从山证v2.3.0拷贝

YLErpDAL/Modules/ManagerAPI/EodModule/EodPositionRiskItem.cs

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+namespace YLErp.Modules.ManagerAPI.EodModule
+{
+    /// <summary>
+    /// 日终持仓风险查询
+    /// </summary>
+    public class EodPositionRiskItem
+    {
+        /// <summary>
+        /// 交易编号
+        /// </summary>
+        public string TradeNumber { get; set; }
+
+        /// <summary>
+        /// 确认书编号
+        /// </summary>
+        public string ContractCode { get; set; }
+
+        /// <summary>
+        /// 期权代码
+        /// </summary>
+        public string ExchangeOptionCode { get; set; }
+
+        /// <summary>
+        /// 多腿编号
+        /// </summary>
+        public string ChildLeg { get; set; }
+
+        /// <summary>
+        /// 浮动盈亏
+        /// </summary>
+        public double? PositionPnl { get; set; }
+
+        /// <summary>
+        /// 实现盈亏
+        /// </summary>
+        public double? RealizedPnl { get; set; }
+
+        /// <summary>
+        /// 当前波动率
+        /// </summary>
+        public double? CurVolValue { get; set; }
+
+        /// <summary>
+        /// Delta
+        /// </summary>
+        public double? Delta { get; set; }
+
+        /// <summary>
+        /// Delta手数
+        /// </summary>
+        public double? DeltaLots { get; set; }
+
+        /// <summary>
+        /// Gamma
+        /// </summary>
+        public double? Gamma { get; set; }
+
+        /// <summary>
+        /// Gamma手数
+        /// </summary>
+        public double? GammaLots { get; set; }
+
+        /// <summary>
+        /// Theta
+        /// </summary>
+        public double? Theta { get; set; }
+
+        /// <summary>
+        /// Rho
+        /// </summary>
+        public double? Rho { get; set; }
+
+        /// <summary>
+        /// Vega
+        /// </summary>
+        public double? Vega { get; set; }
+
+        /// <summary>
+        /// 到期日期
+        /// </summary>
+        public string ExerciseDate { get; set; }
+
+        /// <summary>
+        /// 行权方式
+        /// </summary>
+        public string ExerciseMode { get; set; }
+
+        /// <summary>
+        /// 结构类型
+        /// </summary>
+        public string TradeType { get; set; }
+
+        /// <summary>
+        /// 观察状态
+        /// </summary>
+        public string KnockInOutStatus { get; set; }
+
+        /// <summary>
+        /// 交易对手方
+        /// </summary>
+        public string ClientName { get; set; }
+
+        /// <summary>
+        /// 交易对手编号
+        /// </summary>
+        public string ClientNumber { get; set; }
+
+        /// <summary>
+        /// 簿记账户
+        /// </summary>
+        public string AssetBookName { get; set; }
+
+        /// <summary>
+        /// 成交日期
+        /// </summary>
+        public string TradeDate { get; set; }
+
+        /// <summary>
+        /// 看涨看跌
+        /// </summary>
+        public string OptionType { get; set; }
+
+        /// <summary>
+        /// 买卖方向
+        /// </summary>
+        public string TradeSide { get; set; }
+
+        /// <summary>
+        /// 标的代码
+        /// </summary>
+        public string UnderlyingCode { get; set; }
+
+        /// <summary>
+        /// 标的名称
+        /// </summary>
+        public string UnderlyingName { get; set; }
+
+        /// <summary>
+        /// 期初标的价格
+        /// </summary>
+        public double? InitialSpotPrice { get; set; }
+
+        /// <summary>
+        /// 执行价格
+        /// </summary>
+        public double? Strike { get; set; }
+
+        /// <summary>
+        /// 权利金（成交）
+        /// </summary>
+        public double? TradeSinglePrice { get; set; }
+
+        /// <summary>
+        /// 成交数量
+        /// </summary>
+        public double? TradeOriginalAmountV { get; set; }
+
+        /// <summary>
+        /// 有效成交数量
+        /// </summary>
+        public double? TradeOriginalAmount { get; set; }
+
+        /// <summary>
+        /// 成交金额
+        /// </summary>
+        public double? TradePrice { get; set; }
+
+        /// <summary>
+        /// 存续成本
+        /// </summary>
+        public double? EtcTradePrice { get; set; }
+
+        /// <summary>
+        /// 名义本金
+        /// </summary>
+        public double? StockEqvNotional { get; set; }
+
+        /// <summary>
+        /// 最新标的价格
+        /// </summary>
+        public double? UnderlyingPrice { get; set; }
+
+        /// <summary>
+        /// 无风险利率
+        /// </summary>
+        public double? RiskFreeRate { get; set; }
+
+        /// <summary>
+        /// 分红率
+        /// </summary>
+        public double? DividendRate { get; set; }
+
+        /// <summary>
+        /// 权利金(存续)
+        /// </summary>
+        public double? SinglePV { get; set; }
+
+        /// <summary>
+        /// 存续数量
+        /// </summary>
+        public double? TradeAmountV { get; set; }
+
+        /// <summary>
+        /// 有效存续数量
+        /// </summary>
+        public double? TradeAmount { get; set; }
+
+        /// <summary>
+        /// 存续市值
+        /// </summary>
+        public double? PositionPV { get; set; }
+
+        /// <summary>
+        /// 维持预付金
+        /// </summary>
+        public double? PositionMargin { get; set; }
+
+        /// <summary>
+        /// 信用风险敞口
+        /// </summary>
+        public double? CreditExposure { get; set; }
+
+        /// <summary>
+        /// 盈亏分解Delta
+        /// </summary>
+        public double? dPnLDelta { get; set; }
+
+        public double? dPnLGamma { get; set; }
+
+        public double? dPnLVega { get; set; }
+
+        public double? dPnLTheta { get; set; }
+
+        public double? dPnLPsi { get; set; }
+    }
+}