58 lines
1.4 KiB
C#
58 lines
1.4 KiB
C#
using System.ComponentModel.DataAnnotations.Schema;
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namespace YLErp.DBModels
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{
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/// <summary>
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/// 场内期权对冲波动率
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/// </summary>
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[Table("exchange_option_vol")]
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public class ExchangeOptionVol : IDataTraceV2, IClonable<ExchangeOptionVol>
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{
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public DateTime ValueDate { get; set; }
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public string OptionCode { get; set; }
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public double Volatility { get; set; }
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public ExchangeOptionVolUseFlag UseFlag { get; set; }
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public int? OptId { get; set; }
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public DateTime? OptDate { get; set; }
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public ExchangeOptionVol Clone()
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{
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return (ExchangeOptionVol)MemberwiseClone();
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}
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/// <summary>
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/// 使用样例:ExchangeOptionHedgeVolProvider,在add,modified,delete中都体现
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/// </summary>
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public string GetDataTraceKeyId()
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{
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return OptionCode;
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}
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public string GetDataTraceKeyInfo()
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{
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return "场内期权波动率:" + OptionCode;
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}
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}
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/// <summary>
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/// 使用标识，0：使用固定值，1：使用曲面波动率
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/// </summary>
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public enum ExchangeOptionVolUseFlag : byte
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{
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/// <summary>
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/// 固定值
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/// </summary>
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FixedValue = 0,
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/// <summary>
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/// 曲面波动率或隐含波动率
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/// </summary>
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SystemOrImpliedVol = 1
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}
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}
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