39 lines
1015 B
C#
39 lines
1015 B
C#
namespace YLErp.Modules.ScenarioModule
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{
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/// <summary>
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/// 情景分析计算接口
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/// </summary>
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public class ScenarioRequest
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{
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public int ConfigId { get; set; }
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public TradeScenarioSearchModel SearchModel { get; set; } = new TradeScenarioSearchModel();
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/// <summary>
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/// 波动率类型
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/// </summary>
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public string VolType { get; set; }
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/// <summary>
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/// 无风险利率
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/// </summary>
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public double RiskFreeRate { get; set; }
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/// <summary>
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/// 估值日期
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/// </summary>
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public DateTime ValueDate { get; set; }
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public IEnumerable<ScenarioUnderlyingModel> Underlyings { get; set; }
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/// <summary>
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/// 使用交易分红率
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/// </summary>
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public bool UseTradeDivendRate { get; set; }
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/// <summary>
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/// 是否完全对冲假设
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/// </summary>
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public bool IsFullyHedged { get; set; } = false;
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}
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}
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