 横纵坐标轴参数类型
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/// </summary>
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public static readonly IReadOnlyCollection<string> XyTypes = new[] { "标的价格", "波动率", "估值日期", "分红率", "无风险利率" };
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/// <summary>
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/// 情景分析不需要的交易类型
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/// </summary>
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public static readonly IReadOnlyCollection<string> ExcludeTradeTypes = new[] { "远期", "自定义交易", "结构化交易", "收益互换", "现金流交易" };
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/// <summary>
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/// 默认情景分析配置
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/// </summary>
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public static ScenarioConfigV2 GetDefaultConfig()
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{
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return new ScenarioConfigV2
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{
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xType = "标的价格",
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xRates = "-0.3, -0.2, -0.1, -0.05, 0, 0.05, 0.1, 0.2, 0.3",
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yType = "波动率",
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yRates = "0.20, 0.15, 0.10, 0.05, 0, -0.05, -0.10, -0.15, -0.20",
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ConfigName = "默认情景分析"
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};
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}
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}
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}
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