21 lines
386 B
C#
21 lines
386 B
C#
namespace YLErp.Abstract
|
|
{
|
|
/// <summary>
|
|
/// 构造一个波动率曲面方法参数
|
|
/// </summary>
|
|
public interface ITradeVolLinearParam
|
|
{
|
|
double GetTradeOpenVol();
|
|
|
|
double GetTradeCloseVol();
|
|
|
|
DateTime GetStartDate();
|
|
|
|
DateTime GetMaturityDate();
|
|
|
|
int GetNumOfSmoothingDays();
|
|
|
|
bool IsIncludeStartDate();
|
|
}
|
|
}
|