namespace YLErp.Modules.ExcelAddinModule { public class UnderlyingManagerInfo { /// /// 合约代码UnderlyingCode,(场内期权则是场内期权代码 Exchange_list_option表中对应contractcode) /// public string Code { get; set; } /// /// 合约名称(场内期权忽略) UnderlyingName /// public string Name { get; set; } /// /// 交易所代码(MarketCode) /// public string Exchange { get; set; } /// /// 产品种类 CommodityCode(场内期权忽略) /// public string Product_Class { get; set; } /// /// 场内期权字段--场内期权的标的代码,其它忽略 /// public string Underlying_Code { get; set; } /// /// 上市日期 /// public DateTime? Create_Date { get; set; } /// /// 到期日期 /// public DateTime? Expire_Date { get; set; } /// /// 合约乘数 /// public double Multiple { get; set; } /// /// 行权价(场内期权产品用,其它 0) /// public double Strike { get; set; } /// /// 最小变动价位 来自品种表 /// public double Price_Tick { get; set; } /// /// 多头预付金率,MarginRate /// public double Long_Margin_Ratio { get; set; } /// /// 空投预付金率,MarginRate /// public double Short_Margin_Ratio { get; set; } /// /// 交易产品类型 /// public ContractTypeEnum Contract_Type { get; set; } /// /// 期权类型 /// public OptionTypeEnum OptionType { get; set; } } public enum ContractTypeEnum { None = 0, /// /// 现货 /// Spot = 1, /// /// 期货 /// Futures = 2, /// /// 证券 /// Stocks = 3, /// /// 期货期权 /// Options = 4, /// /// 股票期权 /// StockOptions = 5, /// /// 现货期权 /// SpotOption = 6, /// /// 期转现 /// FutuToSpot = 7, /// /// 组合 /// Combination = 8, /// /// 外汇远期 /// FxForward = 9, /// /// 金交所递延 /// SGE_DEFER = 10, /// /// 金交所远期 /// SGE_FOWARD = 11, /// /// 金交所现货 /// SGE_SPOT = 12, } public enum OptionTypeEnum { None = 0, Call = 1, Put = 2 } }