吴方海 1684bae60d 山证bug修复迁移

2024-06-21 13:45:43 +08:00

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Abstract

从山证v2.3.0拷贝

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Models

dv01全局去除

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AsianOptionCalcHelper.cs

从山证v2.3.0拷贝

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CalcCheckHelper.cs

从山证v2.3.0拷贝

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CCRService.cs

从山证v2.3.0拷贝

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CommissionCalcHelper.cs

从山证v2.3.0拷贝

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ExchangeTradeCommissionCalc.cs

从山证v2.3.0拷贝

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FixingService.cs

从山证v2.3.0拷贝

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ForwardradeCalcService.cs

从山证v2.3.0拷贝

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HedgePnlCalc.cs

从山证v2.3.0拷贝

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HedgePnlCalcContext.cs

从山证v2.3.0拷贝

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ImpliedVolCalcService.cs

从山证v2.3.0拷贝

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MaturityOptionHedgePnlCalc.cs

从山证v2.3.0拷贝

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ObservationDataService.cs

从山证v2.3.0拷贝

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OptionCalculatorV2.cs

从山证v2.3.0拷贝

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OptionTradeAnalysisService.cs

从山证v2.3.0拷贝

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OptionValueCalcContext.cs

从山证v2.3.0拷贝

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OptionValueCalcRequest.cs

从山证v2.3.0拷贝

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PayoffSwapCalcService.cs

山证bug修复迁移

2024-06-21 13:45:43 +08:00

QdpTradeBuilder.cs

从山证v2.3.0拷贝

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SimpleOtcTradeRiskCalc.cs

从山证v2.3.0拷贝

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SkewMapVolHelper.cs

从山证v2.3.0拷贝

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SnowballSpecialistOptionCalculator.cs

从山证v2.3.0拷贝

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StockTradeCalcHelper.cs

从山证v2.3.0拷贝

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TradeCalcHelper.cs

从山证v2.3.0拷贝

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TradeKnockOutPayoffCalcService.cs

从山证v2.3.0拷贝

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TradeLotsCalc.cs

从山证v2.3.0拷贝

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TradeRiskCalcUtil.cs

从山证v2.3.0拷贝

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TradeRiskValueCalc.cs

从山证v2.3.0拷贝

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