期权保证金算法

看涨期权虚值额：max（（股指期权行权价格－沪深300当日收盘价），0）

	//IO1409-C-2100
	int StrikePrice = 2100;
	double PreClosePrice = 2163.6;//沪深300当日收盘价,实际上为2170.87，取当月股指合约昨收盘价为2163.6
	double PreSettlementPrice = 90.8;//股指期权当日结算价
	double MarginAdjust = 0.1;//股指期权保证金调整系数
	double MiniGuarantee = 0.5;//最低保障系数
	int VolumeMultiple = 100;//合约乘数
	double dummy = max(StrikePrice-PreClosePrice,0.0);//虚值额
	double Margin = (PreSettlementPrice + PreClosePrice*max(MarginAdjust-dummy/PreClosePrice,MarginAdjust*MiniGuarantee))*VolumeMultiple;//保证金
	cout<<Margin;