namespace YLWebAPI.ApiModule.Models
{
    public class QueryTradeRiskReq
    {
        /// <summary>
        /// 交易编号
        /// </summary>
        public string[] TradeNumbers { get; set; }
        /// <summary>
        /// 估值日期
        /// </summary>
        public DateTime ValueDate { get; set; }
        /// <summary>
        /// 数据类型
        /// </summary>
        public int DataType { get; set; }
    }

    public class QueryTradeRisk
    {
        /// <summary>
        /// 交易编号
        /// </summary>
        public string TradeNumber { get; set; }
        /// <summary>
        /// 估值日期
        /// </summary>
        public string ValueDate { get; set; }
        public double Pv { get; set; }
        public double Delta { get; set; }
        public double Gamma { get; set; }
        public double Vega { get; set; }
        public double Theta { get; set; }
        public double Rho { get; set; }
    }
}