44 lines
1.5 KiB
C#
44 lines
1.5 KiB
C#
using Qdp.ComputeServiceV2.Data.CommonModels.TradeInfos;
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using Qdp.Foundation.Implementations;
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using Qdp.Pricing.Base.Implementations;
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using Qdp.Pricing.Library.Base.Interfaces;
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namespace YLErp.BLL.Calculation
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{
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public class ForwardTrade : TradeBase
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{
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public ForwardTrade(string tradeId, Date tradeDate, Date startDate, Date maturityDate,
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TradeType tradeType, double notional, double price, string instrumentCode, double unWindProfit, double unWindNotional, double marginCost)
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: base(tradeId, tradeDate, startDate, maturityDate, tradeType, notional, price, new DummyForwardInstrument())
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{
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InstrumentCode = instrumentCode;
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UnWindProfit = unWindProfit;
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UnWindNotional = unWindNotional;
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MarginCost = marginCost;
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}
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public string InstrumentCode { get; private set; }
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public double UnWindProfit { get; set; }
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public double UnWindNotional { get; set; }
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public double MarginCost { get; set; }
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public string CallPut { get; set; }
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}
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/// <summary>
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/// 临时的远期Instrument，如果QDP中实现了股票Instrument，该类可以不使用
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/// </summary>
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public class DummyForwardInstrument : IInstrument
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{
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public string Id { get; }
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public string TypeName => "Forward";
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public Date StartDate { get; }
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public Date UnderlyingMaturityDate { get; }
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public DayGap SettlementGap { get; }
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public double Notional { get; set; }
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}
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}
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