从山证v2.3.0拷贝

2024-05-09 14:06:26 +08:00
parent 566ff33259
commit f9d8a256a6
4471 changed files with 1203456 additions and 9 deletions
@@ -0,0 +1,184 @@
+namespace YLErp.Modules.TradeModule.ExoticOptionModule
+{
+    /// <summary>
+    /// 预付金雪球赔付
+    /// </summary>
+    public abstract class PrepaymentSnowballPayoff
+    {
+        /// <summary>
+        /// 利息金额(买方角度)
+        /// </summary>
+        public double InterestAmount { get; set; }
+
+        /// <summary>
+        /// 预付金金额(买方角度)
+        /// </summary>
+        public double PrepaymentAmount { get; set; }
+
+        /// <summary>
+        /// 倒置符号(将正值倒置为负值，负值倒置为正值)
+        /// </summary>
+        public virtual void InvertSign()
+        {
+            InterestAmount = -InterestAmount;
+            PrepaymentAmount = -PrepaymentAmount;
+        }
+    }
+
+    /// <summary>
+    /// 雪球敲出赔付
+    /// </summary>
+    public class PrepaymentSnowballKoPayoff : PrepaymentSnowballPayoff
+    {
+        /// <summary>
+        /// 票息金额(买方金额)
+        /// </summary>
+        public double CouponPaymentAmount { get; set; }
+
+        /// <summary>
+        /// 增强收益金额(买方金额)
+        /// </summary>
+        public double EnhancedPaymentAmount { get; set; }
+
+        /// <summary>
+        /// 敲出票息开始日
+        /// </summary>
+        public DateTime CouponStartDate { get; set; }
+
+        /// <summary>
+        /// 敲出票息结束日
+        /// </summary>
+        public DateTime CouponEndDate { get; set; }
+
+        /// <summary>
+        /// 票息率
+        /// </summary>
+        public double CouponRate { get; set; }
+
+        public double TotalAmount()
+        {
+            return CouponPaymentAmount + EnhancedPaymentAmount + InterestAmount;
+        }
+
+        public override void InvertSign()
+        {
+            base.InvertSign();
+
+            CouponPaymentAmount = -CouponPaymentAmount;
+            EnhancedPaymentAmount = -EnhancedPaymentAmount;
+        }
+    }
+
+    /// <summary>
+    /// 雪球到期日敲入赔付
+    /// </summary>
+    public class PrepaymentSnowballKiPayoff : PrepaymentSnowballPayoff
+    {
+        /// <summary>
+        /// 期权赔付金额(买方角度)
+        /// </summary>
+        public double OptionPaymentAmount { get; set; }
+
+        public double TotalAmount()
+        {
+            return OptionPaymentAmount + InterestAmount;
+        }
+
+        public override void InvertSign()
+        {
+            base.InvertSign();
+
+            OptionPaymentAmount = -OptionPaymentAmount;
+        }
+    }
+
+    /// <summary>
+    /// 雪球到期日未敲入赔付
+    /// </summary>
+    public class PrepaymentSnowballNkiPayoff : PrepaymentSnowballPayoff
+    {
+        /// <summary>
+        /// 红利票息赔付金额(买方角度)
+        /// </summary>
+        public double CouponPaymentAmount { get; set; }
+
+        public double TotalAmount()
+        {
+            return CouponPaymentAmount + InterestAmount;
+        }
+
+        public override void InvertSign()
+        {
+            base.InvertSign();
+
+            CouponPaymentAmount = -CouponPaymentAmount;
+        }
+    }
+
+    /// <summary>
+    /// 雪球观察结果类型
+    /// </summary>
+    public enum SnowballObservationResultType
+    {
+        /// <summary>
+        /// 非观察日
+        /// </summary>
+        NonObservationDay,
+
+        /// <summary>
+        /// 观察中
+        /// </summary>
+        Monitoring,
+
+        /// <summary>
+        /// 敲入状态
+        /// </summary>
+        KnockedIn,
+
+        /// <summary>
+        /// 敲出赔付
+        /// </summary>
+        KoPayoff,
+
+        /// <summary>
+        /// 到期日敲入赔付
+        /// </summary>
+        KiPayoffAtEndDate,
+
+        /// <summary>
+        /// 到期日非敲入赔付
+        /// </summary>
+        NkiPayoffAtEndDate
+    }
+
+    /// <summary>
+    /// 雪球观察结果
+    /// </summary>
+    public class SnowballObservationResult
+    {
+        /// <summary>
+        /// 观察结果类型
+        /// </summary>
+        public SnowballObservationResultType ResultType { get; set; }
+
+        /// <summary>
+        /// 支付日期
+        /// </summary>
+        public DateTime PaymentDate { get; set; }
+
+        /// <summary>
+        /// 支付总金额(买方角度)
+        /// </summary>
+        public double PaymentAmount { get; set; }
+
+        /// <summary>
+        /// 敲出障碍价格
+        /// </summary>
+        public double KoBarrier { get; set; }
+
+        /// <summary>
+        /// 赔付明细
+        /// </summary>
+        public PrepaymentSnowballPayoff Payoff { get; set; }
+    }
+}