623 lines
30 KiB
JavaScript
623 lines
30 KiB
JavaScript
//禁止千分位分组格式化
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window.otcformat.options.disableGrouping = true;
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const consVarieties = ylotc.varieties;
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const pricingFormat = otcformat.trading;
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//波动率输入格式
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const inputFormatVolPercent = Object.freeze({ precision: pageData.VolMoreAccurate ? 4 : 2, append: '%' });
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//权利金输入格式
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const inputFormatPremiumRate = Object.freeze({ precision: pricingFormat.premiumRateP.precision, append: '%' });
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const inputFormatSinglePrice = Object.freeze({ precision: pricingFormat.tradeSinglePrice.precision, append: '' });
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const consUnderlyingFlag = (function () {
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let unSelFlag = tradeHelper.UnderlyingSelectFlag;
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return unSelFlag.UseForTrading | unSelFlag.IncludeMatured | unSelFlag.UsePinYinFilter | unSelFlag.CheckLaunch;
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}());
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var autoVariety, autoUnderlying;
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function __init(vue) {
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//标的品种
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autoVariety = FastVue.autocomplete(document.getElementById('VarietyId'), {
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lookup: consVarieties, nameField: 'Name', valueField: 'id', searchField: ['Name', 'Code', 'PinYin'],
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onSelect: function (data) { vue.changeVariety(data, 'select'); }
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});
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//标的资产
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autoUnderlying = tradeHelper.UnderlyingAutoComplete('UnderlyingCode', { BlackLimit: 1 }).setFlag(consUnderlyingFlag);
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autoUnderlying.onSelect(vue.changeunderlying);
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//标的控件初始化
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if (vue.Model.UnderlyingCode) {
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autoUnderlying.selectByCode(vue.Model.UnderlyingCode);
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}
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else {
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autoUnderlying.selectFirst();
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}
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}
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var vue = new Vue({
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el: "#listdiv",
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data: {
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Model: Model,
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IsMoneynessOption: false,
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trade: {
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IsUsePremiumRate: false,
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TradeOpenVolatility: '',
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TradeCloseVolatility: '',
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NumOfSmoothingDays: '',
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TradeSinglePrice: '',
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PremiumRate: ''
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}
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},
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mounted: function () {
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let self = this;
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//设置默认值补丁
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this.Model.ExerciseMode = "European";
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this.Model.TradeDate = moment(this.Model.TradeDate).format("YYYY-MM-DD");
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this.Model.UnderlyingInstrumentType = "CommodityFutures";
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if (this.Model.Name == "Bear Spread") {
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self.Model.OptionType = "看跌";
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}
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main.setTradeDatePicker("", "#ModelTradeDate", this.Model.TradeDate, function (date) {
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self.Model.TradeDate = date;
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self.refreshUnderlyingPrice();
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});
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main.setTradeDatePicker("", "#ModelExerciseDate", this.Model.ExerciseDate, function (date) {
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self.Model.ExerciseDate = date;
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});
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main.setTradeDatePicker("", "#ModelExerciseDate2", this.Model.ExerciseDate, function (date) {
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self.Model.ExerciseDate2 = date;
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});
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__init(this)
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},
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computed: {
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inputFormatStrike: function () {
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let fmt = {};
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if (this.IsMoneynessOption) {
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fmt.append = '%';
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fmt.negative = false;
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fmt.precision = pricingFormat.umpriceP.precision;
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} else {
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fmt.append = '';
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fmt.negative = true;
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fmt.precision = pricingFormat.umprice.precision;
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}
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return fmt;
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},
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showTradeMore() {
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return pageData.IsTradeVol && this.Model.Name === "Straddle";
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}
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},
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filters: {
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ShowUnit: function (m) {
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return m && m.Variety ? m.Variety.QuoteUnitSingle : "";
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}
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},
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methods: {
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changeInstrumentType: function () {
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autoUnderlying.selectFirst({ InstrumentTypes: this.Model.UnderlyingInstrumentType });
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},
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changeUnderlyingPrice: function () {
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this.Model.UnderlyingPriceType = "User";
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if (this.IsMoneynessOption === false) {
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this.Model.StockEqvNotional = pricingFormat.StockEqvNotional(this.Model.Notional * this.Model.Price);
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this.Model.Price = pricingFormat.umprice(this.Model.Price);
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}
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else {
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this.Model.Notional = pricingFormat.notional(this.Model.StockEqvNotional / this.Model.Price);
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var CountRatio = this.Model.Variety.CountRatio || 1;
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this.Model.TradeAmount = pricingFormat.notional(this.Model.Notional / CountRatio);
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}
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this.$forceUpdate();
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},
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refreshUnderlyingPrice: function () {
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var self = this;
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main.post("/underlying_manager/underlyingGetById", { id: self.Model.UnderlyingId, voltype: this.Model.voltype, tradeDate: this.Model.TradeDate }).done(function (res) {
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self.Model.Price = pricingFormat.umprice(res.underlying_manager.Price);
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if (self.IsMoneynessOption === false) {
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self.Model.Strike = self.Model.Strike2 = self.Model.Strike3 = self.Model.Strike4 = self.Model.Price;
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self.Model.StockEqvNotional = pricingFormat.StockEqvNotional(self.Model.Notional * self.Model.Price);
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}
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else {
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self.Model.Strike = self.Model.Strike2 = self.Model.Strike3 = self.Model.Strike4 = 1;
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self.Model.Notional = pricingFormat.notional(self.Model.StockEqvNotional / self.Model.Price);
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var CountRatio = self.Model.Variety.CountRatio || 1;
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self.Model.TradeAmount = pricingFormat.notional(self.Model.Notional / CountRatio);
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}
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self.$forceUpdate();
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});
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},
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changeunderlying: function (data) {
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var self = this;
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self.Model.VarietyId = data.VarietyId;
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self.Model.UnderlyingId = data.id;
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self.Model.UnderlyingCode = data.Code;
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if (!data.Code) return;
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self.Model.UnderlyingInstrumentType = data.InstrumentType;
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main.post("/Pricing/AjaxGetExerciseDate", { underlyingMaturityDate: data.MaturityDate, tradeDate: self.Model.TradeDate }).done(function (res) {
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let exerciseDate = new moment(res.obj.ExerciseDate).format("YYYY-MM-DD");
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Vue.set(self.Model, 'ExerciseDate', exerciseDate);
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});
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$.each(self.Model.trades, function (i, d) {
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d.MaturityDate = data.MaturityDate;
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d.UnderlyingPrice = data.Price;
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});
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autoUnderlying.setVarietyId(data.VarietyId);
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self.changeVariety(data.VarietyId ? ylotc.varieties.find(x => x.id === data.VarietyId) : null);
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this.refreshUnderlyingPrice();
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let isMoneynessOption = self.Model.UnderlyingInstrumentType === "Stock" || self.Model.UnderlyingInstrumentType === "StockIndex";
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if (isMoneynessOption) {
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self.Model.StockEqvNotional = 1e6;
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self.changeStockEqvNotional();
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} else {
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self.changeAmount();
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}
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this.moneynessSwitch(isMoneynessOption);
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this.showTradeMore && this.premiumRateSwitch(isMoneynessOption);
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},
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setStrike: function (strikeType) {
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if (this.Model.Name === "Condor") {
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if (this.Model.Strike2 && this.Model.Strike3) {
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if (this.Model.Strike2 >= this.Model.Strike3) {
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if (strikeType === "Strike2") {
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main.message("执行价格2需要小于执行价格3");
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this.Model.Strike2 = "";
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} else if (strikeType === "Strike3") {
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main.message("执行价格3需要大于执行价格2");
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this.Model.Strike3 = "";
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}
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return;
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}
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var diff = this.Model.Strike3 - this.Model.Strike2;
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this.Model.Strike = this.Model.Strike2 - diff;
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this.Model.Strike4 = parseFloat(this.Model.Strike3) + diff;
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}
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}
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},
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submitstructure: function () {
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var self = this;
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if (self.checkTrades()) {
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self.setModelTrades();
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window.parent.vue.setOption(self.Model.trades);
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layer.closeMe();
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}
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},
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checkTrades: function () {
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var self = this;
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var pass = true;
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var checkModel = { Strike12: true, Strike12Empty: true, CheckExerciseDate: true };
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switch (self.Model.Name) {
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case "Butterfly":
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checkModel.Strike12 = false;
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checkModel.Strike12Empty = false;
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self.Model.MidStrike = self.Model.Price;
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if (!self.Model.StrikeGap || !self.Model.MidStrike) {
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main.message("执行价格间距必填!"); pass = false;
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}
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if (parseFloat(self.Model.MidStrike) <= parseFloat(self.Model.StrikeGap)) {
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main.message("标的价格必须大于行权价间隔!"); pass = false; //中间行权价 即 标的价格
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}
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break;
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case "Condor":
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checkModel.Strike12 = false;
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checkModel.Strike12Empty = false;
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//验证行权价是否相同，从小到大排序，中间两个行权价允许相同，其他行权价不能相同
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if (!self.Model.Strike3 || !self.Model.Strike4) {
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main.message("行权价3，4必需输入!"); pass = false;
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}
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var strikes = [self.Model.Strike, self.Model.Strike2, self.Model.Strike3, self.Model.Strike4];
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strikes.sort();
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if (strikes[0] == strikes[1] || strikes[3] == strikes[2]) {
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main.message("中间两个行权价允许相同，其他行权价不能相同!"); pass = false;
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}
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break;
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//case "Preplicating Underlying":
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case "Straddle":
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//跨式组合的 执行价格 永远和标的价格一致
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if (self.IsMoneynessOption) {
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self.Model.Strike = 1;
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}
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else {
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self.Model.Strike = self.Model.Price;
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}
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checkModel.Strike12 = false;
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checkModel.Strike12Empty = false;
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if (!self.Model.Strike) {
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main.message("行权价必需输入!"); pass = false;
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}
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break;
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case "Ratio Spread":
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break;
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case "Calender Spread"://ExerciseDate2
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checkModel.Strike12 = false;
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checkModel.Strike12Empty = false;
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if (!self.Model.ExerciseDate || !self.Model.ExerciseDate2) {
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main.message("两个到期日必需输入!"); pass = false;
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}
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if ((new Date(self.Model.ExerciseDate)).getTime() <= (new Date(self.Model.ExerciseDate2)).getTime()) {
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main.message("到期日期2须早于到期日期1!"); pass = false;
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}
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if (!self.Model.Strike) { main.message("请输入行权价!"); pass = false; }
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break;
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case "Collar":
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checkModel.Strike12 = false;
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checkModel.Strike12Empty = false;
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if (!self.Model.Strike || !self.Model.Strike2 || !self.Model.Strike3) {
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main.message("执行价格1,2,3必需输入!"); pass = false;
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}
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if ((self.Model.Strike == self.Model.Strike2) || self.Model.Strike == self.Model.Strike3 || self.Model.Strike3 == self.Model.Strike2) {
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main.message("执行价格1,2,3两两不能相等!"); pass = false;
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}
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break;
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}
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if (!self.Model.TradeAmount) {
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main.message("请输入交易数量!"); pass = false;
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}
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if (self.Model.TradeAmount < 0) {
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main.message("交易数量不能小于0!"); pass = false;
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}
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if (checkModel.CheckExerciseDate) {
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if (!main.isDate(self.Model.ExerciseDate)) {
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main.message("请输入正确的到期日!"); pass = false;
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}
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}
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if (checkModel.Strike12Empty && (!self.Model.Strike || !self.Model.Strike2)) { // Butterfly Condor 不必
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main.message("执行价格1，2必需输入!"); pass = false;
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}
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return pass;
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},
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setModelTrades: function () {
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var self = this;
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$.each(self.Model.trades, function (i, d) {
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d.VarietyId = self.Model.VarietyId;
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d.UnderlyingId = self.Model.UnderlyingId;
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d.UnderlyingCode = self.Model.UnderlyingCode;
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d.UnderlyingInstrumentType = self.Model.UnderlyingInstrumentType;
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d.Notional = self.Model.Notional;
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d.TradeAmount = pricingFormat.notional(self.Model.TradeAmount);
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d.StockEqvNotional = self.Model.StockEqvNotional;
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d.ExerciseMode = self.Model.ExerciseMode;
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d.SettlementType = self.Model.SettlementType;
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if (self.Model.OptionType)
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d.OptionType = self.Model.OptionType;
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d.ExerciseDate = self.Model.ExerciseDate;
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d.TradeDate = self.Model.TradeDate;
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d.UnderlyingPrice = d.SpotPrice = self.Model.Price;
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d.NoRiskRateType = "System";
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d.CountRatio = self.Model.Variety.CountRatio || 1;
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});
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for (let [k, v] of Object.entries(self.trade)) {
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self.Model.trades.forEach(x => x[k] = "");
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}
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switch (self.Model.Name) {
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case "Bull Spread":
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{
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if (self.Model.Strike < self.Model.Strike2) {
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self.Model.trades[0].BuySell = "买入";
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self.Model.trades[1].BuySell = "卖出";
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} else {
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self.Model.trades[0].BuySell = "卖出";
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self.Model.trades[1].BuySell = "买入";
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}
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self.Model.trades[0].Strike = self.Model.Strike;
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self.Model.trades[1].Strike = self.Model.Strike2;
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}
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break;
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case "Bear Spread":
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{
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if (self.Model.Strike < self.Model.Strike2) {
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self.Model.trades[0].BuySell = "卖出";
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self.Model.trades[1].BuySell = "买入";
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} else {
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self.Model.trades[0].BuySell = "买入";
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self.Model.trades[1].BuySell = "卖出";
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}
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self.Model.trades[0].Strike = self.Model.Strike;
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self.Model.trades[1].Strike = self.Model.Strike2;
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self.Model.Strike = self.Model.Price;
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}
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break;
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case "Straddle":
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{
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self.Model.trades.forEach(x => {
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x.BuySell = "买入";
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self.Model.Strike = x.Strike = self.IsMoneynessOption ? 1 : self.Model.Price;
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_.extend(x, self.trade);
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});
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}
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break;
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case "Preplicating Underlying":
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{
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//交易方向“买入” 0看涨，1看跌 //两条leg 分别是： 买入执行价格高的看涨和卖出执行价格低看跌
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//交易方向为“卖出”：两条leg分别是：买入执行价格低的看跌和卖出执行价格高的看涨
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self.Model.trades[0].Strike = self.Model.Strike;
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self.Model.trades[1].Strike = self.Model.Strike2;
|
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if (self.Model.BuySell === "买入") {
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if (self.Model.trades[0].Strike > self.Model.trades[1].Strike) {
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self.Model.trades[0].BuySell = "买入";
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self.Model.trades[0].OptionType = "看涨";
|
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self.Model.trades[1].BuySell = "卖出";
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self.Model.trades[1].OptionType = "看跌";
|
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}
|
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else {
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self.Model.trades[1].BuySell = "买入";//买入执行价格高的看涨
|
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self.Model.trades[1].OptionType = "看涨";
|
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self.Model.trades[0].BuySell = "卖出"; //看跌??
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self.Model.trades[0].OptionType = "看跌";
|
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}
|
||
|
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} else {
|
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if (self.Model.trades[0].Strike > self.Model.trades[1].Strike) {
|
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self.Model.trades[0].BuySell = "买入"; //相对客户说??
|
||
self.Model.trades[0].OptionType = "看涨";
|
||
|
||
self.Model.trades[1].BuySell = "卖出";
|
||
self.Model.trades[1].OptionType = "看跌";
|
||
} else {
|
||
self.Model.trades[1].BuySell = "买入";
|
||
self.Model.trades[1].OptionType = "看涨";
|
||
|
||
self.Model.trades[0].BuySell = "卖出";
|
||
self.Model.trades[0].OptionType = "看跌";
|
||
}
|
||
}
|
||
self.Model.Strike = self.Model.Price;
|
||
}
|
||
break;
|
||
case "Strangle":
|
||
{
|
||
self.Model.trades[0].BuySell = "买入";
|
||
self.Model.trades[1].BuySell = "买入";
|
||
//self.Model.Strike = self.Model.Price;
|
||
self.Model.trades[0].Strike = self.Model.Strike;
|
||
self.Model.trades[1].Strike = self.Model.Strike2;
|
||
if (self.Model.Strike >= self.Model.Strike2) {
|
||
self.Model.trades[0].OptionType = "看涨";
|
||
self.Model.trades[1].OptionType = "看跌";
|
||
} else {
|
||
self.Model.trades[0].OptionType = "看跌";
|
||
self.Model.trades[1].OptionType = "看涨";
|
||
}
|
||
}
|
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break;
|
||
case "Butterfly":
|
||
{
|
||
self.Model.trades[0].BuySell = "买入";
|
||
self.Model.trades[1].BuySell = "卖出";
|
||
self.Model.trades[2].BuySell = "买入";
|
||
self.Model.trades[0].Notional = self.Model.Notional;
|
||
var CountRatio = self.Model.Variety.CountRatio || 1;
|
||
self.Model.trades[0].TradeAmount = pricingFormat.notional(self.Model.trades[0].Notional / CountRatio);
|
||
self.Model.trades[1].Notional = self.Model.Notional * 2;
|
||
self.Model.trades[1].StockEqvNotional = self.Model.StockEqvNotional * 2;
|
||
self.Model.trades[1].TradeAmount = pricingFormat.notional(self.Model.trades[1].Notional / CountRatio);
|
||
self.Model.trades[2].Notional = self.Model.Notional;
|
||
self.Model.trades[2].TradeAmount = pricingFormat.notional(self.Model.trades[2].Notional / CountRatio);
|
||
//中间行权价-行权价间隔，中间行权价，中间行权价+行权价间隔
|
||
if (self.IsMoneynessOption) {
|
||
let gap = self.Model.StrikeGap / self.Model.MidStrike || 0;
|
||
self.Model.trades[0].Strike = 1 - gap;
|
||
self.Model.trades[1].Strike = 1;
|
||
self.Model.trades[2].Strike = 1 + gap;
|
||
} else {
|
||
self.Model.trades[0].Strike = self.Model.MidStrike - self.Model.StrikeGap;
|
||
self.Model.trades[1].Strike = self.Model.MidStrike;
|
||
self.Model.trades[2].Strike = parseFloat(self.Model.MidStrike) + parseFloat(self.Model.StrikeGap);
|
||
}
|
||
}
|
||
break;
|
||
case "Condor":
|
||
{
|
||
self.Model.trades[0].Strike = self.Model.Strike;
|
||
self.Model.trades[1].Strike = self.Model.Strike2;
|
||
self.Model.trades[2].Strike = self.Model.Strike3;
|
||
self.Model.trades[3].Strike = self.Model.Strike4;
|
||
|
||
self.Model.trades[0].OptionType = self.Model.OptionType;
|
||
self.Model.trades[1].OptionType = self.Model.OptionType;
|
||
self.Model.trades[2].OptionType = self.Model.OptionType;
|
||
self.Model.trades[3].OptionType = self.Model.OptionType;
|
||
|
||
|
||
self.Model.trades.sort(self.strikeSort);
|
||
self.Model.trades[0].BuySell = "买入";
|
||
self.Model.trades[1].BuySell = "卖出";
|
||
self.Model.trades[2].BuySell = "卖出";
|
||
self.Model.trades[3].BuySell = "买入";
|
||
}
|
||
break;
|
||
case "Ratio Spread":
|
||
{
|
||
if (self.Model.OptionType === "看涨") {
|
||
if (self.Model.Strike < self.Model.Strike2) {
|
||
self.Model.trades[0].BuySell = "买入";
|
||
self.Model.trades[1].BuySell = "卖出";
|
||
} else {
|
||
self.Model.trades[0].BuySell = "卖出";
|
||
self.Model.trades[1].BuySell = "买入";
|
||
}
|
||
} else if (self.Model.OptionType === "看跌") {
|
||
if (self.Model.Strike < self.Model.Strike2) {
|
||
self.Model.trades[0].BuySell = "卖出";
|
||
self.Model.trades[1].BuySell = "买入";
|
||
} else {
|
||
self.Model.trades[0].BuySell = "买入";
|
||
self.Model.trades[1].BuySell = "卖出";
|
||
}
|
||
}
|
||
self.Model.trades[0].Notional = self.Model.Notional;
|
||
let CountRatio = self.Model.Variety.CountRatio || 1;
|
||
self.Model.trades[0].TradeAmount = pricingFormat.notional(self.Model.trades[0].Notional / CountRatio);
|
||
self.Model.trades[1].Notional = self.Model.Notional2;
|
||
self.Model.trades[1].TradeAmount = pricingFormat.notional(self.Model.trades[1].Notional / CountRatio);
|
||
self.Model.trades[0].Strike = self.Model.Strike;
|
||
self.Model.trades[1].Strike = self.Model.Strike2;
|
||
}
|
||
break;
|
||
case "Calender Spread":
|
||
if (self.Model.ExerciseDate < self.Model.ExerciseDate2) {
|
||
self.Model.trades[0].BuySell = "卖出";
|
||
self.Model.trades[1].BuySell = "买入";
|
||
} else {
|
||
self.Model.trades[0].BuySell = "买入";
|
||
self.Model.trades[1].BuySell = "卖出";
|
||
}
|
||
self.Model.trades[0].ExerciseDate = self.Model.ExerciseDate;
|
||
self.Model.trades[1].ExerciseDate = self.Model.ExerciseDate2;
|
||
self.Model.trades[0].Strike = self.Model.Strike;
|
||
self.Model.trades[1].Strike = self.Model.Strike;
|
||
break;
|
||
case "Box Spread":
|
||
self.Model.trades[0].BuySell = "买入";
|
||
self.Model.trades[1].BuySell = "卖出";
|
||
self.Model.trades[2].BuySell = "买入";
|
||
self.Model.trades[3].BuySell = "卖出";
|
||
|
||
self.Model.trades[0].OptionType = "看涨";
|
||
self.Model.trades[1].OptionType = "看跌";
|
||
self.Model.trades[2].OptionType = "看跌";
|
||
self.Model.trades[3].OptionType = "看涨";
|
||
if (self.Model.Strike < self.Model.Strike2) {
|
||
self.Model.trades[0].Strike = self.Model.Strike;
|
||
self.Model.trades[1].Strike = self.Model.Strike;
|
||
self.Model.trades[2].Strike = self.Model.Strike2;
|
||
self.Model.trades[3].Strike = self.Model.Strike2;
|
||
} else {
|
||
self.Model.trades[0].Strike = self.Model.Strike2;
|
||
self.Model.trades[1].Strike = self.Model.Strike2;
|
||
self.Model.trades[2].Strike = self.Model.Strike;
|
||
self.Model.trades[3].Strike = self.Model.Strike;
|
||
}
|
||
break;
|
||
case "Risk Reversal":
|
||
self.Model.trades[0].OptionType = "看涨";
|
||
self.Model.trades[1].OptionType = "看跌";
|
||
self.Model.trades[0].Strike = Math.max(self.Model.Strike, self.Model.Strike2);
|
||
self.Model.trades[1].Strike = Math.min(self.Model.Strike, self.Model.Strike2);
|
||
break;
|
||
case "Collar":
|
||
self.Model.trades[0].OptionType = "看跌";
|
||
self.Model.trades[1].OptionType = "看跌";
|
||
self.Model.trades[2].OptionType = "看涨";
|
||
if (self.Model.SeagullType === "Bullish") {
|
||
self.Model.trades[1].OptionType = "看涨";
|
||
}
|
||
|
||
var strikes = [parseFloat(self.Model.Strike), parseFloat(self.Model.Strike2), parseFloat(self.Model.Strike3)];
|
||
strikes.sort((x1, x2) => x1 - x2)
|
||
self.Model.trades[0].Strike = strikes[0];
|
||
self.Model.trades[1].Strike = strikes[1];
|
||
self.Model.trades[2].Strike = strikes[2];
|
||
break;
|
||
}
|
||
|
||
//设置初始化信息
|
||
$.each(self.Model.trades, function (i, d) {
|
||
if (self.IsMoneynessOption) {
|
||
d.IsMoneynessOption = "是";
|
||
!self.showTradeMore && (d.IsUsePremiumRate = true);
|
||
} else {
|
||
d.Strike = pricingFormat.umprice(d.Strike);
|
||
}
|
||
});
|
||
|
||
if (self.Model.BuySell === "卖出") {
|
||
//相反
|
||
$.each(self.Model.trades, function (i, d) {
|
||
d.BuySell = d.BuySell === "卖出" ? "买入" : "卖出";
|
||
});
|
||
}
|
||
},
|
||
strikeSort: function (tr1, tr2) {
|
||
return tr1.Strike - tr2.Strike;
|
||
},
|
||
changeAmount: function () { //交易数量= 份额 / 比率
|
||
var self = this;
|
||
self.Model.TradeAmount = pricingFormat.notional(self.Model.TradeAmount);
|
||
self.Model.Notional = self.Model.TradeAmount * (self.Model.Variety.CountRatio || 1);
|
||
self.Model.StockEqvNotional = pricingFormat.StockEqvNotional(self.Model.Notional * self.Model.Price);
|
||
},
|
||
changeVariety: function (variety, flag) {
|
||
if (flag === 'select') {
|
||
if (this.Model.VarietyId === variety.id) return;
|
||
autoUnderlying.setVarietyId(variety.id);
|
||
autoUnderlying.selectFirst(variety.id);
|
||
} else {
|
||
autoVariety.setData(variety);
|
||
}
|
||
this.Model.Variety = variety;
|
||
},
|
||
changeStockEqvNotional: function () {
|
||
var self = this;
|
||
self.Model.Notional = pricingFormat.notional(self.Model.StockEqvNotional / self.Model.Price);
|
||
if (self.Model.Notional) {
|
||
self.Model.TradeAmount = pricingFormat.notional(self.Model.Notional / (self.Model.Variety.CountRatio || 1));
|
||
} else {
|
||
self.Model.TradeAmount = "";
|
||
}
|
||
},
|
||
//绝对值执行价格
|
||
showAbsStrike() {
|
||
this.moneynessSwitch(false);
|
||
},
|
||
//百分比执行价格
|
||
showPercentStrike() {
|
||
this.moneynessSwitch(true);
|
||
},
|
||
//执行价格切换
|
||
moneynessSwitch(newVal) {
|
||
if (this.IsMoneynessOption === newVal) return;
|
||
//console.log("moneynessSwitch");
|
||
this.IsMoneynessOption = newVal;
|
||
let spotPrice = parseFloat(this.Model.Price) || 0;
|
||
let isSpotZero = Math.abs(spotPrice) < 1e-4;
|
||
let strikes = ["Strike", "Strike2", "Strike3", "Strike4"];
|
||
for (var key of strikes) {
|
||
if (this.IsMoneynessOption) {
|
||
this.Model[key] = (isSpotZero ? 1 : this.Model[key] / spotPrice).toFixed(pricingFormat.umpriceP.precision + 2);
|
||
} else {
|
||
this.Model[key] = pricingFormat.umprice(this.Model[key] * spotPrice);
|
||
}
|
||
}
|
||
},
|
||
//绝对值权利金
|
||
showAbsPrice() {
|
||
this.premiumRateSwitch(false);
|
||
},
|
||
//百分比权利金
|
||
showPercentPrice() {
|
||
this.premiumRateSwitch(true);
|
||
},
|
||
//权利金切换
|
||
premiumRateSwitch(newVal) {
|
||
if (this.trade.IsUsePremiumRate === newVal) return;
|
||
//console.log("premiumRateSwitch");
|
||
this.trade.IsUsePremiumRate = newVal;
|
||
let spotPrice = parseFloat(this.Model.Price) || 0;
|
||
let isSpotZero = Math.abs(spotPrice) < 1e-4;
|
||
if (newVal) {
|
||
let spotPrice = parseFloat(this.Model.Price) || 0;
|
||
let isSpotZero = Math.abs(spotPrice) < 1e-4;
|
||
this.trade.PremiumRate = Math.abs(spotPrice) < 1e-4 ? 1 : this.trade.TradeSinglePrice / spotPrice;
|
||
} else {
|
||
this.trade.TradeSinglePrice = (parseFloat(this.Model.Price) || 0) * this.trade.PremiumRate;
|
||
}
|
||
}
|
||
},
|
||
components: {
|
||
'vue-number-input': FastVue.vueNumberInput()
|
||
}
|
||
}); |