#EQD-6947 国联民生-保证金计算整体改造-实现第一版盯市规则（不支持同一客户多部门）（1）保证金规则的设置阶段2 新增字段 BondTerm，调整互换交易模板绑定逻辑

2026-08-13 13:19:06 +08:00
parent ab90712255
commit e8bb04d6bf
12 changed files with 364 additions and 24 deletions
@@ -207,5 +207,11 @@ namespace YLErp.DBModels
        /// 发生追保时系数
        /// </summary>
        public double CoefficientFactor { get; set; } = 1.05;
+
+        /// <summary>
+        /// 利率债期限档（区间追保结构使用，取值为空=全部 或 ConsMarginTerm 四档：&lt;5y / 5y-10y / 10y-30y / &gt;30y）。
+        /// 存于 SpanConfigJson 文本列，无需 DDL。
+        /// </summary>
+        public string BondTerm { get; set; }
    }
 }
@@ -1,8 +1,9 @@
-using Newtonsoft.Json.Linq;
+using Newtonsoft.Json.Linq;
 using YLErp.Core.Helpers;
 using YLErp.DBModels;
 using YLErp.DBModels.Consts;
 using YLErp.DBModels.Enums;
+using YLErp.Modules.MarginModule;
 using YLErp.Modules.UnderlyingModule;
 using YLErp.Plugins.TradeDocGenerator;
 using YLErp.Plugins.TradeDocGenerator.Abstracts;
@@ -253,8 +254,15 @@ namespace YLErp.Plugins.GuoLian.DocumentGenerator
                    : swapRatePosition != null ? "" : "0.0000";

                // 获取客户适用的保证金率
-                var clientMarginRate = UnderlyingHelper.GetApplicableMarginRate(
-                    client.id, swapPosition.UnderlyingCode, trade.TradeDate ?? DateTime.Now);
+                //保证金模板V2迁移：优先按交易绑定的预付金模板V2（区间追保结构）取 初始率x/维持率y；
+                //取不到（未绑定/模板无效/无匹配明细）时回退旧的互换预付金率维护（client_margin_config）链路
+                var templateRate = MarginTemplateV2RateHelper.GetTradeMarginRate(
+                    trade.id, swapPosition.UnderlyingCode, swapPosition.UnderlyingInstrumentType, trade.TradeDate ?? DateTime.Now);
+
+                var clientMarginRate = templateRate != null
+                    ? new client_margin_detail { init_rate = templateRate.InitRate ?? 0, maintain_rate = templateRate.MaintainRate ?? 0 }
+                    : UnderlyingHelper.GetApplicableMarginRate(
+                        client.id, swapPosition.UnderlyingCode, trade.TradeDate ?? DateTime.Now);

                if (clientMarginRate != null)
                {
@@ -6,6 +6,7 @@ using YLErp.Model.Enum;
 using YLErp.Modules;
 using YLErp.Modules.CalculationModule;
 using YLErp.Modules.DataProviderModule;
+using YLErp.Modules.MarginModule;
 using YLErp.Modules.TradeModule;

 namespace YLErp.BLL.MarginCalculation
@@ -365,9 +366,97 @@ namespace YLErp.BLL.MarginCalculation
        }

        //收益互换预付金计算
+        //预付金模板V2迁移：绑定了模板的互换交易按模板规则计算——无预付金=0；区间追保结构=名义本金×x（初始）/名义本金×y（持仓），
+        //x/y 由 MarginTemplateV2RateHelper 按 期限档+资产类型 匹配明细取得。未绑定或绑定其他规则的互换交易维持现状（不产出 trade_span）。
        private static List<trade_span> SwapTradeMarginCalculation(RunMarginCalculationReq req)
        {
            var result = new List<trade_span>();
+
+            var swapTradeIds = req.tradeList.Where(t => t.ParentTradeId == 0 && t.id > 0).Select(t => t.id).ToList();
+            if (swapTradeIds.Count == 0)
+            {
+                return result;
+            }
+
+            using (var db = new YLContext())
+            {
+                var bindings = db.trade_margin_template.AsNoTracking()
+                    .Where(x => swapTradeIds.Contains(x.TradeId) && x.ValueDate <= req.settleDate)
+                    .ToList();
+                if (bindings.Count == 0)
+                {
+                    return result;
+                }
+
+                var templateIds = bindings.Select(x => x.MarginTemplateId).Distinct().ToList();
+                var templates = db.margin_template_v2.AsNoTracking()
+                    .Where(x => templateIds.Contains(x.id) && x.IsValid)
+                    .ToList();
+
+                foreach (var trade in req.tradeList)
+                {
+                    //剔除多空组合子交易
+                    if (trade.ParentTradeId > 0 || trade.id <= 0)
+                    {
+                        continue;
+                    }
+
+                    var binding = bindings.Where(x => x.TradeId == trade.id).OrderByDescending(x => x.ValueDate).FirstOrDefault();
+                    var template = binding == null ? null : templates.FirstOrDefault(x => x.id == binding.MarginTemplateId);
+                    if (template == null)
+                    {
+                        continue;
+                    }
+
+                    double rate;
+                    if (template.RuleType == (int)MarginRuleTypeEnum.无预付金)
+                    {
+                        rate = 0;
+                    }
+                    else if (template.RuleType == (int)MarginRuleTypeEnum.区间追保结构)
+                    {
+                        var rateResult = MarginTemplateV2RateHelper.GetTradeMarginRate(trade.id, trade.UnderlyingCode, trade.UnderlyingInstrumentType, req.settleDate, db);
+                        if (rateResult == null)
+                        {
+                            continue;
+                        }
+                        //初始预付金=名义本金×x；持仓预付金=名义本金×y
+                        rate = (double)(req.CalcMarginType == CalcMarginTypeEnum.InitialMargin
+                            ? rateResult.InitRate ?? 0m
+                            : rateResult.MaintainRate ?? 0m);
+                    }
+                    else
+                    {
+                        //其他规则不在默认引擎支持范围，显式跳过
+                        continue;
+                    }
+
+                    var margin = rate * trade.StockEqvNotional;
+                    result.Add(new trade_span()
+                    {
+                        TradeId = trade.id,
+                        OptDate = DateTime.Now,
+                        OptId = req.userId,
+                        OptName = req.userName,
+                        ClientId = trade.ClientId,
+                        UnderlyingId = trade.UnderlyingId,
+                        UnderlyingCode = trade.UnderlyingCode,
+                        ValueDate = req.settleDate,
+                        Spv1 = margin,
+                        Spv2 = margin,
+                        Spv3 = margin,
+                        Spv4 = margin,
+                        Spv5 = margin,
+                        Spv6 = margin,
+                        Spv7 = margin,
+                        Spv8 = margin,
+                        Spv = margin,
+                        WorstCastClientPayable = margin,
+                        Margin = 0
+                    });
+                }
+            }
+
            return result;
        }
    }
@@ -0,0 +1,152 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using YLErp.BLL;
+using YLErp.DBModels;
+using YLErp.Enums;
+using YLErp.Modules.UnderlyingModule;
+
+namespace YLErp.Modules.MarginModule
+{
+    /// <summary>
+    /// 预付金模板V2 取数帮助类：按交易绑定的模板（trade_margin_template → margin_template_v2 → margin_template_detail）
+    /// 取 初始预付金率x / 维持预付金率y，供交易确认书、预付金计算等消费点统一使用。
+    /// 匹配维度：生效日期（ValueDate 最新）→ 利率债期限档（SpanConfig.BondTerm，四档，空=全部兜底）→ 标的资产类型（UnderlyingType 标志位）。
+    /// </summary>
+    public static class MarginTemplateV2RateHelper
+    {
+        /// <summary>
+        /// 取数结果。率已统一换算为小数（如 0.1 表示 10%），调用方直接用。
+        /// </summary>
+        public class MarginRateResult
+        {
+            /// <summary>
+            /// 命中的模板
+            /// </summary>
+            public margin_template_v2 Template { get; set; }
+
+            /// <summary>
+            /// 命中的明细参数行（无预付金规则时为 null）
+            /// </summary>
+            public margin_template_detail Detail { get; set; }
+
+            /// <summary>
+            /// 初始预付金率 x（小数）
+            /// </summary>
+            public decimal? InitRate { get; set; }
+
+            /// <summary>
+            /// 维持预付金率 y（小数）
+            /// </summary>
+            public decimal? MaintainRate { get; set; }
+        }
+
+        /// <summary>
+        /// 按交易绑定的模板取 初始/维持预付金率。
+        /// </summary>
+        /// <param name="tradeId">交易ID</param>
+        /// <param name="underlyingCode">标的代码（用于计算利率债期限档）</param>
+        /// <param name="underlyingInstrumentType">标的资产类型（trade/swap_position 的 UnderlyingInstrumentType，如 TBonds）</param>
+        /// <param name="valueDate">业务日期</param>
+        /// <returns>命中返回结果；交易未绑定模板、模板无效、规则非 无预付金/区间追保结构、或明细无匹配行时返回 null（由调用方决定兜底）</returns>
+        public static MarginRateResult GetTradeMarginRate(int tradeId, string underlyingCode, string underlyingInstrumentType, DateTime valueDate)
+        {
+            using (var db = new YLContext())
+            {
+                return GetTradeMarginRate(tradeId, underlyingCode, underlyingInstrumentType, valueDate, db);
+            }
+        }
+
+        /// <summary>
+        /// 按交易绑定的模板取 初始/维持预付金率（调用方传入 DbContext，供批量场景复用连接）。
+        /// </summary>
+        public static MarginRateResult GetTradeMarginRate(int tradeId, string underlyingCode, string underlyingInstrumentType, DateTime valueDate, YLContext db)
+        {
+            //1.交易绑定（ValueDate 最新）
+            var binding = db.trade_margin_template.AsNoTracking()
+                .Where(x => x.TradeId == tradeId && x.ValueDate <= valueDate)
+                .OrderByDescending(x => x.ValueDate)
+                .FirstOrDefault();
+            if (binding == null)
+            {
+                return null;
+            }
+
+            var template = db.margin_template_v2.AsNoTracking().FirstOrDefault(x => x.id == binding.MarginTemplateId);
+            if (template == null || !template.IsValid)
+            {
+                return null;
+            }
+
+            //2.无预付金规则：率直接为 0
+            if (template.RuleType == (int)MarginRuleTypeEnum.无预付金)
+            {
+                return new MarginRateResult { Template = template, InitRate = 0m, MaintainRate = 0m };
+            }
+
+            if (template.RuleType != (int)MarginRuleTypeEnum.区间追保结构)
+            {
+                //其他规则不在本帮助类支持范围，显式返回 null
+                return null;
+            }
+
+            //3.区间追保结构：取 ValueDate 最新生效的一组明细（同一 ValueDate 下有多行参数组）
+            var detailQuery = db.margin_template_detail.AsNoTracking()
+                .Where(x => x.MarginTemplateId == template.id && x.ValueDate <= valueDate);
+            if (!detailQuery.Any())
+            {
+                return null;
+            }
+            var latestValueDate = detailQuery.Max(x => x.ValueDate);
+            var details = detailQuery.Where(x => x.ValueDate == latestValueDate).ToList();
+
+            //4.利率债期限档匹配：精确档 → "全部"（BondTerm 为空）兜底
+            var term = UnderlyingHelper.GetApplicableMarginTerm(underlyingCode, valueDate);
+            var matched = details.Where(x => x.SpanConfig != null && x.SpanConfig.BondTerm == term).ToList();
+            if (!matched.Any())
+            {
+                matched = details.Where(x => x.SpanConfig == null || string.IsNullOrEmpty(x.SpanConfig.BondTerm)).ToList();
+            }
+            if (!matched.Any())
+            {
+                return null;
+            }
+
+            //5.标的资产类型匹配（仅当模板选了"按资产类型分类"）：精确标志位 → 通配行（None/All）兜底
+            if (template.UnderlyingSeperateType == (int)UnderlyingSeperateTypeEnum.CustomInstrumentType
+                && Enum.TryParse<UnderlyingTypeEnum>(underlyingInstrumentType, out var instrumentFlag))
+            {
+                var byInstrument = matched.Where(x => (x.UnderlyingType & instrumentFlag) > 0).ToList();
+                if (byInstrument.Any())
+                {
+                    matched = byInstrument;
+                }
+                else
+                {
+                    var wildcard = matched.Where(x => x.UnderlyingType == UnderlyingTypeEnum.None || x.UnderlyingType == UnderlyingTypeEnum.All).ToList();
+                    if (wildcard.Any())
+                    {
+                        matched = wildcard;
+                    }
+                }
+            }
+
+            var detail = matched.First();
+            return new MarginRateResult
+            {
+                Template = template,
+                Detail = detail,
+                InitRate = ToDecimalRate(detail.MarginRatio1),
+                MaintainRate = ToDecimalRate(detail.MarginRatio2)
+            };
+        }
+
+        /// <summary>
+        /// 模板页录入的百分数（如 10 表示 10%）换算为小数（0.1）
+        /// </summary>
+        private static decimal? ToDecimalRate(double? ratio)
+        {
+            return ratio.HasValue ? (decimal)(ratio.Value / 100d) : (decimal?)null;
+        }
+    }
+}
@@ -12,9 +12,10 @@ namespace YLErp.Modules.SwapModule
        public static SwapMarginTemplateConfig GetConfig()
        {
            //保证金模板V2迁移：交易页"保证金模板"下拉的选项改为"预付金模板V2"页面维护的模板（自定义+全局默认，存模板名称），不再使用数据字典
+            //互换交易只显示"适用结构"包含 收益互换 的模板
            using var db = new YLErp.BLL.YLContext();
            var items = db.margin_template_v2
-                .Where(item => !item.IsForClient && item.IsValid)
+                .Where(item => !item.IsForClient && item.IsValid && item.TradeTypes.Contains("收益互换"))
                .OrderBy(item => item.IsDefault).ThenBy(item => item.id)
                .Select(item => new SelectItem { Text = item.Name, Value = item.Name })
                .ToArray();
@@ -134,9 +134,9 @@ namespace YLErp.Modules.SwapModule
            DbContext.trade_margin_template.RemoveRange(olds);
            if (!string.IsNullOrWhiteSpace(dbTrade.MarginTemplateName))
            {
-                //匹配自定义+全局默认模板（重名时优先自定义）
+                //匹配自定义+全局默认模板（重名时优先自定义），模板"适用结构"需包含 收益互换
                var template = DbContext.margin_template_v2
-                    .Where(x => x.Name == dbTrade.MarginTemplateName && !x.IsForClient && x.IsValid)
+                    .Where(x => x.Name == dbTrade.MarginTemplateName && !x.IsForClient && x.IsValid && x.TradeTypes.Contains("收益互换"))
                    .OrderBy(x => x.IsDefault)
                    .FirstOrDefault();
                if (template != null)
@@ -301,19 +301,43 @@ namespace YLErp.Web.Controllers

                if (marginTemplate.Details.Count() > 1)
                {
-                    var underlyingType = UnderlyingTypeEnum.None;
-                    foreach (var detail in marginTemplate.Details)
+                    if (marginTemplate.RuleType == (int)MarginRuleTypeEnum.区间追保结构)
                    {
-                        if (detail.UnderlyingType == UnderlyingTypeEnum.None)
+                        //区间追保结构：按 利率债期限档（SpanConfig.BondTerm）分组校验，同一期限档内标的类型不允许重复，不同期限档允许相同标的类型
+                        foreach (var termGroup in marginTemplate.Details.GroupBy(x => x.SpanConfig?.BondTerm ?? ""))
                        {
-                            throw new Exception("标的类型不能为空");
-                        }
-                        if ((detail.UnderlyingType & underlyingType) > 0)
-                        {
-                            throw new Exception("存在重复的标的类型：" + UnderlyingTypeUtil.GetDesc(detail.UnderlyingType & underlyingType));
-                        }
+                            var termUnderlyingType = UnderlyingTypeEnum.None;
+                            foreach (var detail in termGroup)
+                            {
+                                if ((detail.UnderlyingType & termUnderlyingType) > 0)
+                                {
+                                    if (marginTemplate.UnderlyingSeperateType == (int)UnderlyingSeperateTypeEnum.None)
+                                    {
+                                        throw new Exception("同一利率债期限档下存在重复的参数组");
+                                    }
+                                    throw new Exception("存在重复的标的类型：" + UnderlyingTypeUtil.GetDesc(detail.UnderlyingType & termUnderlyingType));
+                                }

-                        underlyingType |= detail.UnderlyingType;
+                                termUnderlyingType |= detail.UnderlyingType;
+                            }
+                        }
+                    }
+                    else
+                    {
+                        var underlyingType = UnderlyingTypeEnum.None;
+                        foreach (var detail in marginTemplate.Details)
+                        {
+                            if (detail.UnderlyingType == UnderlyingTypeEnum.None)
+                            {
+                                throw new Exception("标的类型不能为空");
+                            }
+                            if ((detail.UnderlyingType & underlyingType) > 0)
+                            {
+                                throw new Exception("存在重复的标的类型：" + UnderlyingTypeUtil.GetDesc(detail.UnderlyingType & underlyingType));
+                            }
+
+                            underlyingType |= detail.UnderlyingType;
+                        }
                    }
                }

@@ -138,7 +138,7 @@
                        <label class="formlabel">是否按标的分类设置参数</label>
                        <select v-model="marginTemplate.UnderlyingSeperateType" v-on:change="changeUnderlyingSeperateType()" v-bind:disabled="marginTemplate.RuleType != @((int)MarginRuleTypeEnum.按固定利率) && marginTemplate.RuleType != @((int)MarginRuleTypeEnum.标准SPAN) && marginTemplate.RuleType != @((int)MarginRuleTypeEnum.卖出自动赎回规则1) && marginTemplate.RuleType != @((int)MarginRuleTypeEnum.区间追保结构)">
                            <option value="@((int)UnderlyingSeperateTypeEnum.None)">不区分</option>
-                            <option value="@((int)UnderlyingSeperateTypeEnum.CustomStock)">按自定义权益分类</option>
+                            <option v-if="marginTemplate.RuleType != @((int)MarginRuleTypeEnum.区间追保结构)" value="@((int)UnderlyingSeperateTypeEnum.CustomStock)">按自定义权益分类</option>
                            <option v-if="marginTemplate.RuleType == @((int)MarginRuleTypeEnum.区间追保结构)" value="@((int)UnderlyingSeperateTypeEnum.CustomInstrumentType)">按资产类型分类</option>
                        </select>
                    </div>
@@ -203,6 +203,16 @@
                                </div>
                            </template>
                            <template v-if="marginTemplate.RuleType == @((int)MarginRuleTypeEnum.区间追保结构)">
+                                <div class="form-group" v-if="detail.SpanConfig">
+                                    <label class="formlabel">利率债期限</label>
+                                    <select v-model="detail.SpanConfig.BondTerm">
+                                        <option value="">全部</option>
+                                        <option value="&lt;5y">&lt;5y</option>
+                                        <option value="5y-10y">5y-10y</option>
+                                        <option value="10y-30y">10y-30y</option>
+                                        <option value="&gt;30y">&gt;30y</option>
+                                    </select>
+                                </div>
                                <div class="form-group" v-show="marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomInstrumentType)">
                                    <label class="formlabel">当标的资产类型为</label>

@@ -423,12 +433,12 @@
                            </template>
                        </div>
                        <div class="col-auto" v-show="index + 1 == marginTemplate.Details.length">
-                            <button class="delBtn" v-show="marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomStock) || marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomInstrumentType)" v-on:click="deleteDetail(index)">- 刪除</button>
+                            <button class="delBtn" v-show="marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomStock) || marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomInstrumentType) || marginTemplate.RuleType == @((int)MarginRuleTypeEnum.区间追保结构)" v-on:click="deleteDetail(index)">- 刪除</button>
                        </div>
                    </div>
                </div>
            </template>
-            <button class="addBtn" v-show="marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomStock) || marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomInstrumentType)" v-on:click="addDetail()" v-bind:disabled="marginTemplate.RuleType == @((int)MarginRuleTypeEnum.无预付金) || marginTemplate.RuleType == @((int)MarginRuleTypeEnum.自动赎回买入预付金规则) || marginTemplate.RuleType == @((int)MarginRuleTypeEnum.保底预付金规则) || marginTemplate.RuleType == @((int)MarginRuleTypeEnum.含赔付预付金计算规则)">+ 新增参数组</button>
+            <button class="addBtn" v-show="marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomStock) || marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomInstrumentType) || marginTemplate.RuleType == @((int)MarginRuleTypeEnum.区间追保结构)" v-on:click="addDetail()" v-bind:disabled="marginTemplate.RuleType == @((int)MarginRuleTypeEnum.无预付金) || marginTemplate.RuleType == @((int)MarginRuleTypeEnum.自动赎回买入预付金规则) || marginTemplate.RuleType == @((int)MarginRuleTypeEnum.保底预付金规则) || marginTemplate.RuleType == @((int)MarginRuleTypeEnum.含赔付预付金计算规则)">+ 新增参数组</button>
        </div>
    </div>
    <div class="form-buttons">
@@ -467,6 +477,16 @@
                    </div>
                </template>
                <template v-if="ruleType == @((int)MarginRuleTypeEnum.区间追保结构)">
+                    <div class="form-group" v-if="detail.SpanConfig">
+                        <label class="formlabel">利率债期限</label>
+                        <select v-model="detail.SpanConfig.BondTerm">
+                            <option value="">全部</option>
+                            <option value="&lt;5y">&lt;5y</option>
+                            <option value="5y-10y">5y-10y</option>
+                            <option value="10y-30y">10y-30y</option>
+                            <option value="&gt;30y">&gt;30y</option>
+                        </select>
+                    </div>
                    <div class="form-group">
                        <label class="formlabel">初始预付金率x</label>
                        <vue-number-input v-model="detail.MarginRatio1" v-bind:format="inputFormatPercent"></vue-number-input>
@@ -143,7 +143,7 @@
                    <label class="formlabel">是否按标的分类设置参数</label>
                    <select v-model="marginTemplate.UnderlyingSeperateType" v-on:change="changeUnderlyingSeperateType()" v-bind:disabled="marginTemplate.RuleType != @((int)MarginRuleTypeEnum.按固定利率) && marginTemplate.RuleType != @((int)MarginRuleTypeEnum.标准SPAN) && marginTemplate.RuleType != @((int)MarginRuleTypeEnum.卖出自动赎回规则1) && marginTemplate.RuleType != @((int)MarginRuleTypeEnum.区间追保结构)">
                        <option value="@((int)UnderlyingSeperateTypeEnum.None)">不区分</option>
-                        <option value="@((int)UnderlyingSeperateTypeEnum.CustomStock)">按自定义权益分类</option>
+                        <option v-if="marginTemplate.RuleType != @((int)MarginRuleTypeEnum.区间追保结构)" value="@((int)UnderlyingSeperateTypeEnum.CustomStock)">按自定义权益分类</option>
                        <option v-if="marginTemplate.RuleType == @((int)MarginRuleTypeEnum.区间追保结构)" value="@((int)UnderlyingSeperateTypeEnum.CustomInstrumentType)">按资产类型分类</option>
                    </select>
                </div>
@@ -183,6 +183,16 @@
                                </div>
                            </template>
                            <template v-if="marginTemplate.RuleType == @((int)MarginRuleTypeEnum.区间追保结构)">
+                                <div class="form-group" v-if="detail.SpanConfig">
+                                    <label class="formlabel">利率债期限</label>
+                                    <select v-model="detail.SpanConfig.BondTerm">
+                                        <option value="">全部</option>
+                                        <option value="&lt;5y">&lt;5y</option>
+                                        <option value="5y-10y">5y-10y</option>
+                                        <option value="10y-30y">10y-30y</option>
+                                        <option value="&gt;30y">&gt;30y</option>
+                                    </select>
+                                </div>
                                <div class="form-group" v-show="marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomInstrumentType)">
                                    <label class="formlabel">当标的资产类型为</label>

@@ -403,12 +413,12 @@
                            </template>
                        </div>
                        <div class="col-auto" v-show="index + 1 == marginTemplate.Details.length">
-                            <button class="delBtn" v-show="marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomStock) || marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomInstrumentType)" v-on:click="deleteDetail(index)">- 刪除</button>
+                            <button class="delBtn" v-show="marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomStock) || marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomInstrumentType) || marginTemplate.RuleType == @((int)MarginRuleTypeEnum.区间追保结构)" v-on:click="deleteDetail(index)">- 刪除</button>
                        </div>
                    </div>
                </div>
            </template>
-            <button class="addBtn" v-show="marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomStock) || marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomInstrumentType)" v-on:click="addDetail()" v-bind:disabled="marginTemplate.RuleType == @((int)MarginRuleTypeEnum.无预付金) || marginTemplate.RuleType == @((int)MarginRuleTypeEnum.自动赎回买入预付金规则) || marginTemplate.RuleType == @((int)MarginRuleTypeEnum.保底预付金规则) || marginTemplate.RuleType == @((int)MarginRuleTypeEnum.含赔付预付金计算规则)">+ 新增参数组</button>
+            <button class="addBtn" v-show="marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomStock) || marginTemplate.UnderlyingSeperateType == @((int)UnderlyingSeperateTypeEnum.CustomInstrumentType) || marginTemplate.RuleType == @((int)MarginRuleTypeEnum.区间追保结构)" v-on:click="addDetail()" v-bind:disabled="marginTemplate.RuleType == @((int)MarginRuleTypeEnum.无预付金) || marginTemplate.RuleType == @((int)MarginRuleTypeEnum.自动赎回买入预付金规则) || marginTemplate.RuleType == @((int)MarginRuleTypeEnum.保底预付金规则) || marginTemplate.RuleType == @((int)MarginRuleTypeEnum.含赔付预付金计算规则)">+ 新增参数组</button>
        </div>
    </div>
    <div class="form-buttons">
@@ -451,6 +461,16 @@
                    </div>
                </template>
                <template v-if="ruleType == @((int)MarginRuleTypeEnum.区间追保结构)">
+                    <div class="form-group" v-if="detail.SpanConfig">
+                        <label class="formlabel">利率债期限</label>
+                        <select v-model="detail.SpanConfig.BondTerm">
+                            <option value="">全部</option>
+                            <option value="&lt;5y">&lt;5y</option>
+                            <option value="5y-10y">5y-10y</option>
+                            <option value="10y-30y">10y-30y</option>
+                            <option value="&gt;30y">&gt;30y</option>
+                        </select>
+                    </div>
                    <div class="form-group">
                        <label class="formlabel">初始预付金率x</label>
                        <vue-number-input v-model="detail.MarginRatio1" v-bind:format="inputFormatPercent"></vue-number-input>
@@ -136,6 +136,16 @@
                                </div>
                            </template>
                            <template v-if="marginTemplate.RuleType == @((int)MarginRuleTypeEnum.区间追保结构)">
+                                <div class="form-group" v-if="detail.SpanConfig">
+                                    <label class="formlabel">利率债期限</label>
+                                    <select v-model="detail.SpanConfig.BondTerm">
+                                        <option value="">全部</option>
+                                        <option value="&lt;5y">&lt;5y</option>
+                                        <option value="5y-10y">5y-10y</option>
+                                        <option value="10y-30y">10y-30y</option>
+                                        <option value="&gt;30y">&gt;30y</option>
+                                    </select>
+                                </div>
                                <div class="form-group">
                                    <label class="formlabel">初始预付金率x</label>
                                    <vue-number-input v-model="detail.MarginRatio1" v-bind:format="inputFormatPercent"></vue-number-input>
@@ -325,6 +335,16 @@
                    </div>
                </template>
                <template v-if="ruleType == @((int)MarginRuleTypeEnum.区间追保结构)">
+                    <div class="form-group" v-if="detail.SpanConfig">
+                        <label class="formlabel">利率债期限</label>
+                        <select v-model="detail.SpanConfig.BondTerm">
+                            <option value="">全部</option>
+                            <option value="&lt;5y">&lt;5y</option>
+                            <option value="5y-10y">5y-10y</option>
+                            <option value="10y-30y">10y-30y</option>
+                            <option value="&gt;30y">&gt;30y</option>
+                        </select>
+                    </div>
                    <div class="form-group">
                        <label class="formlabel">初始预付金率x</label>
                        <vue-number-input v-model="detail.MarginRatio1" v-bind:format="inputFormatPercent"></vue-number-input>
@@ -95,7 +95,7 @@ const vue = new Vue({
                    this.marginTemplate.Comments = "名义本金*Max（x,y-0.5*虚值比例）+ Flag*Max(0,PV)；\n其中虚值比例 = max（0, P - 执行价）/期初价格，当计算日为成交日时，Flag = 0，P = 期初价格，当计算日不为成交日时，Flag = 1，P = 标的现价；\n若勾选了“取与保底金额孰小”，则取较小的一个；\n保底金额 =ABS（执行价格 - 保底价格）* ABS（交易数量）。";
                    break;
                case MarginRuleTypeEnum.区间追保结构:
-                    this.marginTemplate.Comments = "预付金占用为名义本金的固定比例。支持按标的资产类型（利率债/信用债/其它债券/股票/股指等全部资产类型）分别设置初始预付金率x、维持预付金率y；以期初净价为基准，按（x-y）逐档推算预警线/平仓线，标的价格触及档位线时触发追保或平仓。";
+                    this.marginTemplate.Comments = "预付金占用为名义本金的固定比例。按利率债期限（<5y/5y-10y/10y-30y/>30y）分别设置初始预付金率x、维持预付金率y，支持再按标的资产类型（利率债/信用债/其它债券/股票/股指等全部资产类型）分组；以期初净价为基准，按（x-y）逐档推算预警线/平仓线，标的价格触及档位线时触发追保或平仓。";
                    break;
                case MarginRuleTypeEnum.默认预付金规则:
                    this.marginTemplate.Comments = "考虑了14种场景下的Span算法与Delta算法比较的通用预付金规则，该规则可以调整Span涨跌幅度";
@@ -81,7 +81,7 @@ const vue = new Vue({
                    this.marginTemplate.Comments = "名义本金*Max（x,y-0.5*虚值比例）+ Flag*Max(0,PV)；\n其中虚值比例 = max（0, P - 执行价）/期初价格，当计算日为成交日时，Flag = 0，P = 期初价格，当计算日不为成交日时，Flag = 1，P = 标的现价；\n若勾选了“取与保底金额孰小”，则取较小的一个；\n保底金额 =ABS（执行价格 - 保底价格）* ABS（交易数量）。";
                    break;
                case MarginRuleTypeEnum.区间追保结构:
-                    this.marginTemplate.Comments = "预付金占用为名义本金的固定比例。以期初净价为基准，按（初始预付金率x-维持预付金率y）逐档推算预警线/平仓线，标的价格触及档位线时触发追保或平仓。";
+                    this.marginTemplate.Comments = "预付金占用为名义本金的固定比例。按利率债期限（<5y/5y-10y/10y-30y/>30y）分别设置初始预付金率x、维持预付金率y；以期初净价为基准，按（x-y）逐档推算预警线/平仓线，标的价格触及档位线时触发追保或平仓。";
                    break;
                case MarginRuleTypeEnum.单独计算规则:
                    this.marginTemplate.Comments = "基于宏源定制的预付金规则，用于计算单笔交易，不参与Span预付金规则的轧差。";