79 lines
1.8 KiB
C#
79 lines
1.8 KiB
C#
using YLErp.Models;
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using YLErp.QdpModule.Constants;
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namespace YLErp.QdpModule
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{
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/// <summary>
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///
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/// </summary>
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public class VolSurfaceInitParams
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{
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/// <summary>
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/// 估值日期
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/// </summary>
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public string valueDate = null;
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/// <summary>
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/// 标的ID
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/// </summary>
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public int UnderlyingId;
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/// <summary>
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/// 标的代码
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/// </summary>
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public string UnderlyingCode;
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/// <summary>
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/// 标的名称
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/// </summary>
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public string UnderlyingName;
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/// <summary>
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/// 曲面模式
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/// </summary>
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public string volSurfaceMode;
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/// <summary>
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/// 波动率集合
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/// </summary>
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public List<SingleVol> vols;
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/// <summary>
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/// 用户ID(用户获取MarketProxy)
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/// </summary>
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public string userId;
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/// <summary>
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/// 波动率加点数或加点比例
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/// </summary>
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public double addVolRate = 0;
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/// <summary>
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/// 默认ConsVolType.BiLinear
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/// SkewMapVolSurface不需要
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/// </summary>
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public string interpolation = ConsVolMethod.BiLinear;
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/// <summary>
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/// 波动率曲面键值,如果这个值缺少则使用UnderlyingCode作为key
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/// </summary>
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public string volSurfaceNameKey = null;
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/// <summary>
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/// 默认true
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/// SkewMapVolSurface不需要
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/// </summary>
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public bool isAddVolPercent = true;
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public VolSurfaceInitParams()
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{
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}
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public override string ToString()
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{
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return $"{valueDate}--{UnderlyingCode}--{volSurfaceNameKey}";
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}
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}
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}
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