35 lines
1.0 KiB
C#
35 lines
1.0 KiB
C#
using YLErp.Abstract;
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namespace YLErp.Modules.CalculationModule.Abstract
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{
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/// <summary>
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/// 波动率提供接口
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/// </summary>
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public interface IVolatilityDataProvider
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{
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/// <summary>
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/// 获取标的波动率
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/// </summary>
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IVolatility GetUnderlyingVol(DateTime valueDate, string voltype, string contractCode, string userGroup);
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/// <summary>
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/// 获取场外期权持仓波动率
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/// </summary>
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IOtcTradeVolatility GetOtcPositionVol(int tradeId, DateTime valueDate);
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/// <summary>
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/// 获取场外期权对冲波动率
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/// </summary>
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double? GetOtcHedgingVol(int tradeId, DateTime valueDate);
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/// <summary>
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/// 获取场外期权到期结算波动率
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/// </summary>
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double? GetOtcEodOverrideVol(int tradeId, DateTime valueDate);
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/// <summary>
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/// 获取场内期权保存的波动率
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/// </summary>
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double? GetExOptionSavedVol(string optionCode, DateTime valueDate);
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}
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} |