101 lines
3.0 KiB
C#
101 lines
3.0 KiB
C#
using System;
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using System.Collections.Generic;
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using System.Linq;
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using System.Text;
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using System.Threading.Tasks;
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namespace YLErp.DBModels
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{
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/// <summary>
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/// 互换估值
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/// </summary>
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public class EodSwapPositionResponse
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{
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/// <summary>
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/// 浮动端估值
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/// </summary>
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public eod_swap_position position { get; set; }
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/// <summary>
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/// 结构类型
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/// </summary>
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public string StructureType { get; set; }
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/// <summary>
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/// <summary>
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/// 交易对手方名称
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/// </summary>
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public string ClientName { get; set; }
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/// <summary>
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/// 交易确认书编号
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/// </summary>
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public string ConfrimNo { get; set; }
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/// <summary>
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/// 交易编号
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/// </summary>
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public string TradeNumber { get; set; }
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/// <summary>
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/// 期间付息
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/// </summary>
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public decimal PeriodAmount { get; set; }
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public decimal? InitYtm { get; set; }
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/// <summary>
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/// 期限
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/// </summary>
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public int DayCount { get; set; }
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/// <summary>
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/// 期初预付金-不包含追加预付金 取轧差
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/// </summary>
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public decimal OpenMarginAmount { get; set; }
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/// <summary>
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/// 期初预付金利率-不包含追加预付金 取轧差
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/// </summary>
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public decimal OpenMarginRate { get; set; }
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/// <summary>
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/// 预付金利息 取轧差
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/// </summary>
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public decimal MarginInterestAmount { get; set; }
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/// <summary>
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/// 浮动利率（绝对）利率端待实现收益/（标的名义金额/期初标的交割价格全价）
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/// </summary>
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public decimal FloatRateAbs { get; set; }
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/// <summary>
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/// 利差
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/// </summary>
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public decimal InterestRate { get; set; }
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/// <summary>
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/// 利率收益金额 利率端待实现收益
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/// </summary>
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public decimal InterestAmount { get; set; }
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/// <summary>
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/// 净额结算金额 互换持仓价值+待返还的预付金本金
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/// </summary>
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public decimal NetSettmentAmount { get; set; }
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/// <summary>
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/// 交易费用
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/// </summary>
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public decimal TradingFee { get; set; }
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/// <summary>
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/// 浮动利率标的
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/// </summary>
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public string FloatRateUnderlyingCode { get; set; }
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/// <summary>
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/// 平仓日
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/// </summary>
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public DateTime? UnwindDate { get; set; }
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/// <summary>
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/// 交易状态
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/// </summary>
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public string TradeStatus { get; set; }
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/// <summary>
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/// 利率类型
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/// </summary>
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public string RateType {
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get {
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if (!string.IsNullOrEmpty(FloatRateUnderlyingCode)) {
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return "固定";
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}
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return "浮动利率";
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} }
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}
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}
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