using System.ComponentModel.DataAnnotations.Schema;
using YieldChain.Helpers;
namespace YLErp.DBModels
{
public class QuotaMonitorBase : DBModelBase
{
public DateTime ValueDate { get; set; }
}
///
/// 资产汇总
///
public class QuotaMonitor_AssetBase : QuotaMonitorBase
{
///
/// 标的Id
///
public int UnderlyingId { get; set; }
///
/// 标的代码
///
public string UnderlyingCode { get; set; }
///
/// 名义本金
///
public double? StockEqvNotional { get; set; }
///
/// 名义本金限额
///
public double? Quota_StockEqvNotional_Upper { get; set; }
///
/// 名义本金限额
///
public double? Quota_StockEqvNotional_Lower { get; set; }
///
/// 名义本金限额
///
public double? Quota_StockEqvNotional_wUpper { get; set; }
///
/// 名义本金限额
///
public double? Quota_StockEqvNotional_wLower { get; set; }
///
/// Delta敞口
///
public double? DeltaExposure { get; set; }
///
/// Delta敞口限额
///
public double? Quota_DeltaExposure_Upper { get; set; }
///
/// Delta敞口限额
///
public double? Quota_DeltaExposure_Lower { get; set; }
///
/// Delta敞口限额
///
public double? Quota_DeltaExposure_wUpper { get; set; }
///
/// Delta敞口限额
///
public double? Quota_DeltaExposure_wLower { get; set; }
///
/// Delta净敞口
///
public double? DeltaNetExposure { get; set; }
///
/// Delta净敞口限额
///
public double? Quota_DeltaNetExposure_Upper { get; set; }
///
/// Delta净敞口限额
///
public double? Quota_DeltaNetExposure_Lower { get; set; }
///
/// Delta净敞口限额
///
public double? Quota_DeltaNetExposure_wUpper { get; set; }
///
/// Delta净敞口限额
///
public double? Quota_DeltaNetExposure_wLower { get; set; }
///
/// Delta金额
///
public double? DeltaCash { get; set; }
///
/// Delta金额限额
///
public double? Quota_DeltaCash_Upper { get; set; }
///
/// Delta金额限额
///
public double? Quota_DeltaCash_Lower { get; set; }
///
/// Delta金额限额
///
public double? Quota_DeltaCash_wUpper { get; set; }
///
/// Delta金额限额
///
public double? Quota_DeltaCash_wLower { get; set; }
///
/// Gamma金额
///
public double? GammaCash { get; set; }
///
/// Gamma金额限额
///
public double? Quota_GammaCash_Upper { get; set; }
///
/// Gamma金额限额
///
public double? Quota_GammaCash_Lower { get; set; }
///
/// Gamma金额限额
///
public double? Quota_GammaCash_wUpper { get; set; }
///
/// Gamma金额限额
///
public double? Quota_GammaCash_wLower { get; set; }
///
/// Vaga
///
public double? Vega { get; set; }
///
/// Vaga限额
///
public double? Quota_Vega_Upper { get; set; }
///
/// Vaga限额
///
public double? Quota_Vega_Lower { get; set; }
///
/// Vaga限额
///
public double? Quota_Vega_wUpper { get; set; }
///
/// Vaga限额
///
public double? Quota_Vega_wLower { get; set; }
///
/// Vaga金额
///
public double? VegaCash { get; set; }
///
/// Vaga金额限额
///
public double? Quota_VegaCash_Upper { get; set; }
///
/// Vaga金额限额
///
public double? Quota_VegaCash_Lower { get; set; }
///
/// Vaga金额限额
///
public double? Quota_VegaCash_wUpper { get; set; }
///
/// Vaga金额限额
///
public double? Quota_VegaCash_wLower { get; set; }
///
/// 集中度
///
public double? Concentration { get; set; }
///
/// 集中度限额
///
public double? Quota_Concentration_Upper { get; set; }
///
/// 集中度限额
///
public double? Quota_Concentration_Lower { get; set; }
///
/// 集中度限额
///
public double? Quota_Concentration_wUpper { get; set; }
///
/// 集中度限额
///
public double? Quota_Concentration_wLower { get; set; }
///
/// 浮动盈亏
///
public double? PositionPnl { get; set; }
///
/// 浮动盈亏限额
///
public double? Quota_PositionPnl_Upper { get; set; }
///
/// 浮动盈亏限额
///
public double? Quota_PositionPnl_Lower { get; set; }
///
/// 浮动盈亏限额
///
public double? Quota_PositionPnl_wUpper { get; set; }
///
/// 浮动盈亏限额
///
public double? Quota_PositionPnl_wLower { get; set; }
///
/// 父节点代码
///
[NotMapped]
public string ParentKey { get; set; }
}
///
/// 资产汇总
///
[Table("QuotaMonitor_Asset")]
public class QuotaMonitor_Asset : QuotaMonitor_AssetBase
{
public static implicit operator QuotaMonitor_Asset(QuotaMonitor_Underlying obj)
{
var result = new QuotaMonitor_Asset();
ObjectHelper.MapValues(result, obj);
return result;
}
}
///
/// 品种汇总
///
[Table("QuotaMonitor_Variety")]
public class QuotaMonitor_Variety : QuotaMonitor_AssetBase
{
public double? Theta { get; set; }
public double? Quota_Theta_Upper { get; set; } = double.NaN;
public double? Quota_Theta_Lower { get; set; } = double.NaN;
public double? Quota_Theta_wUpper { get; set; } = double.NaN;
public double? Quota_Theta_wLower { get; set; } = double.NaN;
public static implicit operator QuotaMonitor_Variety(QuotaMonitor_Underlying obj)
{
var result = new QuotaMonitor_Variety();
ObjectHelper.MapValues(result, obj);
return result;
}
}
///
/// 标的汇总
///
[Table("QuotaMonitor_Underlying")]
public class QuotaMonitor_Underlying : QuotaMonitor_AssetBase
{
public static implicit operator QuotaMonitor_Underlying(QuotaMonitor_Asset obj)
{
var result = new QuotaMonitor_Underlying();
ObjectHelper.MapValues(result, obj);
return result;
}
///
/// 标的发行量
///
[NotMapped]
public double Circulation { get; set; }
///
/// Theta
///
public double? Theta { get; set; }
public double? Quota_Theta_Upper { get; set; } = double.NaN;
public double? Quota_Theta_Lower { get; set; } = double.NaN;
public double? Quota_Theta_wUpper { get; set; } = double.NaN;
public double? Quota_Theta_wLower { get; set; } = double.NaN;
///
/// 本年累计盈亏
///
public double? TotalPnL { get; set; }
public double? Quota_TotalPnL_Upper { get; set; } = double.NaN;
public double? Quota_TotalPnL_Lower { get; set; } = double.NaN;
public double? Quota_TotalPnL_wUpper { get; set; } = double.NaN;
public double? Quota_TotalPnL_wLower { get; set; } = double.NaN;
}
///
/// 簿记汇总
///
[Table("QuotaMonitor_Assetunit")]
public class QuotaMonitor_Assetunit : QuotaMonitorBase
{
///
/// 簿记Id
///
public int AssetBookID { get; set; }
///
/// 簿记名称
///
public string AssetBookName { get; set; }
///
/// 名义本金
///
public double? StockEqvNotional { get; set; }
///
/// 名义本金限额
///
public double? Quota_StockEqvNotional_Upper { get; set; }
///
/// 名义本金限额
///
public double? Quota_StockEqvNotional_Lower { get; set; }
///
/// 名义本金限额
///
public double? Quota_StockEqvNotional_wUpper { get; set; }
///
/// 名义本金限额
///
public double? Quota_StockEqvNotional_wLower { get; set; }
///
/// Delta敞口
///
public double? DeltaExposure { get; set; }
///
/// Delta敞口限额
///
public double? Quota_DeltaExposure_Upper { get; set; }
///
/// Delta敞口限额
///
public double? Quota_DeltaExposure_Lower { get; set; }
///
/// Delta敞口限额
///
public double? Quota_DeltaExposure_wUpper { get; set; }
///
/// Delta敞口限额
///
public double? Quota_DeltaExposure_wLower { get; set; }
///
/// Delta净敞口
///
public double? DeltaNetExposure { get; set; }
///
/// Delta净敞口限额
///
public double? Quota_DeltaNetExposure_Upper { get; set; }
///
/// Delta净敞口限额
///
public double? Quota_DeltaNetExposure_Lower { get; set; }
///
/// Delta净敞口限额
///
public double? Quota_DeltaNetExposure_wUpper { get; set; }
///
/// Delta净敞口限额
///
public double? Quota_DeltaNetExposure_wLower { get; set; }
///
/// Delta金额
///
public double? DeltaCash { get; set; }
///
/// Delta金额限额
///
public double? Quota_DeltaCash_Upper { get; set; }
///
/// Delta金额限额
///
public double? Quota_DeltaCash_Lower { get; set; }
///
/// Delta金额限额
///
public double? Quota_DeltaCash_wUpper { get; set; }
///
/// Delta金额限额
///
public double? Quota_DeltaCash_wLower { get; set; }
///
/// Gamma金额
///
public double? GammaCash { get; set; }
///
/// Gamma金额限额
///
public double? Quota_GammaCash_Upper { get; set; }
///
/// Gamma金额限额
///
public double? Quota_GammaCash_Lower { get; set; }
///
/// Gamma金额限额
///
public double? Quota_GammaCash_wUpper { get; set; }
///
/// Gamma金额限额
///
public double? Quota_GammaCash_wLower { get; set; }
///
/// Vaga
///
public double? Vega { get; set; }
///
/// Vaga限额
///
public double? Quota_Vega_Upper { get; set; }
///
/// Vaga限额
///
public double? Quota_Vega_Lower { get; set; }
///
/// Vaga限额
///
public double? Quota_Vega_wUpper { get; set; }
///
/// Vaga限额
///
public double? Quota_Vega_wLower { get; set; }
///
/// Vaga金额
///
public double? VegaCash { get; set; }
///
/// Vaga金额限额
///
public double? Quota_VegaCash_Upper { get; set; }
///
/// Vaga金额限额
///
public double? Quota_VegaCash_Lower { get; set; }
///
/// Vaga金额限额
///
public double? Quota_VegaCash_wUpper { get; set; }
///
/// Vaga金额限额
///
public double? Quota_VegaCash_wLower { get; set; }
///
/// 集中度
///
public double? Concentration { get; set; }
///
/// 集中度限额
///
public double? Quota_Concentration_Upper { get; set; }
///
/// 集中度限额
///
public double? Quota_Concentration_Lower { get; set; }
///
/// 集中度限额
///
public double? Quota_Concentration_wUpper { get; set; }
///
/// 集中度限额
///
public double? Quota_Concentration_wLower { get; set; }
///
/// 浮动盈亏
///
public double? PositionPnl { get; set; }
///
/// 浮动盈亏限额
///
public double? Quota_PositionPnl_Upper { get; set; }
///
/// 浮动盈亏限额
///
public double? Quota_PositionPnl_Lower { get; set; }
///
/// 浮动盈亏限额
///
public double? Quota_PositionPnl_wUpper { get; set; }
///
/// 浮动盈亏限额
///
public double? Quota_PositionPnl_wLower { get; set; }
///
/// Theta
///
public double? Theta { get; set; }
public double? Quota_Theta_Upper { get; set; } = double.NaN;
public double? Quota_Theta_Lower { get; set; } = double.NaN;
public double? Quota_Theta_wUpper { get; set; } = double.NaN;
public double? Quota_Theta_wLower { get; set; } = double.NaN;
///
/// 本年累计盈亏
///
public double? TotalPnL { get; set; }
public double? Quota_TotalPnL_Upper { get; set; } = double.NaN;
public double? Quota_TotalPnL_Lower { get; set; } = double.NaN;
public double? Quota_TotalPnL_wUpper { get; set; } = double.NaN;
public double? Quota_TotalPnL_wLower { get; set; } = double.NaN;
}
///
/// 客户汇总
///
[Table("QuotaMonitor_Client")]
public class QuotaMonitor_Client : QuotaMonitorBase
{
///
/// 客户Id
///
[NotMapped]
public int ClientId { get; set; }
///
/// 客户编号
///
public string ClientNumber { get; set; }
///
/// 客户名称
///
public string ClientName { get; set; }
///
/// 名义本金规模
///
public double? StockEqvNotionalScale { get; set; } = double.NaN;
///
/// 可用名义本金规模
///
public double? AvailableStockEqvNotional { get; set; } = double.NaN;
///
/// 名义本金
///
public double? StockEqvNotional { get; set; }
///
/// 名义本金限额
///
public double? Quota_StockEqvNotional_Upper { get; set; } = double.NaN;
///
/// 名义本金限额
///
public double? Quota_StockEqvNotional_Lower { get; set; } = double.NaN;
///
/// 名义本金限额
///
public double? Quota_StockEqvNotional_wUpper { get; set; } = double.NaN;
///
/// 名义本金限额
///
public double? Quota_StockEqvNotional_wLower { get; set; } = double.NaN;
///
/// 维持预付金
///
public double? PositionMargin { get; set; }
///
/// 可用资金
///
public double? AvailableFund { get; set; }
///
/// 授信额度
///
public double? Credit { get; set; }
///
/// 应付资金
///
public double? PayableFund { get; set; }
///
/// 产品占用资金
///
public double? HoldingFund { get; set; }
///
/// 产品规模
///
public double? ProductScale { get; set; }
///
/// 占用比例
///
public double? HoldingRate { get; set; }
///
/// 占用资金限额
///
public double? Quota_HoldingFund_Upper { get; set; } = double.NaN;
///
/// 占用资金限额
///
public double? Quota_HoldingFund_Lower { get; set; } = double.NaN;
///
/// 占用资金限额
///
public double? Quota_HoldingFund_wUpper { get; set; } = double.NaN;
///
/// 占用资金限额
///
public double? Quota_HoldingFund_wLower { get; set; } = double.NaN;
///
/// 信用风险敞口
///
public double? CreditExposure { get; set; }
}
///
/// 交易汇总
///
[Table("QuotaMonitor_Trade")]
public class QuotaMonitor_Trade : QuotaMonitorBase
{
///
/// 客户Id
///
[NotMapped]
public int ClientId { get; set; }
///
/// 交易编号
///
public string TradeNumber { get; set; }
///
/// 客户名称
///
public string ClientName { get; set; }
///
/// 名义本金
///
public double? StockEqvNotional { get; set; }
///
/// 名义本金限额
///
public double? Quota_StockEqvNotional_Upper { get; set; } = double.NaN;
///
/// 名义本金限额
///
public double? Quota_StockEqvNotional_Lower { get; set; } = double.NaN;
///
/// 名义本金限额
///
public double? Quota_StockEqvNotional_wUpper { get; set; } = double.NaN;
///
/// 名义本金限额
///
public double? Quota_StockEqvNotional_wLower { get; set; } = double.NaN;
///
/// Delta金额
///
public double? DeltaCash { get; set; }
///
/// Delta金额限额
///
public double? Quota_DeltaCash_Upper { get; set; } = double.NaN;
///
/// Delta金额限额
///
public double? Quota_DeltaCash_Lower { get; set; } = double.NaN;
///
/// Delta金额限额
///
public double? Quota_DeltaCash_wUpper { get; set; } = double.NaN;
///
/// Delta金额限额
///
public double? Quota_DeltaCash_wLower { get; set; } = double.NaN;
///
/// Gamma金额
///
public double? GammaCash { get; set; }
///
/// Gamma金额限额
///
public double? Quota_GammaCash_Upper { get; set; } = double.NaN;
///
/// Gamma金额限额
///
public double? Quota_GammaCash_Lower { get; set; } = double.NaN;
///
/// Gamma金额限额
///
public double? Quota_GammaCash_wUpper { get; set; } = double.NaN;
///
/// Gamma金额限额
///
public double? Quota_GammaCash_wLower { get; set; } = double.NaN;
///
/// Vega
///
public double? Vega { get; set; }
///
/// Vega限额
///
public double? Quota_Vega_Upper { get; set; } = double.NaN;
///
/// Vega限额
///
public double? Quota_Vega_Lower { get; set; } = double.NaN;
///
/// Vega限额
///
public double? Quota_Vega_wUpper { get; set; } = double.NaN;
///
/// Vega限额
///
public double? Quota_Vega_wLower { get; set; } = double.NaN;
///
/// Vega金额
///
public double? VegaCash { get; set; }
///
/// Vega金额限额
///
public double? Quota_VegaCash_Upper { get; set; } = double.NaN;
///
/// Vega金额限额
///
public double? Quota_VegaCash_Lower { get; set; } = double.NaN;
///
/// Vega金额限额
///
public double? Quota_VegaCash_wUpper { get; set; } = double.NaN;
///
/// Vega金额限额
///
public double? Quota_VegaCash_wLower { get; set; } = double.NaN;
///
/// 盈亏
///
public double? PnL { get; set; }
///
/// 止损限额
///
public double? Quota_Loss_Upper { get; set; } = double.NaN;
///
/// 止损限额
///
public double? Quota_Loss_Lower { get; set; } = double.NaN;
///
/// 止损限额
///
public double? Quota_Loss_wUpper { get; set; } = double.NaN;
///
/// 止损限额
///
public double? Quota_Loss_wLower { get; set; } = double.NaN;
///
/// 互换价格偏离比例限额
///
public double? Quota_SwapPercent_wLower { get; set; } = double.NaN;
///
/// 互换价格偏离比例限额
///
public double? Quota_SwapPercent_Upper { get; set; } = double.NaN;
///
/// 互换价格偏离比例限额
///
public double? Quota_SwapPercent_Lower { get; set; } = double.NaN;
///
/// 互换价格偏离比例限额
///
public double? Quota_SwapPercent_wUpper { get; set; } = double.NaN;
///
/// 互换价格偏离比例值
///
public double? Quota_SwapPercent { get; set; } = double.NaN;
///
/// CCR
///
public double? Quota_CCR { get; set; } = double.NaN;
///
/// DV
///
public double? DV { get; set; }
///
/// DV限额
///
public double? Quota_DV_Upper { get; set; } = double.NaN;
///
/// DV限额
///
public double? Quota_DV_Lower { get; set; } = double.NaN;
///
/// DV限额
///
public double? Quota_DV_wUpper { get; set; } = double.NaN;
///
/// DV限额
///
public double? Quota_DV_wLower { get; set; } = double.NaN;
}
///
/// 整体业务汇总
///
[Table("QuotaMonitor_Global")]
public class QuotaMonitor_Global : QuotaMonitorBase
{
///
/// 业务类型
///
public string BusinessType { get; set; }
///
/// 权益类业务规模
///
public double? EquityRiskScale { get; set; }
///
/// 权益类业务规模限额
///
public double? Quota_EquityRiskScale_Upper { get; set; } = double.NaN;
///
/// 权益类业务规模限额
///
public double? Quota_EquityRiskScale_Lower { get; set; } = double.NaN;
///
/// 权益类业务规模限额
///
public double? Quota_EquityRiskScale_wUpper { get; set; } = double.NaN;
///
/// 权益类业务规模限额
///
public double? Quota_EquityRiskScale_wLower { get; set; } = double.NaN;
///
/// 非权益类业务规模
///
public double? NonEquityRiskScale { get; set; }
///
/// 非权益类业务规模限额
///
public double? Quota_NonEquityRiskScale_Upper { get; set; } = double.NaN;
///
/// 非权益类业务规模限额
///
public double? Quota_NonEquityRiskScale_Lower { get; set; } = double.NaN;
///
/// 非权益类业务规模限额
///
public double? Quota_NonEquityRiskScale_wUpper { get; set; } = double.NaN;
///
/// 非权益类业务规模限额
///
public double? Quota_NonEquityRiskScale_wLower { get; set; } = double.NaN;
///
/// 名义本金
///
public double? StockEqvNotional { get; set; }
///
/// 名义本金限额
///
public double? Quota_StockEqvNotional_Upper { get; set; } = double.NaN;
///
/// 名义本金限额
///
public double? Quota_StockEqvNotional_Lower { get; set; } = double.NaN;
///
/// 名义本金限额
///
public double? Quota_StockEqvNotional_wUpper { get; set; } = double.NaN;
///
/// 名义本金限额
///
public double? Quota_StockEqvNotional_wLower { get; set; } = double.NaN;
///
/// 总盈亏
///
[NotMapped]
public double? TotalPnL { get; set; }
///
/// 浮动盈亏
///
[NotMapped]
public double? PositionPnl { get; set; }
///
/// 止损金额
///
[NotMapped]
public double? Quota_TotalPnL_Upper { get; set; } = double.NaN;
///
/// 止损金额
///
[NotMapped]
public double? Quota_TotalPnL_Lower { get; set; } = double.NaN;
///
/// 止损金额
///
[NotMapped]
public double? Quota_TotalPnL_wUpper { get; set; } = double.NaN;
///
/// 止损金额
///
[NotMapped]
public double? Quota_TotalPnL_wLower { get; set; } = double.NaN;
///
/// 止损金额
///
[NotMapped]
public double? Quota_PositionPnl_Upper { get; set; } = double.NaN;
///
/// 止损金额
///
[NotMapped]
public double? Quota_PositionPnl_Lower { get; set; } = double.NaN;
///
/// 止损金额
///
[NotMapped]
public double? Quota_PositionPnl_wUpper { get; set; } = double.NaN;
///
/// 止损金额
///
[NotMapped]
public double? Quota_PositionPnl_wLower { get; set; } = double.NaN;
///
/// Delta敞口
///
public double? DeltaExposure { get; set; }
///
/// Delta敞口限额
///
public double? Quota_DeltaExposure_Upper { get; set; } = double.NaN;
///
/// Delta敞口限额
///
public double? Quota_DeltaExposure_Lower { get; set; } = double.NaN;
///
/// Delta敞口限额
///
public double? Quota_DeltaExposure_wUpper { get; set; } = double.NaN;
///
/// Delta敞口限额
///
public double? Quota_DeltaExposure_wLower { get; set; } = double.NaN;
///
/// Delta净敞口比例
///
public double? DeltaNetExposure { get; set; }
///
/// Delta净敞口限额
///
public double? Quota_DeltaNetExposure_Upper { get; set; } = double.NaN;
///
/// Delta净敞口限额
///
public double? Quota_DeltaNetExposure_Lower { get; set; } = double.NaN;
///
/// Delta净敞口限额
///
public double? Quota_DeltaNetExposure_wUpper { get; set; } = double.NaN;
///
/// Delta净敞口限额
///
public double? Quota_DeltaNetExposure_wLower { get; set; } = double.NaN;
///
/// Delta金额
///
public double? DeltaCash { get; set; }
///
/// Delta金额限额
///
public double? Quota_DeltaCash_Upper { get; set; } = double.NaN;
///
/// Delta金额限额
///
public double? Quota_DeltaCash_Lower { get; set; } = double.NaN;
///
/// Delta金额限额
///
public double? Quota_DeltaCash_wUpper { get; set; } = double.NaN;
///
/// Delta金额限额
///
public double? Quota_DeltaCash_wLower { get; set; } = double.NaN;
///
/// Gamma金额
///
public double? GammaCash { get; set; }
///
/// Gamma金额限额
///
public double? Quota_GammaCash_Upper { get; set; } = double.NaN;
///
/// Gamma金额限额
///
public double? Quota_GammaCash_Lower { get; set; } = double.NaN;
///
/// Gamma金额限额
///
public double? Quota_GammaCash_wUpper { get; set; } = double.NaN;
///
/// Gamma金额限额
///
public double? Quota_GammaCash_wLower { get; set; } = double.NaN;
///
/// Vega
///
public double? Vega { get; set; }
///
/// Vega限额
///
public double? Quota_Vega_Upper { get; set; } = double.NaN;
///
/// Vega限额
///
public double? Quota_Vega_Lower { get; set; } = double.NaN;
///
/// Vega限额
///
public double? Quota_Vega_wUpper { get; set; } = double.NaN;
///
/// Vega限额
///
public double? Quota_Vega_wLower { get; set; } = double.NaN;
///
/// Vega金额
///
public double? VegaCash { get; set; }
///
/// Vega金额限额
///
public double? Quota_VegaCash_Upper { get; set; } = double.NaN;
///
/// Vega金额限额
///
public double? Quota_VegaCash_Lower { get; set; } = double.NaN;
///
/// Vega金额限额
///
public double? Quota_VegaCash_wUpper { get; set; } = double.NaN;
///
/// Vega金额限额
///
public double? Quota_VegaCash_wLower { get; set; } = double.NaN;
///
/// 集中度
///
public double? Concentration { get; set; }
///
/// 集中度限额
///
public double? Quota_Concentration_Upper { get; set; } = double.NaN;
///
/// 集中度限额
///
public double? Quota_Concentration_Lower { get; set; } = double.NaN;
///
/// 集中度限额
///
public double? Quota_Concentration_wUpper { get; set; } = double.NaN;
///
/// 集中度限额
///
public double? Quota_Concentration_wLower { get; set; } = double.NaN;
///
/// VaR值
///
public double? VaR { get; set; }
///
/// VaR限额
///
public double? Quota_VaR_Upper { get; set; } = double.NaN;
///
/// VaR限额
///
public double? Quota_VaR_Lower { get; set; } = double.NaN;
///
/// VaR限额
///
public double? Quota_VaR_wUpper { get; set; } = double.NaN;
///
/// VaR限额
///
public double? Quota_VaR_wLower { get; set; } = double.NaN;
///
/// 父节点代码
///
public string ParentKey { get; set; }
public double? Theta { get; set; }
public double? Quota_Theta_Upper { get; set; } = double.NaN;
public double? Quota_Theta_Lower { get; set; } = double.NaN;
public double? Quota_Theta_wUpper { get; set; } = double.NaN;
public double? Quota_Theta_wLower { get; set; } = double.NaN;
///
/// 本年累计总盈亏
///
public double? ThisYearTotalPnl { get; set; }
public double? Quota_ThisYearTotalPnl_Upper { get; set; } = double.NaN;
public double? Quota_ThisYearTotalPnl_Lower { get; set; } = double.NaN;
public double? Quota_ThisYearTotalPnl_wUpper { get; set; } = double.NaN;
public double? Quota_ThisYearTotalPnl_wLower { get; set; } = double.NaN;
///
/// DV
///
public double? DV { get; set; }
///
/// DV限额
///
public double? Quota_DV_Upper { get; set; } = double.NaN;
///
/// DV限额
///
public double? Quota_DV_Lower { get; set; } = double.NaN;
///
/// DV限额
///
public double? Quota_DV_wUpper { get; set; } = double.NaN;
///
/// DV限额
///
public double? Quota_DV_wLower { get; set; } = double.NaN;
}
}