@using YLErp.Modules.ReportModule @model ClientDingShiReport @{ Layout = null; configcolumn data = configcolumnBLL.GetData(CurUser.UserId, configcolumn_data.持仓明细); configcolumn dataHistory = configcolumnBLL.GetData(CurUser.UserId, configcolumn_data.历史交易); var startdate = Utilities.ShowValidDatetime(Model.ReportFrom); }
@(YLErp.PS.Config.CompanyName)
@Model.Title
@if (YLErp.PS.Config.Company != YLErp.Configuration.CompanyEnum.渤海) { 客户编号: @Model.client.Number } 客户名称: @Model.client.Name 报告时段: @if (!string.IsNullOrEmpty(startdate)) { startdate=startdate +" - "; } @startdate@Utilities.ShowValidDatetime(Model.ReportEnd)
制表人: @Model.OptUserInfo.UserName   制表时间: @DateTime.Now.ToString("yyyy年MM月dd日 HH:mm:ss")
@if (Model.FundReportModel != null) { @* @if (PS.Config.Is申万) { } else { } @if (PS.Config.Is申万) { } else { } @if (PS.Config.Is申万) { if (PS.Config.ClientElement.TradeMarketShowTotalNetSettlement) { } else { } } else { if (PS.Config.ClientElement.TradeMarketShowTotalNetSettlement) { } else { } }
账户状况
期初结存 @Model.FundReportModel.LastDayRemainFundString 实现盈亏 @Model.FundReportModel.WinLossString
出入金@Model.FundReportModel.CashInCashOutChangeString持仓期权费净额@Model.FundReportModel.PositionPremiumNetCashString
权利金收支@Model.FundReportModel.OptionPremiumString持仓市值@Model.FundReportModel.PositionPvString
平仓/行权收支@Model.FundReportModel.SettlementBalanceString持仓盈亏@Model.FundReportModel.PositionPnlString
其他收支@Model.FundReportModel.CashInCashOutOtherString市值权益@Model.FundReportModel.AmountString
期末结存@Model.FundReportModel.TodayRemianFundString追保金额@Model.FundReportModel.MarginString
质押市值 @Model.FundReportModel.GuaranteesTotalAmountString 应付已了结交易款 @Model.FundReportModel.ClosedTradePayableFundString
预付金占用 @Model.FundReportModel.WorstCastClientPayableString 应付未了结交易款 @Model.FundReportModel.PositionTradePayableFundString
授信额度@Model.FundReportModel.CreditString
总盈亏@Model.FundReportModel.TotalNetSettlementString可取资金@Model.FundReportModel.DesirableFundString
可取资金@Model.FundReportModel.DesirableFundString
可用资金@Model.FundReportModel.AvailableFundString应付资金总额@Model.FundReportModel.PayableFundString
授信额度@Model.FundReportModel.CreditString可取资金@Model.FundReportModel.DesirableFundString
总盈亏@Model.FundReportModel.TotalNetSettlementString
授信额度@Model.FundReportModel.CreditString可取资金@Model.FundReportModel.DesirableFundString
*@
账户状况
收支与结存 应付与可取 盈亏与估值
期初结存 @Model.FundReportModel.LastDayRemainFundString 预付金占用 @Model.FundReportModel.WorstCastClientPayableString 实现盈亏 @Model.FundReportModel.WinLossString
出金入金 @Model.FundReportModel.CashInCashOutChangeString 可用资金 @Model.FundReportModel.AvailableFundString 持仓盈亏 @Model.FundReportModel.PositionPnlString
成交收支 @Model.FundReportModel.OptionPremiumString 授信额度 @Model.FundReportModel.CreditString 持仓市值 @Model.FundReportModel.PositionPvString
了结收支 @Model.FundReportModel.SettlementBalanceString 应付了结交易款 @Model.FundReportModel.ClosedTradePayableFundString 总资产 @Model.FundReportModel.AmountString
其他收支 @Model.FundReportModel.CashInCashOutOtherString 应付存续交易款 @Model.FundReportModel.PositionTradePayableFundString
票息 @Model.FundReportModel.CouponString 追保金额 @Model.FundReportModel.MarginString
互换成交收支 @Model.FundReportModel.OptionPremiumSwapString 应付资金总额 @Model.FundReportModel.PayableFundString
互换了结收支 @Model.FundReportModel.SwapBalanceString 可取资金 @Model.FundReportModel.DesirableFundString
期末结存 @Model.FundReportModel.TodayRemianFundString
质押市值 @Model.FundReportModel.GuaranteesTotalAmountString
} @if (Model.eod_positionList != null) {
持仓明细
@{ int columns = 0; int sumstartcolumns = 0; int blankcolumns = 0; int lastcolumns = 0;} @if (Model.eod_positionList.Count > 0) { @if (configcolumnBLL.IsColumnShow("交易编号", data)) { } @if (configcolumnBLL.IsColumnShow("交易方向", data)) { } @if (configcolumnBLL.IsColumnShow("交易日期", data)) { } @if (configcolumnBLL.IsColumnShow("到期日期", data)) { } @if (configcolumnBLL.IsColumnShow("结构类型", data)) { } @if (configcolumnBLL.IsColumnShow("标的代码", data)) { } @if (configcolumnBLL.IsColumnShow("期初标的价格", data)) { } @if (configcolumnBLL.IsColumnShow("执行价格", data)) { } @*@if (configcolumnBLL.IsColumnShow("成交波动率", data)) { }*@ @if (configcolumnBLL.IsColumnShow("权利金(单价)", data)) { } @if (configcolumnBLL.IsColumnShow("交易数量", data)) { } @if (configcolumnBLL.IsColumnShow("交易总额", data)) { { sumstartcolumns++; } } @if (configcolumnBLL.IsColumnShow("名义本金", data)) { { sumstartcolumns++; } } @if (configcolumnBLL.IsColumnShow("当前标的价格", data)) { { sumstartcolumns++; blankcolumns++; } } @*@if (configcolumnBLL.IsColumnShow("持仓波动率", data)) { { sumstartcolumns++; blankcolumns++; } }*@ @if (configcolumnBLL.IsColumnShow("期权现价(单价)", data)) { { sumstartcolumns++; blankcolumns++; } } @if (configcolumnBLL.IsColumnShow("持仓数量", data)) { { sumstartcolumns++; blankcolumns++; } } @if (configcolumnBLL.IsColumnShow("持仓预付金", data)) { { sumstartcolumns++; blankcolumns++; } } @if (configcolumnBLL.IsColumnShow("持仓市值", data)) { { sumstartcolumns++; } } @if (configcolumnBLL.IsColumnShow("持仓盈亏", data)) { { sumstartcolumns++; } } @if (configcolumnBLL.IsColumnShow("Delta手数", data)) { { sumstartcolumns++; lastcolumns++; } } @if (configcolumnBLL.IsColumnShow("Gamma手数", data)) { { sumstartcolumns++; lastcolumns++; } } @if (configcolumnBLL.IsColumnShow("Delta", data)) { { sumstartcolumns++; lastcolumns++; } } @if (configcolumnBLL.IsColumnShow("Gamma", data)) { { sumstartcolumns++; lastcolumns++; } } @if (configcolumnBLL.IsColumnShow("Vega", data)) { { sumstartcolumns++; lastcolumns++; } } @if (configcolumnBLL.IsColumnShow("Theta", data)) { { sumstartcolumns++; lastcolumns++; } } @if (configcolumnBLL.IsColumnShow("Rho", data)) { { sumstartcolumns++; lastcolumns++; } } } else { @if (configcolumnBLL.IsColumnShow("交易编号", data)) { } @if (configcolumnBLL.IsColumnShow("交易方向", data)) { } @if (configcolumnBLL.IsColumnShow("交易日期", data)) { } @if (configcolumnBLL.IsColumnShow("到期日期", data)) { } @if (configcolumnBLL.IsColumnShow("结构类型", data)) { } @if (configcolumnBLL.IsColumnShow("标的代码", data)) { } @if (configcolumnBLL.IsColumnShow("期初标的价格", data)) { } @if (configcolumnBLL.IsColumnShow("执行价格", data)) { } @*@if (configcolumnBLL.IsColumnShow("成交波动率", data)) { }*@ @if (configcolumnBLL.IsColumnShow("权利金(单价)", data)) { } @if (configcolumnBLL.IsColumnShow("交易数量", data)) { } @if (configcolumnBLL.IsColumnShow("交易总额", data)) { { sumstartcolumns++; } } @if (configcolumnBLL.IsColumnShow("名义本金", data)) { { sumstartcolumns++; } } @if (configcolumnBLL.IsColumnShow("当前标的价格", data)) { { sumstartcolumns++; blankcolumns++; } } @*@if (configcolumnBLL.IsColumnShow("持仓波动率", data)) { { sumstartcolumns++; blankcolumns++; } }*@ @if (configcolumnBLL.IsColumnShow("期权现价(单价)", data)) { { sumstartcolumns++; blankcolumns++; } } @if (configcolumnBLL.IsColumnShow("持仓数量", data)) { { sumstartcolumns++; blankcolumns++; } } @if (configcolumnBLL.IsColumnShow("持仓预付金", data)) { { sumstartcolumns++; blankcolumns++; } } @if (configcolumnBLL.IsColumnShow("持仓预付金", data)) { { sumstartcolumns++; blankcolumns++; } } @if (configcolumnBLL.IsColumnShow("持仓市值", data)) { { sumstartcolumns++; } } @if (configcolumnBLL.IsColumnShow("持仓盈亏", data)) { { sumstartcolumns++; } } @if (configcolumnBLL.IsColumnShow("Delta手数", data)) { { sumstartcolumns++; lastcolumns++; } } @if (configcolumnBLL.IsColumnShow("Gamma手数", data)) { { sumstartcolumns++; lastcolumns++; } } @if (configcolumnBLL.IsColumnShow("Delta", data)) { { sumstartcolumns++; lastcolumns++; } } @if (configcolumnBLL.IsColumnShow("Gamma", data)) { { sumstartcolumns++; lastcolumns++; } } @if (configcolumnBLL.IsColumnShow("Vega", data)) { { sumstartcolumns++; lastcolumns++; } } @if (configcolumnBLL.IsColumnShow("Theta", data)) { { sumstartcolumns++; lastcolumns++; } } @if (configcolumnBLL.IsColumnShow("Rho", data)) { { sumstartcolumns++; lastcolumns++; } } } @foreach (EodPositionReportModel pos in Model.eod_positionList) { @{int isfirst = 1;} @if (configcolumnBLL.IsColumnShow("交易编号", data)) { { isfirst = 0; } } @if (configcolumnBLL.IsColumnShow("交易方向", data)) { { isfirst = 0; } } @if (configcolumnBLL.IsColumnShow("交易日期", data)) { { isfirst = 0; } } @if (configcolumnBLL.IsColumnShow("到期日期", data)) { { isfirst = 0; } } @if (configcolumnBLL.IsColumnShow("结构类型", data)) { { isfirst = 0; } } @if (configcolumnBLL.IsColumnShow("标的代码", data)) { { isfirst = 0; } } @if (configcolumnBLL.IsColumnShow("期初标的价格", data)) { { isfirst = 0; } } @if (configcolumnBLL.IsColumnShow("执行价格", data)) { { isfirst = 0; } } @*@if (configcolumnBLL.IsColumnShow("成交波动率", data)) { { isfirst = 0; } }*@ @if (configcolumnBLL.IsColumnShow("权利金(单价)", data)) { { isfirst = 0; } } @if (configcolumnBLL.IsColumnShow("交易数量", data)) { { isfirst = 0; } } @if (configcolumnBLL.IsColumnShow("交易总额", data)) { { isfirst = 0; } } @if (configcolumnBLL.IsColumnShow("名义本金", data)) { { isfirst = 0; } } @if (configcolumnBLL.IsColumnShow("当前标的价格", data)) { { isfirst = 0; } } @*@if (configcolumnBLL.IsColumnShow("持仓波动率", data)) { { isfirst = 0; } }*@ @if (configcolumnBLL.IsColumnShow("期权现价(单价)", data)) { { isfirst = 0; } } @if (configcolumnBLL.IsColumnShow("持仓数量", data)) { { isfirst = 0; } } @if (configcolumnBLL.IsColumnShow("持仓预付金", data)) { { isfirst = 0; } } @if (configcolumnBLL.IsColumnShow("持仓市值", data)) { { isfirst = 0; } } @if (configcolumnBLL.IsColumnShow("持仓盈亏", data)) { { isfirst = 0; } } @if (configcolumnBLL.IsColumnShow("Delta手数", data)) { { isfirst = 0; } } @if (configcolumnBLL.IsColumnShow("Gamma手数", data)) { { isfirst = 0; } } @if (configcolumnBLL.IsColumnShow("Delta", data)) { { isfirst = 0; } } @if (configcolumnBLL.IsColumnShow("Gamma", data)) { { isfirst = 0; } } @if (configcolumnBLL.IsColumnShow("Vega", data)) { { isfirst = 0; } } @if (configcolumnBLL.IsColumnShow("Theta", data)) { { isfirst = 0; } } @if (configcolumnBLL.IsColumnShow("Rho", data)) { { isfirst = 0; } } } if (Model.eod_positionList.Count > 0) { @if (columns - sumstartcolumns > 0) { } @if (configcolumnBLL.IsColumnShow("交易总额", data)) { } @if (configcolumnBLL.IsColumnShow("名义本金", data)) { } @if (blankcolumns > 0) { } @if (configcolumnBLL.IsColumnShow("持仓市值", data)) { } @if (configcolumnBLL.IsColumnShow("持仓盈亏", data)) { } @if (lastcolumns > 0) { } }
交易编号交易方向交易日期到期日期结构类型标的代码期初
标的价格
执行价格成交
波动率
权利金(单价)交易数量交易总额名义本金当前
标的价格
持仓
波动率
期权现价(单价)持仓数量持仓预付金持仓市值持仓盈亏Delta手数Gamma手数DeltaGammaVegaThetaRho
交易编号交易方向交易日期到期日期结构类型标的代码期初
标的价格
执行价格成交
波动率
权利金(单价)交易数量交易总额名义本金当前
标的价格
持仓
波动率
期权现价(单价)持仓数量持仓预付金持仓预付金持仓市值持仓盈亏Delta手数Gamma手数DeltaGammaVegaThetaRho
@pos.TradeNumber@pos.BuySell@pos.TradeDate@pos.ExerciseDate@pos.trade.TradeMultipleType@pos.UnderlyingCode@pos.InitialSpotPrice.ToString("0.00")@pos.StrikeString@pos.TradeOpenVolatility@pos.TradeSinglePriceString@(pos.trade.TradeMultipleType == "现金流交易" ? "" :pos.TradeOriginalAmount.ToString("0.00"))@pos.TradePrice.ToString("0.000")@pos.OriginalStockEqvNotional.ToString("0.00")@pos.UnderlyingPriceValue.ToString("0.00")@pos.Vol@pos.CurrentPriceString@(pos.trade.TradeMultipleType == "现金流交易" ? "" :pos.TradeAmount.ToString("0.00"))@(pos.Margin?.ToString("0.00"))@pos.Pv@pos.Pnl@pos.Delta@pos.Gamma@pos.DeltaOriginal@pos.GammaOriginal@pos.Vega@pos.Theta@pos.Rho
@(Model.eod_positionList.Sum(x => x.TradePrice).ToString("0.00"))@(Model.eod_positionList.Sum(x => x.OriginalStockEqvNotional).ToString("0.00"))@(Model.eod_positionList.Sum(x => x.PvDouble).Value.ToString("0.00"))@(Model.eod_positionList.Sum(x => x.PnlDouble).Value.ToString("0.00"))
} @if (Model.trade_contract_groupList != null) {
历史交易
@{ int columnsHistory = 0;} @if (configcolumnBLL.IsColumnShow("交易编号", dataHistory)) { } @if (configcolumnBLL.IsColumnShow("交易方向", dataHistory)) { } @if (configcolumnBLL.IsColumnShow("交易日期", dataHistory)) { } @if (configcolumnBLL.IsColumnShow("到期日期", dataHistory)) { } @if (configcolumnBLL.IsColumnShow("结构类型", dataHistory)) { } @if (configcolumnBLL.IsColumnShow("标的代码", dataHistory)) { } @if (configcolumnBLL.IsColumnShow("期初标的价格", dataHistory)) { } @if (configcolumnBLL.IsColumnShow("执行价格", dataHistory)) { } @*@if (configcolumnBLL.IsColumnShow("成交波动率", dataHistory)) { }*@ @if (configcolumnBLL.IsColumnShow("权利金", dataHistory)) { } @if (configcolumnBLL.IsColumnShow("交易数量", dataHistory)) { } @if (configcolumnBLL.IsColumnShow("交易总额", dataHistory)) { } @if (configcolumnBLL.IsColumnShow("名义本金", dataHistory)) { } @if (configcolumnBLL.IsColumnShow("交易状态", dataHistory)) { } @if (configcolumnBLL.IsColumnShow("了结日期", dataHistory)) { } @if (configcolumnBLL.IsColumnShow("终止/到期标的价格", dataHistory)) { } @*@if (configcolumnBLL.IsColumnShow("目标波动率", dataHistory)) { }*@ @if (configcolumnBLL.IsColumnShow("期权平仓价格/行权收益", dataHistory)) { } @if (configcolumnBLL.IsColumnShow("了结数量", dataHistory)) { } @if (configcolumnBLL.IsColumnShow("了结总额", dataHistory)) { } @if (configcolumnBLL.IsColumnShow("实现盈亏", dataHistory)) { } @foreach (trade_contract_group_simple history in Model.trade_contract_groupList) { @{int isfirst = 1;} @if (configcolumnBLL.IsColumnShow("交易编号", dataHistory)) { { isfirst = 0; } } @if (configcolumnBLL.IsColumnShow("交易方向", dataHistory)) { { isfirst = 0; } } @if (configcolumnBLL.IsColumnShow("交易日期", dataHistory)) { { isfirst = 0; } } @if (configcolumnBLL.IsColumnShow("到期日期", dataHistory)) { { isfirst = 0; } } @if (configcolumnBLL.IsColumnShow("结构类型", dataHistory)) { { isfirst = 0; } } @if (configcolumnBLL.IsColumnShow("标的代码", dataHistory)) { { isfirst = 0; } } @if (configcolumnBLL.IsColumnShow("期初标的价格", dataHistory)) { { isfirst = 0; } } @if (configcolumnBLL.IsColumnShow("执行价格", dataHistory)) { { isfirst = 0; } } @*@if (configcolumnBLL.IsColumnShow("成交波动率", dataHistory)) { { isfirst = 0; } }*@ @if (configcolumnBLL.IsColumnShow("权利金", dataHistory)) { { isfirst = 0; } } @if (configcolumnBLL.IsColumnShow("交易数量", dataHistory)) { { isfirst = 0; } } @if (configcolumnBLL.IsColumnShow("交易总额", dataHistory)) { { isfirst = 0; } } @if (configcolumnBLL.IsColumnShow("名义本金", dataHistory)) { { isfirst = 0; } } @if (configcolumnBLL.IsColumnShow("交易状态", dataHistory)) { { isfirst = 0; } } @if (configcolumnBLL.IsColumnShow("了结日期", dataHistory)) { { isfirst = 0; } } @if (configcolumnBLL.IsColumnShow("终止/到期标的价格", dataHistory)) { { isfirst = 0; } } @*@if (configcolumnBLL.IsColumnShow("目标波动率", dataHistory)) { { isfirst = 0; } }*@ @if (configcolumnBLL.IsColumnShow("期权平仓价格/行权收益", dataHistory)) { { isfirst = 0; } } @if (configcolumnBLL.IsColumnShow("了结数量", dataHistory)) { { isfirst = 0; } } @if (configcolumnBLL.IsColumnShow("了结总额", dataHistory)) { { isfirst = 0; } } @if (configcolumnBLL.IsColumnShow("实现盈亏", dataHistory)) { { isfirst = 0; } } }
交易编号交易方向交易日期到期日期结构类型标的代码期初
标的价格
执行价格成交
波动率
权利金交易数量交易总额名义本金交易状态了结日期终止/
到期标的价格
平仓
波动率
期权平仓价格/
行权收益
了结数量了结总额实现盈亏
@history.trade.TradeNumber@history.BuySell@history.trade.TradeDateString@history.trade.ExerciseDateString@history.trade.TradeMultipleType@history.trade.UnderlyingCode@((history.trade.SpotPrice ?? 0).ToString("0.00"))@history.trade.StrikeString@history.trade.TradeOpenVolatilityString@(history.trade.TradeSinglePriceString)@(history.trade.TradeMultipleType == "现金流交易" ? "" :((history.TradeOriginalAmount ?? 0).ToString("0.00")))@((history.TradePrice ?? 0).ToString("0.000"))@((history.trade.OriginalStockEqvNotional ?? 0).ToString("0.00"))@history.TradeStatusShow@history.trade_cash.ValueDateString@((history.trade_cash.FinalPrice ?? 0).ToString("0.00"))@history.UnwindVolString@history.trade_cash.SingleWinPriceString@(history.trade.TradeMultipleType == "现金流交易" ? "" :history.trade_cash.ActionTradeAmount.ToString("0.00"))@((history.trade_cash.MinusAmount).ToString("0.000"))@history.trade_cash.WinLoss
} @if (Model.ClientCashInCashOutExtendList != null) {
资金明细
@if (Model.ClientCashInCashOutExtendList.Count > 0) { } else { } @foreach (ClientCashInCashOutExtend mod in Model.ClientCashInCashOutExtendList) { } @if (Model.ClientCashInCashOutExtendList.Count > 0) { }
发生时间 收支方向 出入金 权利金 平仓行权 票息 互换 其他
发生时间 收支方向 出入金 权利金 平仓行权 票息 互换 其他
@mod.HappenDateString @mod.DirectionType @mod.MoneyInOut.ToString("0.00") @mod.MoneyPrice.ToString("0.000") @mod.MoneyUnwindExer.ToString("0.000") @mod.MoneyCoupon.ToString("0.000") @mod.MoneySwap.ToString("0.000") @mod.MoneyOther.ToString("0.00")
@(Model.ClientCashInCashOutExtendList.Sum(x => x.MoneyToShow).ToString("0.00")) @(Model.ClientCashInCashOutExtendList.Sum(x => x.MoneyInOut).ToString("0.00")) @(Model.ClientCashInCashOutExtendList.Sum(x => x.MoneyPrice).ToString("0.000")) @(Model.ClientCashInCashOutExtendList.Sum(x => x.MoneyUnwindExer).ToString("0.000")) @(Model.ClientCashInCashOutExtendList.Sum(x => x.MoneyCoupon).ToString("0.000")) @(Model.ClientCashInCashOutExtendList.Sum(x => x.MoneySwap).ToString("0.000")) @(Model.ClientCashInCashOutExtendList.Sum(x => x.MoneyOther).ToString("0.00"))
} @if (Model.clientcashincashout_productLinq != null) {
质押记录
@foreach (clientcashincashout_productLinq mod in Model.clientcashincashout_productLinq) { }
质押时间 质押状态 赎回时间 质押品名 质押率 质押数量 盯市价格 质押市值
@mod.HappenDateString @mod.Status @mod.BackDate @mod.VarietyShortName @mod.RateString @mod.ProductAmount @mod.SpotPrice @(mod.ProductTotalPrice?.ToString("0.00"))
} @Html.Raw(Model.desc)
@(YLErp.PS.Config.CompanyName)
@DateTime.Now.ToString("yyyy年MM月dd日")