/// <summary>
/// 构造函数
/// </summary>
/// <param name="valuationDate">估值日期</param>
/// <param name="requests">计算请求</param>
public PricingResult(Date valuationDate, PricingRequest requests)
{
ValuationDate = valuationDate;
_pricingStatus = requests.Split().ToDictionary(x => x, x => false);
#region set default
Pv = double.NaN;
Dv01 = double.NaN;
Pv01 = double.NaN;
Ai = double.NaN;
Ytm = double.NaN;
DirtyPrice = double.NaN;
CleanPrice = double.NaN;
YieldToCall = double.NaN;
YieldToPut = double.NaN;
CallDate = null;
PutDate = null;
Delta = double.NaN;
Gamma = double.NaN;
Rho = double.NaN;
RhoForeign = double.NaN;
Vega = double.NaN;
Theta = double.NaN;
Dv01Underlying = double.NaN;
MacDuration = double.NaN;
ModifiedDuration = double.NaN;
Convexity = double.NaN;
DollarModifiedDuration = double.NaN;
DollarConvexity = double.NaN;
//Sp01 = double.NaN;
Carry = double.NaN;
ZeroSpread = double.NaN;
FairQuote = double.NaN;
KeyRateDv01 = new Dictionary <string, CurveRisk[]>();
Cashflows = null;
ComponentPvs = null;
ProductSpecific = new Dictionary <string, Dictionary <string, RateRecord> >();
CashflowDict = new Dictionary <string, double>();
Succeeded = true;
ErrorMessage = null;
ConvertFactors = new Dictionary <string, double>();
ZeroSpreadDelta = double.NaN;
StoppingTime = double.NaN;
DDeltaDt = double.NaN;
DVegaDt = double.NaN;
DDeltaDvol = double.NaN;
DVegaDvol = double.NaN;
UnderlyingPv = double.NaN;
Basis = double.NaN;
CheapestToDeliver = null;
asset1Delta = double.NaN;
asset2Delta = double.NaN;
asset1Gamma = double.NaN;
asset2Gamma = double.NaN;
asset1Vega = double.NaN;
asset2Vega = double.NaN;
asset1DDeltaDt = double.NaN;
asset2DDeltaDt = double.NaN;
asset1DVegaDvol = double.NaN;
asset2DVegaDvol = double.NaN;
asset1DDeltaDvol = double.NaN;
asset2DDeltaDvol = double.NaN;
asset1DVegaDt = double.NaN;
asset2DVegaDt = double.NaN;
crossGamma = double.NaN;
crossVomma = double.NaN;
crossVanna1 = double.NaN;
crossVanna2 = double.NaN;
correlationVega = double.NaN;
DeltaCash = double.NaN;
GammaCash = double.NaN;
PctPv = double.NaN;
PricingVol = double.NaN;
#endregion
}
