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
}
}