100 lines
2.3 KiB
C#
100 lines
2.3 KiB
C#
namespace YLErp.BLL.Calculation.V2.Parameter
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{
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public class BaseOptionParameter : ParameterBase
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{
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public string VolSurfaceName { get; set; }
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//如果Volatility有值，则优先使用Volatility，忽略VolSurfaceName
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public double? Volatility { get; set; }
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public double? DividendRate { get; set; }
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}
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public class VanillaOptionParameter : BaseOptionParameter
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{
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public bool IsForwardTrade { get; set; }
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}
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public class BarrierOptionParameter : VanillaOptionParameter
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{
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}
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public class BinaryOptionParameter : VanillaOptionParameter
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{
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public string BinaryReplicationStrategy { get; set; }
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public double? ReplicationShiftSize { get; set; }
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}
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public class AsianOptionParameter : BaseOptionParameter
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{
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public string Fixings { get; set; }
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}
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public class AsianSyntheticNormalSpreadOptionParameter : AsianOptionParameter
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{ }
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public class RainbowOptionParameter : BaseOptionParameter
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{
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public double Strike2 { get; set; }
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public string VolSurfaceName2 { get; set; }
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public double? Volatility2 { get; set; }
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public double? Correlation { get; set; }
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}
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public class SpreadOptionParameter : BaseOptionParameter
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{
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public double[] Correlations { get; set; }
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public string[] VolSurfaceNames { get; set; }
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public double[] Volatilities { get; set; }
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}
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public class SyntheticNormalSpreadOptionParameter : VanillaOptionParameter
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{
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}
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public class DoubleSharkFinOptionParameter : BarrierOptionParameter
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{
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}
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public class AutocallParameter : VanillaOptionParameter
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{
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}
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public class SnowballParameter : VanillaOptionParameter
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{
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}
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public class RangeAccrualParameter : AsianOptionParameter
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{
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}
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public class AirbagParameter : VanillaOptionParameter
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{
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}
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public class UnderlyingEnhanceParameter : VanillaOptionParameter
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{
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}
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public class AccumulatorOptionParameter : VanillaOptionParameter
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{
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}
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public class CashFlowTradeParameter : VanillaOptionParameter
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{
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}
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public class UserDefinedOptionParameter : VanillaOptionParameter
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{
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public bool UseDraftCode { get; set; }
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}
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}
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