zszq-trs/YLErpDAL/Modules/TradeModule/ExoticOptionModule/SnowballObservationResult.cs

namespace YLErp.Modules.TradeModule.ExoticOptionModule
{
    /// <summary>
    /// 预付金雪球赔付
    /// </summary>
    public abstract class PrepaymentSnowballPayoff
    {
        /// <summary>
        /// 利息金额(买方角度)
        /// </summary>
        public double InterestAmount { get; set; }

        /// <summary>
        /// 预付金金额(买方角度)
        /// </summary>
        public double PrepaymentAmount { get; set; }

        /// <summary>
        /// 倒置符号(将正值倒置为负值，负值倒置为正值)
        /// </summary>
        public virtual void InvertSign()
        {
            InterestAmount = -InterestAmount;
            PrepaymentAmount = -PrepaymentAmount;
        }
    }

    /// <summary>
    /// 雪球敲出赔付
    /// </summary>
    public class PrepaymentSnowballKoPayoff : PrepaymentSnowballPayoff
    {
        /// <summary>
        /// 票息金额(买方金额)
        /// </summary>
        public double CouponPaymentAmount { get; set; }

        /// <summary>
        /// 增强收益金额(买方金额)
        /// </summary>
        public double EnhancedPaymentAmount { get; set; }

        /// <summary>
        /// 敲出票息开始日
        /// </summary>
        public DateTime CouponStartDate { get; set; }

        /// <summary>
        /// 敲出票息结束日
        /// </summary>
        public DateTime CouponEndDate { get; set; }

        /// <summary>
        /// 票息率
        /// </summary>
        public double CouponRate { get; set; }

        public double TotalAmount()
        {
            return CouponPaymentAmount + EnhancedPaymentAmount + InterestAmount;
        }

        public override void InvertSign()
        {
            base.InvertSign();

            CouponPaymentAmount = -CouponPaymentAmount;
            EnhancedPaymentAmount = -EnhancedPaymentAmount;
        }
    }

    /// <summary>
    /// 雪球到期日敲入赔付
    /// </summary>
    public class PrepaymentSnowballKiPayoff : PrepaymentSnowballPayoff
    {
        /// <summary>
        /// 期权赔付金额(买方角度)
        /// </summary>
        public double OptionPaymentAmount { get; set; }

        public double TotalAmount()
        {
            return OptionPaymentAmount + InterestAmount;
        }

        public override void InvertSign()
        {
            base.InvertSign();

            OptionPaymentAmount = -OptionPaymentAmount;
        }
    }

    /// <summary>
    /// 雪球到期日未敲入赔付
    /// </summary>
    public class PrepaymentSnowballNkiPayoff : PrepaymentSnowballPayoff
    {
        /// <summary>
        /// 红利票息赔付金额(买方角度)
        /// </summary>
        public double CouponPaymentAmount { get; set; }

        public double TotalAmount()
        {
            return CouponPaymentAmount + InterestAmount;
        }

        public override void InvertSign()
        {
            base.InvertSign();

            CouponPaymentAmount = -CouponPaymentAmount;
        }
    }

    /// <summary>
    /// 雪球观察结果类型
    /// </summary>
    public enum SnowballObservationResultType
    {
        /// <summary>
        /// 非观察日
        /// </summary>
        NonObservationDay,

        /// <summary>
        /// 观察中
        /// </summary>
        Monitoring,

        /// <summary>
        /// 敲入状态
        /// </summary>
        KnockedIn,

        /// <summary>
        /// 敲出赔付
        /// </summary>
        KoPayoff,

        /// <summary>
        /// 到期日敲入赔付
        /// </summary>
        KiPayoffAtEndDate,

        /// <summary>
        /// 到期日非敲入赔付
        /// </summary>
        NkiPayoffAtEndDate
    }

    /// <summary>
    /// 雪球观察结果
    /// </summary>
    public class SnowballObservationResult
    {
        /// <summary>
        /// 观察结果类型
        /// </summary>
        public SnowballObservationResultType ResultType { get; set; }

        /// <summary>
        /// 支付日期
        /// </summary>
        public DateTime PaymentDate { get; set; }

        /// <summary>
        /// 支付总金额(买方角度)
        /// </summary>
        public double PaymentAmount { get; set; }

        /// <summary>
        /// 敲出障碍价格
        /// </summary>
        public double KoBarrier { get; set; }

        /// <summary>
        /// 赔付明细
        /// </summary>
        public PrepaymentSnowballPayoff Payoff { get; set; }
    }
}