using System; using System.Collections.Generic; using System.ComponentModel; using System.ComponentModel.DataAnnotations.Schema; using System.Linq; using System.Text; using System.Threading.Tasks; using System.Xml.Serialization; using YLErp.Modules.SuperviseReportModule.SAC.Common; using static YLErp.DBModels.Consts.ConsReport; namespace YLErp.Modules.SuperviseReportModule.SAC.Model { /// /// 场外期权合约估值信息 /// [Table("A1018_ValuationInformation")] public class ValuationInformationModel : ReportBaseModel { /// /// 操作标识 /// 长度:1 /// 必填:是 /// 说明: /// [XmlIgnore] [SacDescription("OperationType", "操作标识", "1", true, "")] public OptFlagsEnum OperationType { get; set; } /// /// 交易确认书编号(双方约定) /// 长度:100 /// 必填:是 /// 说明:双方约定 /// [CheckStringMaxLength(MaxLength = 100)] [DefaultValue("")] [SacDescription("ConfirmationNo", "交易确认书编号(双方约定)", "100", true, "双方约定;")] public string ConfirmationNo { get; set; } /// /// 估值日期 /// 长度:10 /// 必填:是 /// 说明: /// [CheckStringLength(Length = 10)] [CheckStringIsDateTimeFormat(FormatString = "yyyy-MM-dd")] [DefaultValue("")] [SacDescription("ValuationDate", "估值日期", "10", true, "")] public string ValuationDate { get; set; } /// /// 存量名义本金(元) /// 长度:36,2 /// 必填:是 /// 说明:两位小数;大于等于0的数字 /// [CheckStringIntMaxLength(BeforePointMaxLength = 36, AfterPointMaxLength = 2, MinValue = 0)] [DefaultValue("")] [SacDescription("Balance", "存量名义本金(元)", "36,2", true, "大于等于0的数字;")] public string Balance { get; set; } /// /// 保证金比例(%) /// 长度:8,2 /// 必填:否 /// 说明: /// [CheckStringIntMaxLength(BeforePointMaxLength = 8, AfterPointMaxLength = 2, Required = false)] [DefaultValue("")] [SacDescription("MarginRatio", "保证金比例(%)", "8,2", false, "")] public string MarginRatio { get; set; } /// /// 期权估值 /// 长度:36,2 /// 必填:是 /// 说明:期权生效后,每个交易日更新,直至期权终止 /// [CheckStringIntLength(BeforePointMaxLength = 36, AfterPointLength = 2)] [DefaultValue("")] [SacDescription("OptionValuation", "期权估值", "36,2", true, "期权生效后,每个交易日更新,直至期权终止;")] public string OptionValuation { get; set; } /// /// Delta /// 长度:36,2 /// 必填:是 /// 说明:期权生效后,每个交易日更新,直至期权终止 /// [CheckStringIntMaxLength(BeforePointMaxLength = 36, AfterPointMaxLength = 2)] [DefaultValue("")] [SacDescription("Delta", "Delta", "36,2", true, "期权生效后,每个交易日更新,直至期权终止;")] public string Delta { get; set; } /// /// Gamma /// 长度:36,2 /// 必填:是 /// 说明:期权生效后,每个交易日更新,直至期权终止 /// [CheckStringIntMaxLength(BeforePointMaxLength = 36, AfterPointMaxLength = 2)] [DefaultValue("")] [SacDescription("Gamma", "Gamma", "36,2", true, "期权生效后,每个交易日更新,直至期权终止;")] public string Gamma { get; set; } /// /// Vega /// 长度:36,2 /// 必填:是 /// 说明:期权生效后,每个交易日更新,直至期权终止 /// [CheckStringIntMaxLength(BeforePointMaxLength = 36, AfterPointMaxLength = 2)] [DefaultValue("")] [SacDescription("Vega", "Vega", "36,2", true, "期权生效后,每个交易日更新,直至期权终止;")] public string Vega { get; set; } /// /// Theta /// 长度:36,2 /// 必填:是 /// 说明:期权生效后,每个交易日更新,直至期权终止 /// [CheckStringIntMaxLength(BeforePointMaxLength = 36, AfterPointMaxLength = 2)] [DefaultValue("")] [SacDescription("Theta", "Theta", "36,2", true, "期权生效后,每个交易日更新,直至期权终止;")] public string Theta { get; set; } /// /// Rho /// 长度:36,2 /// 必填:是 /// 说明:期权生效后,每个交易日更新,直至期权终止 /// [CheckStringIntMaxLength(BeforePointMaxLength = 36, AfterPointMaxLength = 2)] [DefaultValue("")] [SacDescription("Rho", "Rho", "36,2", true, "期权生效后,每个交易日更新,直至期权终止;")] public string Rho { get; set; } /// /// RhoQ /// 长度:36,2 /// 必填:否 /// 说明: /// [CheckStringIntMaxLength(BeforePointMaxLength = 36, AfterPointMaxLength = 2, Required = false)] [DefaultValue("")] [SacDescription("RhoQ", "RhoQ", "36,2", false, "")] public string RhoQ { get; set; } /// /// DeltaCash /// 长度:36,2 /// 必填:是 /// 说明:期权生效后,每个交易日更新,直至期权终止 /// [CheckStringIntMaxLength(BeforePointMaxLength = 36, AfterPointMaxLength = 2)] [DefaultValue("")] [SacDescription("DeltaCash", "DeltaCash", "36,2", true, "期权生效后,每个交易日更新,直至期权终止;")] public string DeltaCash { get; set; } /// /// GammaCash /// 长度:36,2 /// 必填:是 /// 说明:期权生效后,每个交易日更新,直至期权终止 /// [CheckStringIntMaxLength(BeforePointMaxLength = 36, AfterPointMaxLength = 2)] [DefaultValue("")] [SacDescription("GammaCash", "GammaCash", "36,2", true, "期权生效后,每个交易日更新,直至期权终止;")] public string GammaCash { get; set; } /// /// VegaCash /// 长度:36,2 /// 必填:是 /// 说明:期权生效后,每个交易日更新,直至期权终止 /// [CheckStringIntMaxLength(BeforePointMaxLength = 36, AfterPointMaxLength = 2)] [DefaultValue("")] [SacDescription("VegaCash", "VegaCash", "36,2", true, "期权生效后,每个交易日更新,直至期权终止;")] public string VegaCash { get; set; } /// /// ThetaCash /// 长度:36,2 /// 必填:否 /// 说明: /// [CheckStringIntMaxLength(BeforePointMaxLength = 36, AfterPointMaxLength = 2, Required = false)] [DefaultValue("")] [SacDescription("ThetaCash", "ThetaCash", "36,2", false, "")] public string ThetaCash { get; set; } /// /// RhoCash /// 长度:36,2 /// 必填:否 /// 说明: /// [CheckStringIntMaxLength(BeforePointMaxLength = 36, AfterPointMaxLength = 2, Required = false)] [DefaultValue("")] [SacDescription("RhoCash", "RhoCash", "36,2", false, "")] public string RhoCash { get; set; } /// /// RhoQCash /// 长度:36,2 /// 必填:否 /// 说明: /// [CheckStringIntMaxLength(BeforePointMaxLength = 36, AfterPointMaxLength = 2, Required = false)] [DefaultValue("")] [SacDescription("RhoQCash", "RhoQCash", "36,2", false, "")] public string RhoQCash { get; set; } /// /// 空白1 /// 长度: /// 必填:否 /// 说明: /// [XmlIgnore] [DefaultValue("")] [SacDescription("Blank1", "空白1", "", false, "")] public string Blank1 { get; set; } /// /// 空白2 /// 长度: /// 必填:否 /// 说明: /// [XmlIgnore] [DefaultValue("")] [SacDescription("Blank2", "空白2", "", false, "")] public string Blank2 { get; set; } } }