using System; using System.Collections.Generic; using System.Linq; using System.Text; using System.Threading.Tasks; namespace YLErp.Model.HengTaiModel { public class SwapTradeReq { public SwapTradeReq() { TRADEINFO = new TRADEINFO(); BASEINFO = new BASEINFO(); ACCTSWAP = new ACCTSWAP(); } /// /// /// public ACCTSWAP ACCTSWAP { get; set; } /// /// /// public BASEINFO BASEINFO { get; set; } /// /// /// public TRADEINFO TRADEINFO { get; set; } } public class TRADEINFO { /// /// 交易市场 OTHER /// public string MARKET { get; set; } = "OTHER"; /// /// /// public string EXEMARKET { get; set; } } public class BASEINFO { public string EXT_NO { get; set; } /// /// 内部账户代码 不可为空 /// public string SECU_INT { get; set; } = "TRS_YJC"; /// /// 外部账户代码 可为空 /// public string SECU_EXT { get; set; } /// /// 交易员 不可为空,XIR系统交易员 /// public string TRADER_ID { get; set; } = "yinjc"; /// /// 交易对手id /// public string PARTY_ID { get; set; } /// /// 交易对手名称,与PARTY_ID选填一个 /// public string PARTY_NAME { get; set; } /// /// 协议类型 /// public string AGREEMENTTYPE { get; set; } /// /// 交易方向 收益互换(151收取固定,152支付固定) 资产(10多头,20空头),预付金(128划入,127划出) /// public string TRDTYPE { get; set; } /// /// 交易日期 /// public string ORDDATE { get; set; } /// /// 结算日期:在交易达成日的基础上,若结算规则为T+0,或者T+1,相应增加交易日 /// public string SETDATE { get; set; } /// /// 交易状态 0需要手动审批,1自动审批 /// public string ORDSTATUS { get; set; } /// /// 交易关联号 /// public string TRD_RELATED_NO { get; set; } /// /// 组合标识:0非组合,1组合 /// public int GROUP_INFO { get; set; } = 1; /// /// 组合名称 /// public string GROUP_NAME { get; set; } /// /// 组合号 /// public string GRPID { get; set; } } public class ACCTSWAP { public ACCTSWAP() { REGULAR_INFO=new REGULAR_INFO(); IRREGULAR_INFO_LIST = new List(); } /// /// 名义本金 /// public string PRINCIPAL { get; set; } /// /// 人民币本金/结算本金 /// public string PRINCIPAL_CNY { get; set; } /// /// 计息比例 /// public string COUPON_RATE { get; set; } /// /// 名义币种 /// public string CURRENCY { get; set; } /// /// 结算币种 /// public string DILIVERY_CURRENCY { get; set; } /// /// 合约终止日 /// public string END_DAY { get; set; } /// /// 到期结算日 /// public string END_SETTLE_DATE { get; set; } /// /// 互换类型 普通互换 /// public string CONTRACT_TYPE { get; set; } = "3"; /// /// 计息类型 1 不规则 2 规则 /// public string REGULAR_TYPE { get; set; } /// /// 结算方式 /// public string SETTLE_TYPE { get; set; } /// /// 息票类型 成本与市值分别计息时默认1填写无效, 1 固定利率 2 浮动利率 /// public string COUPON_TYPE { get; set; } /// /// 计息基数 0 融资金额 1 成本与市值分别计息 /// public string INTEREST_BASE { get; set; } /// /// 计息日历 /// public List PAYMENT_CALENDAR { get; set; } /// /// 计息基准 /// public string DAY_COUNTER { get; set; } /// /// 期初汇率 /// public string BEGIN_RATE { get; set; } /// /// 套保汇率 /// public string HEDG_RATE { get; set; } /// /// 汇率追保线 /// public string RATE_CHASE_LINE { get; set; } /// /// 价格追保线 /// public string PRICE_CHASE_LINE { get; set; } /// /// 利率基准 /// public string IR_I_CODE { get; set; } /// /// 结算利息计算方式 不可为空,0 算头不算尾 1 算尾不算头 2 算头且算尾 /// public string FIXED_INTEREST_RULE { get; set; } /// /// 浮动利率时必填 0 单利 1 复利(不含利差) 2 复利(含利差) /// public string FLOAT_METHOD { get; set; } /// /// 可为空,不规则浮动利率时填写有效 /// public string FIXING_PRECISION { get; set; } /// /// 贴现曲线 /// public string DISCOUNT_IRC_CODE { get; set; } /// /// 贴现利差 /// public string DISCOUNT_SPREAD { get; set; } /// /// 计息日调整 /// public string INTEREST_CALC_ADJUST { get; set; } /// /// 初始预付金比例 /// public string MARGIN_BEGIN_RATE { get; set; } /// /// 规则付息信息 /// public REGULAR_INFO REGULAR_INFO { get; set; } /// /// 不规则付息列表 /// public List IRREGULAR_INFO_LIST { get; set; } } public class RATE_SEQUENCE_LIST { /// /// 开始日期 /// public string BEGINDATE { get; set; } /// /// 结束日期 /// public string ENDDATE { get; set; } /// /// 利率 /// public string RATE { get; set; } /// /// 浮动利率信息,浮动利率时必填 /// public FLOAT_RATE_ITEM FLOAT_RATE_ITEM { get; set; } } public class IRREGULAR_INFO_LIST { /// /// 理论支付日 /// public string PAYMENT_DATE { get; set; } /// /// 支付日调整 /// public string PAYMENT_ADJUST { get; set; } /// /// 对应计息序列数组 /// public List RATE_SEQUENCE_LIST { get; set; } } public class REGULAR_INFO { /// /// 计息开始日 /// public string INTEREST_START_DAY { get; set; } /// /// 计息结束日 /// public string INTEREST_END_DAY { get; set; } /// /// 利率 /// public string RATE { get; set; } /// /// 利差 /// public string SPREAD { get; set; } /// /// 长短尾 /// public string FINAL_STUP_TYPE { get; set; } /// /// 支付频率 /// public string PAY_FREQ { get; set; } /// /// 支付调整 /// public string PAY_ADJUST { get; set; } /// /// 支付偏移 /// public string PAY_OFFSET { get; set; } /// /// 重置频率 /// public string RESET_FREQ { get; set; } /// /// 重置调整 /// public string RESET_ADJUST { get; set; } /// /// 定息偏移 /// public string INTEREST_OFFSET { get; set; } /// /// 定息调整 /// public string INTEREST_ADJUST { get; set; } /// /// 首个付息日 /// public string FIRST_PAY_DATE { get; set; } /// /// 首规则开始日 /// public string FIRST_REGULAR_DATE { get; set; } } public class FLOAT_RATE_ITEM { /// /// 定息日 /// public string FIXED_INTEREST_FREQ { get; set; } /// /// 偏移类型 必填,0 工作日 1 自然日 /// public string OFFSET_TYPE { get; set; } = "1"; /// /// 利差 /// public string SPREAD { get; set; } /// /// 利率上限 /// public string CAP_RATE { get; set; } /// /// 利率下限 /// public string FLOOR_RATE { get; set; } /// /// 重置日期 /// public string RESETDATE { get; set; } } }