37 lines
1.3 KiB
C#
37 lines
1.3 KiB
C#
using System;
|
|
using System.Collections.Generic;
|
|
using System.Linq;
|
|
using System.Text;
|
|
using System.Threading.Tasks;
|
|
using YLErp.Abstract;
|
|
using YLErp.Modules.TradeModule.KnockOutModule.Dto;
|
|
|
|
namespace YLErp.Modules.TradeModule.KnockOutModule
|
|
{
|
|
/// <summary>
|
|
/// 期权交易敲出计算服务
|
|
/// </summary>
|
|
public interface ITradeKnockOutService
|
|
{
|
|
/// <summary>
|
|
/// 获取交易敲出收益
|
|
/// </summary>
|
|
/// <param name="td"></param>
|
|
/// <param name="underlyingPrice"></param>
|
|
/// <param name="_valueDate"></param>
|
|
/// <param name="_tradeExtendDataProvider"></param>
|
|
/// <returns></returns>
|
|
GetKnockOutPayoffResult GetKnockOutPayoff(trade td, double underlyingPrice,DateTime _valueDate, ITradeExtendDataProvider _tradeExtendDataProvider);
|
|
|
|
|
|
/// <summary>
|
|
/// 获取交易敲出收益 交易扩展信息不需要从数据库读取，在trade对象的属性中，此方法主要用于定价页面，交易还未生成
|
|
/// </summary>
|
|
/// <param name="td"></param>
|
|
/// <param name="underlyingPrice"></param>
|
|
/// <param name="_valueDate"></param>
|
|
/// <returns></returns>
|
|
GetKnockOutPayoffResult GetKnockOutPayoff(trade td, double underlyingPrice, DateTime _valueDate);
|
|
}
|
|
}
|