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; }
}
}