84 lines
2.0 KiB
C#
84 lines
2.0 KiB
C#
namespace YLErp.Modules.PricingModule
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{
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/// <summary>
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/// 期权定价页面初始值
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/// </summary>
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public class PricingInitValueResult
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{
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/// <summary>
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/// 当前交易日期
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/// </summary>
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public DateTime ValueDate { get; set; }
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/// <summary>
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/// 标的到期日期
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/// </summary>
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public DateTime MaturityDate { get; set; }
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/// <summary>
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/// 开始日期
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/// </summary>
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public DateTime StartDate { get; set; }
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/// <summary>
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/// 结束日期
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/// </summary>
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public DateTime ExerciseDate { get; set; }
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/// <summary>
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/// 期初标的价格
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/// </summary>
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public double SpotPrice { get; set; }
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/// <summary>
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/// 是否名义本金方式
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/// </summary>
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public bool IsUsePremiumRate { get; set; }
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/// <summary>
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/// 是否相对行权价(是|否)
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/// </summary>
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public string IsMoneynessOption { 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 NoRiskRate { get; set; }
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/// <summary>
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/// 分红率
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/// </summary>
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public double DividenRate { get; set; }
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/// <summary>
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/// 标的对应的日历名称
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/// </summary>
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public string CalendarName { get; set; }
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/// <summary>
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/// 组合标的价格信息
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/// </summary>
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public SyntheticPriceModel Synthetic { get; set; }
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/// <summary>
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/// 乘积因子(成交数量/成交份额)
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/// </summary>
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public int CountRatio { get; set; } = 1;
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/// <summary>
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/// 交易单位
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/// </summary>
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public string TradeUnit { get; set; }
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/// <summary>
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/// 报价单位
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/// </summary>
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public string QuoteUnit { get; set; }
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/// <summary>
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/// 价格小数位
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/// </summary>
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public int PriceDigits { get; set; } = 2;
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}
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}
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