zszq-trs/YLErpDAL/Modules/EodModule/QueryModule/EodTradePositionExportServiceModels.cs

namespace YLErp.Modules.EodModule.QueryModule
{
    /// <summary>
    /// 场外期权持仓数据字段
    /// 使用兴证数据中心接口文档创建
    /// </summary>
    public class EodOptionPositionExportFields
    {
        public string TradeNumber { get; set; }
        public string AssetBookName { get; set; }
        public string TraderName { get; set; }
        public string ClientName { get; set; }
        public string ClientNumber { get; set; }
        public string StructureType { get; set; }
        public string ExerciseMode { get; set; }
        public string CallPut { get; set; }
        public string TradeDate { get; set; }
        public string ExerciseDate { get; set; }
        public string SettlementDate { get; set; }
        public string TradeSide { get; set; }
        public string UnderlyingCode { get; set; }
        public string UnderlyingName { get; set; }
        public string InitSpotPrice { get; set; }
        public string Strike { get; set; }
        public string IsMoneynessOption { get; set; }
        public string Premium { get; set; }
        public string IsUsePremiumRate { get; set; }
        public string InitialMargin { get; set; }
        public string TradeAmount { get; set; }
        public string TradePrice { get; set; }
        public string StockEqvNotional { get; set; }
        public string StockEqvNotionalReal { get; set; }
        public string IsAnnualized { get; set; }
        public string AnnualizeFactor { get; set; }
        public string PrincipalRate { get; set; }
        public string ParticipationRate { get; set; }
        public string NoRiskRate { get; set; }
        public string DividendRate { get; set; }
        public string TradeOpenVolatility { get; set; }
        public string TradeCloseVolatility { get; set; }
        public string NumOfSmoothingDays { get; set; }
        public string Comments { get; set; }

        #region----奇异期权字段----

        //亚式期权
        public string AsianAveragingPeriodStartDate { get; set; }
        public string AsianPayoffType { get; set; }
        public string AsianStrikeType { get; set; }
        public string AsianStrikeGearingFactor { get; set; }

        //障碍期权
        public string BarrierType { get; set; }
        public string BarrierPrice { get; set; }
        public string BarrierPriceHigh { get; set; }
        public string BarrierShift { get; set; }
        public string BarrierRebate { get; set; }
        public string BarrierRebateType { get; set; }
        public string BarrierDiscrete { get; set; }
        public string BarrierKnockInOutStatus { get; set; }
        public string BarrierKnockInOutDate { get; set; }

        //双鲨期权
        public string DbsharkBarrierLow { get; set; }
        public string DbsharkBarrierHigh { get; set; }
        public string DbsharkStrikeHigh { get; set; }
        public string DbsharkCallParticipationRate { get; set; }
        public string DbsharkPutParticipationRate { get; set; }
        public string DbsharkRebate { get; set; }
        public string DbsharkRebateHigh { get; set; }
        public string DbsharkRebateType { get; set; }
        public string DbsharkDiscrete { get; set; }

        //二元期权
        public string BinaryPayoffType { get; set; }
        public string BinaryUpperBarrier { get; set; }
        public string BinaryCashOrNothingAmount { get; set; }
        public string BinaryCashOrNothingAmountHigh { get; set; }
        public string BinaryMonitorType { get; set; }
        public string BinaryRebateType { get; set; }

        //区间累积期权
        public string RangeAccrualLowerRange { get; set; }
        public string RangeAccrualUpperRange { get; set; }
        public string RangeAccrualBonusRate { get; set; }

        //气囊结构
        public string AirbagBarrier { get; set; }
        public string AirbagIsDiscrete { get; set; }
        public string AirbagKIParticipationRate { get; set; }
        public string AirbagHasPayoffLimit { get; set; }
        public string AirbagHighStrike { get; set; }

        //收益增强结构
        public string AnnualizedEnhanceRate { get; set; }

        //凤凰期权
        public string AutocallIsFixedCoupon { get; set; }
        public string AutocallCoupon { get; set; }
        public string AutocallCouponBarrier { get; set; }
        public string AutocallCouponPayType { get; set; }
        public string AutocallKOBarrier { get; set; }
        public string AutocallKIBarrier { get; set; }
        public string AutocallIncludeCouponAfterKI { get; set; }
        public string AutocallKIPayoffType { get; set; }
        public string AutocallKIStrike1 { get; set; }
        public string AutocallKIStrike2 { get; set; }

        //雪球期权
        public string SnowballKOBarrier { get; set; }
        public string SnowballKOPayoffType { get; set; }
        public string SnowballIsFixedCoupon { get; set; }
        public string SnowballKORebate { get; set; }
        public string SnowballAnnualizedPremiumRate { get; set; }
        public string SnowballKOObservationSettleDates { get; set; }
        public string SnowballKOStrike1 { get; set; }
        public string SnowballKOStrike2 { get; set; }
        public string SnowballKORebateType { get; set; }
        public string SnowballKIBarrier { get; set; }
        public string SnowballKIPayoffType { get; set; }
        public string SnowballKIStrike1 { get; set; }
        public string SnowballKIStrike2 { get; set; }
        public string SnowballNoKICoupon { get; set; }

        //敲入敲出
        public string KOObservationDates { get; set; }
        public string KIObservationDates { get; set; }

        #endregion

        //持仓信息
        public string PositionTradeAmount { get; set; }
        public string PositionPv { get; set; }
        public string PositionPnl { get; set; }
        public string PositionVol { get; set; }
    }

    /// <summary>
    /// 场内期权持仓数据字段
    /// 使用兴证数据中心接口文档创建
    /// </summary>
    public class EodExOptionPositionExportFields
    {
        public string OptionCode { get; set; }

        public string UnderlyingCode { get; set; }

        public string ExerciseMode { get; set; }

        public string Strike { get; set; }

        public string PositionType { get; set; }

        public string PositionTradeAmount { get; set; }

        public string PositionPv { get; set; }

        public string PositionPnl { get; set; }

        public string PositionVol { get; set; }
    }

    /// <summary>
    /// 收益互换持仓数据字段
    /// 使用兴证数据中心接口文档创建
    /// </summary>
    public class EodPayOffSwapPositionExportFields
    {
        public string TradeNumber { get; set; }
        public string AssetBookName { get; set; }
        public string TraderName { get; set; }
        public string ClientName { get; set; }
        public string ClientNumber { get; set; }
        public string TradeDate { get; set; }
        public string ExerciseDate { get; set; }
        public string StockEqvNotional { get; set; }
        public string Comments { get; set; }

        public string IsGetFloatingProfit { get; set; }
        public string GetUnderlyingCode { get; set; }
        public string GetLongShort { get; set; }
        public string GetSpotPrice { get; set; }
        public string GetTradePrice { get; set; }
        public string GetMarginRate { get; set; }
        public string GetFixedProfit { get; set; }
        public string IsPayFloatingProfit { get; set; }
        public string PayUnderlyingCode { get; set; }
        public string PayLongShort { get; set; }
        public string PaySpotPrice { get; set; }
        public string PayTradePrice { get; set; }
        public string PayFixedProfit { get; set; }
        public string PayMarginRate { get; set; }

        public string PositionStockEqvNotional { get; set; }

        public string PositionPv { get; set; }

        public string PositionPnl { get; set; }
    }

    /// <summary>
    /// 远期持仓数据字段
    /// 使用兴证数据中心接口文档创建
    /// </summary>
    public class EodForwardPositionExportFields
    {
        public string TradeNumber { get; set; }
        public string AssetBookName { get; set; }
        public string TraderName { get; set; }
        public string ClientName { get; set; }
        public string ClientNumber { get; set; }

        public string UnderlyingCode { get; set; }
        public string UnderlyingName { get; set; }
        public string BasisUnderlyingCode { get; set; }
        public string BasisGap { get; set; }

        public string TradeDate { get; set; }
        public string ExerciseDate { get; set; }

        public string TradeSide { get; set; }
        public string CallPut { get; set; }

        public string TradeAmount { get; set; }
        public string Strike { get; set; }
        public string InitSpotPrice { get; set; }
        public string OpenFee { get; set; }
        public string TotalFee { get; set; }
        public string AnnualMarginRate { get; set; }
        public string AnnualStoragePrice { get; set; }
        public string NoRiskRate { get; set; }
        public string Comments { get; set; }

        public string PositionTradeAmount { get; set; }

        public string PositionPv { get; set; }

        public string PositionPnl { get; set; }
    }
}