25 lines
1.3 KiB
C#
25 lines
1.3 KiB
C#
using Qdp.ComputeService.Data.CommonModels.MarketInfos;
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using Qdp.ComputeService.Data.CommonModels.MarketInfos.CurveDefinitions;
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using Qdp.Pricing.Ecosystem.Market;
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using Qdp.Pricing.Library.Common.MathMethods.VolTermStructure;
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namespace YLErp.QdpModule
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{
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public interface IQdpMarketProxy
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{
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void SaveVolSurface(VolSurfaceWrap wrap);
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void RemoveVolSurface(string valueDate, string volSurfaceName);
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bool SaveCorrelationSurface(string valueDate, string[] underlyingTickers, double correlation);
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bool CreateMarket(string valueDate);
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QdpMarket GetQdpMarket(string valueDate);
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bool LoadMarket(MarketInfo marketInfo);
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void AddStockPrice(string ticker, string valueDate, double price);
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void AddYieldCurve(string curveName, string valueDate, InstrumentCurveDefinition definition);
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void RemoveYieldCurve(string curveName, string valueDate);
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double GetVol(string valueDate, string underlyingTicker, double strike, string maturityDate, double spot);
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SkewMapBaseVolSurface GetSkewMapBaseVolSurface(string valueDate, string underlyingTicker);
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bool SaveSkewMapBaseVolSurface(string valueDate, string underlyingTicker, SkewMapBaseVolSurface baseVolSurface);
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void Clear();
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}
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}
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