Initial commit

This commit is contained in:
fredmaloggia
2026-01-24 07:41:30 +01:00
commit 897507c838
209 changed files with 10265 additions and 0 deletions

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using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
namespace LibraryPricer.Models
{
public class DetailsCTFModel
{
public double TassoInteresse { get; set; }
public int DaysToMaturity { get; set; }
public string PDI_Style { get; set; }
public double PDI_Strike { get; set; }
public double PDI_Barrier { get; set; }
public double CapitalValue { get; set; }
public double NominalAmount { get; set; }
public double Bid { get; set; }
public double Ask { get; set; }
public DateTime LastDatePrice { get; set; }
public double CouponInMemory { get; set; }
public double ProtMinVal { get; set; }
public int AirBag { get; set; }
public double FattoreAirbag { get; set; }
public int OneStar { get; set; }
public double TriggerOnestar { get; set; }
public int TwinWin { get; set; }
public int Sigma { get; set; }
public int Relief { get; set; }
public int Domino { get; set; }
public string Category { get; set; }
public double CAP { get; set; }
public double Leva { get; set; }
}
}

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using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
namespace LibraryPricer.Models
{
public class DetailsEventModel
{
public int DaysToObs { get; set; }
public int DaysToExDate { get; set; }
public double DaysToObsYFract { get; set; }
public double CouponValue { get; set; }
public double CouponTrigger { get; set; }
public double AutocallValue { get; set; }
public double AutocallTrigger { get; set; }
public int Memory { get; set; }
}
}

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using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
namespace LibraryPricer.Models
{
public class DetailsULModel
{
public int IDUnderlyings { get; set; }
public string Sottostante { get; set; }
public DateTime MaturityDate { get; set; } // non usato, da togliere sia qui che in sp pricer_ULDetails (proprietà spostata in DetailsCTFModel!)
public double LastPrice { get; set; }
public double Strike { get; set; }
public double SpotPriceNormalized { get; set; }
public double Dividend { get; set; }
public double Volatility { get; set; }
public int DaysToMaturity { get; set; } // non usato, da togliere sia qui che in sp pricer_ULDetails (proprietà spostata in DetailsCTFModel!)
public double TassoInteresse { get; set; } // non usato, da togliere sia qui che in sp pricer_ULDetails (proprietà spostata in DetailsCTFModel!)
}
}

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using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
namespace LibraryPricer.Models
{
public class HistPriceULModel
{
public int IDUnderlyings { get; set; }
public string Sottostante { get; set; }
public double Px_close { get; set; }
public DateTime Px_date { get; set; }
}
}