1302 lines
36 KiB
C#
1302 lines
36 KiB
C#
using System.ComponentModel.DataAnnotations.Schema;
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using YieldChain.Helpers;
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namespace YLErp.DBModels
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{
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public class QuotaMonitorBase : DBModelBase
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{
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public DateTime ValueDate { get; set; }
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}
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/// <summary>
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/// 资产汇总
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/// </summary>
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public class QuotaMonitor_AssetBase : QuotaMonitorBase
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{
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/// <summary>
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/// 标的Id
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/// </summary>
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public int UnderlyingId { get; set; }
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/// <summary>
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/// 标的代码
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/// </summary>
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public string UnderlyingCode { get; set; }
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/// <summary>
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/// 名义本金
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/// </summary>
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public double? StockEqvNotional { get; set; }
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/// <summary>
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/// 名义本金限额
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/// </summary>
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public double? Quota_StockEqvNotional_Upper { get; set; }
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/// <summary>
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/// 名义本金限额
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/// </summary>
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public double? Quota_StockEqvNotional_Lower { get; set; }
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/// <summary>
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/// 名义本金限额
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/// </summary>
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public double? Quota_StockEqvNotional_wUpper { get; set; }
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/// <summary>
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/// 名义本金限额
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/// </summary>
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public double? Quota_StockEqvNotional_wLower { get; set; }
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/// <summary>
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/// Delta敞口
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/// </summary>
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public double? DeltaExposure { get; set; }
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/// <summary>
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/// Delta敞口限额
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/// </summary>
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public double? Quota_DeltaExposure_Upper { get; set; }
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/// <summary>
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/// Delta敞口限额
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/// </summary>
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public double? Quota_DeltaExposure_Lower { get; set; }
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/// <summary>
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/// Delta敞口限额
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/// </summary>
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public double? Quota_DeltaExposure_wUpper { get; set; }
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/// <summary>
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/// Delta敞口限额
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/// </summary>
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public double? Quota_DeltaExposure_wLower { get; set; }
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/// <summary>
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/// Delta净敞口
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/// </summary>
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public double? DeltaNetExposure { get; set; }
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/// <summary>
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/// Delta净敞口限额
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/// </summary>
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public double? Quota_DeltaNetExposure_Upper { get; set; }
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/// <summary>
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/// Delta净敞口限额
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/// </summary>
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public double? Quota_DeltaNetExposure_Lower { get; set; }
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/// <summary>
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/// Delta净敞口限额
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/// </summary>
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public double? Quota_DeltaNetExposure_wUpper { get; set; }
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/// <summary>
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/// Delta净敞口限额
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/// </summary>
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public double? Quota_DeltaNetExposure_wLower { get; set; }
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/// <summary>
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/// Delta金额
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/// </summary>
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public double? DeltaCash { get; set; }
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/// <summary>
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/// Delta金额限额
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/// </summary>
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public double? Quota_DeltaCash_Upper { get; set; }
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/// <summary>
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/// Delta金额限额
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/// </summary>
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public double? Quota_DeltaCash_Lower { get; set; }
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/// <summary>
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/// Delta金额限额
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/// </summary>
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public double? Quota_DeltaCash_wUpper { get; set; }
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/// <summary>
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/// Delta金额限额
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/// </summary>
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public double? Quota_DeltaCash_wLower { get; set; }
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/// <summary>
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/// Gamma金额
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/// </summary>
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public double? GammaCash { get; set; }
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/// <summary>
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/// Gamma金额限额
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/// </summary>
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public double? Quota_GammaCash_Upper { get; set; }
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/// <summary>
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/// Gamma金额限额
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/// </summary>
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public double? Quota_GammaCash_Lower { get; set; }
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/// <summary>
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/// Gamma金额限额
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/// </summary>
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public double? Quota_GammaCash_wUpper { get; set; }
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/// <summary>
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/// Gamma金额限额
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/// </summary>
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public double? Quota_GammaCash_wLower { get; set; }
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/// <summary>
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/// Vaga
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/// </summary>
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public double? Vega { get; set; }
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/// <summary>
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/// Vaga限额
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/// </summary>
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public double? Quota_Vega_Upper { get; set; }
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/// <summary>
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/// Vaga限额
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/// </summary>
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public double? Quota_Vega_Lower { get; set; }
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/// <summary>
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/// Vaga限额
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/// </summary>
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public double? Quota_Vega_wUpper { get; set; }
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/// <summary>
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/// Vaga限额
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/// </summary>
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public double? Quota_Vega_wLower { get; set; }
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/// <summary>
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/// Vaga金额
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/// </summary>
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public double? VegaCash { get; set; }
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/// <summary>
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/// Vaga金额限额
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/// </summary>
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public double? Quota_VegaCash_Upper { get; set; }
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/// <summary>
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/// Vaga金额限额
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/// </summary>
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public double? Quota_VegaCash_Lower { get; set; }
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/// <summary>
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/// Vaga金额限额
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/// </summary>
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public double? Quota_VegaCash_wUpper { get; set; }
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/// <summary>
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/// Vaga金额限额
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/// </summary>
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public double? Quota_VegaCash_wLower { get; set; }
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/// <summary>
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/// 集中度
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/// </summary>
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public double? Concentration { get; set; }
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/// <summary>
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/// 集中度限额
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/// </summary>
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public double? Quota_Concentration_Upper { get; set; }
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/// <summary>
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/// 集中度限额
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/// </summary>
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public double? Quota_Concentration_Lower { get; set; }
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/// <summary>
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/// 集中度限额
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/// </summary>
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public double? Quota_Concentration_wUpper { get; set; }
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/// <summary>
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/// 集中度限额
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/// </summary>
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public double? Quota_Concentration_wLower { get; set; }
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/// <summary>
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/// 浮动盈亏
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/// </summary>
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public double? PositionPnl { get; set; }
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/// <summary>
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/// 浮动盈亏限额
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/// </summary>
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public double? Quota_PositionPnl_Upper { get; set; }
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/// <summary>
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/// 浮动盈亏限额
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/// </summary>
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public double? Quota_PositionPnl_Lower { get; set; }
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/// <summary>
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/// 浮动盈亏限额
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/// </summary>
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public double? Quota_PositionPnl_wUpper { get; set; }
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/// <summary>
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/// 浮动盈亏限额
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/// </summary>
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public double? Quota_PositionPnl_wLower { get; set; }
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/// <summary>
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/// 父节点代码
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/// </summary>
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[NotMapped]
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public string ParentKey { get; set; }
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}
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/// <summary>
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/// 资产汇总
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/// </summary>
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[Table("QuotaMonitor_Asset")]
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public class QuotaMonitor_Asset : QuotaMonitor_AssetBase
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{
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public static implicit operator QuotaMonitor_Asset(QuotaMonitor_Underlying obj)
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{
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var result = new QuotaMonitor_Asset();
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ObjectHelper.MapValues(result, obj);
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return result;
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}
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}
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/// <summary>
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/// 品种汇总
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/// </summary>
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[Table("QuotaMonitor_Variety")]
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public class QuotaMonitor_Variety : QuotaMonitor_AssetBase
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{
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public double? Theta { get; set; }
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public double? Quota_Theta_Upper { get; set; } = double.NaN;
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public double? Quota_Theta_Lower { get; set; } = double.NaN;
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public double? Quota_Theta_wUpper { get; set; } = double.NaN;
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public double? Quota_Theta_wLower { get; set; } = double.NaN;
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public static implicit operator QuotaMonitor_Variety(QuotaMonitor_Underlying obj)
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{
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var result = new QuotaMonitor_Variety();
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ObjectHelper.MapValues(result, obj);
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return result;
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}
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}
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/// <summary>
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/// 标的汇总
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/// </summary>
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[Table("QuotaMonitor_Underlying")]
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public class QuotaMonitor_Underlying : QuotaMonitor_AssetBase
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{
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public static implicit operator QuotaMonitor_Underlying(QuotaMonitor_Asset obj)
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{
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var result = new QuotaMonitor_Underlying();
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ObjectHelper.MapValues(result, obj);
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return result;
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}
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/// <summary>
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/// 标的发行量
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/// </summary>
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[NotMapped]
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public double Circulation { get; set; }
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/// <summary>
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/// Theta
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/// </summary>
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public double? Theta { get; set; }
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public double? Quota_Theta_Upper { get; set; } = double.NaN;
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public double? Quota_Theta_Lower { get; set; } = double.NaN;
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public double? Quota_Theta_wUpper { get; set; } = double.NaN;
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public double? Quota_Theta_wLower { get; set; } = double.NaN;
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/// <summary>
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/// 本年累计盈亏
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/// </summary>
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public double? TotalPnL { get; set; }
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public double? Quota_TotalPnL_Upper { get; set; } = double.NaN;
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public double? Quota_TotalPnL_Lower { get; set; } = double.NaN;
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public double? Quota_TotalPnL_wUpper { get; set; } = double.NaN;
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public double? Quota_TotalPnL_wLower { get; set; } = double.NaN;
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}
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/// <summary>
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/// 簿记汇总
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/// </summary>
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[Table("QuotaMonitor_Assetunit")]
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public class QuotaMonitor_Assetunit : QuotaMonitorBase
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{
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/// <summary>
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/// 簿记Id
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/// </summary>
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public int AssetBookID { get; set; }
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/// <summary>
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/// 簿记名称
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/// </summary>
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public string AssetBookName { get; set; }
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/// <summary>
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/// 名义本金
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/// </summary>
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public double? StockEqvNotional { get; set; }
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/// <summary>
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/// 名义本金限额
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/// </summary>
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public double? Quota_StockEqvNotional_Upper { get; set; }
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/// <summary>
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/// 名义本金限额
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/// </summary>
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public double? Quota_StockEqvNotional_Lower { get; set; }
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/// <summary>
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/// 名义本金限额
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/// </summary>
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public double? Quota_StockEqvNotional_wUpper { get; set; }
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/// <summary>
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/// 名义本金限额
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/// </summary>
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public double? Quota_StockEqvNotional_wLower { get; set; }
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/// <summary>
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/// Delta敞口
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/// </summary>
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public double? DeltaExposure { get; set; }
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/// <summary>
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/// Delta敞口限额
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/// </summary>
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public double? Quota_DeltaExposure_Upper { get; set; }
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/// <summary>
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/// Delta敞口限额
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/// </summary>
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public double? Quota_DeltaExposure_Lower { get; set; }
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/// <summary>
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/// Delta敞口限额
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/// </summary>
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public double? Quota_DeltaExposure_wUpper { get; set; }
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/// <summary>
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/// Delta敞口限额
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/// </summary>
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public double? Quota_DeltaExposure_wLower { get; set; }
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/// <summary>
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/// Delta净敞口
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/// </summary>
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public double? DeltaNetExposure { get; set; }
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/// <summary>
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/// Delta净敞口限额
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/// </summary>
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public double? Quota_DeltaNetExposure_Upper { get; set; }
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/// <summary>
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/// Delta净敞口限额
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/// </summary>
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public double? Quota_DeltaNetExposure_Lower { get; set; }
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/// <summary>
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/// Delta净敞口限额
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/// </summary>
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public double? Quota_DeltaNetExposure_wUpper { get; set; }
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/// <summary>
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/// Delta净敞口限额
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/// </summary>
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public double? Quota_DeltaNetExposure_wLower { get; set; }
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/// <summary>
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/// Delta金额
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/// </summary>
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public double? DeltaCash { get; set; }
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/// <summary>
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/// Delta金额限额
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/// </summary>
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public double? Quota_DeltaCash_Upper { get; set; }
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/// <summary>
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/// Delta金额限额
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/// </summary>
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public double? Quota_DeltaCash_Lower { get; set; }
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/// <summary>
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/// Delta金额限额
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/// </summary>
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public double? Quota_DeltaCash_wUpper { get; set; }
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/// <summary>
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/// Delta金额限额
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/// </summary>
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public double? Quota_DeltaCash_wLower { get; set; }
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/// <summary>
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/// Gamma金额
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/// </summary>
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public double? GammaCash { get; set; }
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/// <summary>
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/// Gamma金额限额
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/// </summary>
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public double? Quota_GammaCash_Upper { get; set; }
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/// <summary>
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/// Gamma金额限额
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/// </summary>
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public double? Quota_GammaCash_Lower { get; set; }
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/// <summary>
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/// Gamma金额限额
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/// </summary>
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public double? Quota_GammaCash_wUpper { get; set; }
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/// <summary>
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/// Gamma金额限额
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/// </summary>
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public double? Quota_GammaCash_wLower { get; set; }
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/// <summary>
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/// Vaga
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/// </summary>
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public double? Vega { get; set; }
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/// <summary>
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/// Vaga限额
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/// </summary>
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public double? Quota_Vega_Upper { get; set; }
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/// <summary>
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/// Vaga限额
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/// </summary>
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public double? Quota_Vega_Lower { get; set; }
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/// <summary>
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/// Vaga限额
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/// </summary>
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public double? Quota_Vega_wUpper { get; set; }
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/// <summary>
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/// Vaga限额
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/// </summary>
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public double? Quota_Vega_wLower { get; set; }
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/// <summary>
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/// Vaga金额
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/// </summary>
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public double? VegaCash { get; set; }
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/// <summary>
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/// Vaga金额限额
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/// </summary>
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public double? Quota_VegaCash_Upper { get; set; }
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/// <summary>
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/// Vaga金额限额
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/// </summary>
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public double? Quota_VegaCash_Lower { get; set; }
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/// <summary>
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/// Vaga金额限额
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/// </summary>
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public double? Quota_VegaCash_wUpper { get; set; }
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/// <summary>
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/// Vaga金额限额
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/// </summary>
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public double? Quota_VegaCash_wLower { get; set; }
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/// <summary>
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/// 集中度
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/// </summary>
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public double? Concentration { get; set; }
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/// <summary>
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/// 集中度限额
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/// </summary>
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public double? Quota_Concentration_Upper { get; set; }
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/// <summary>
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/// 集中度限额
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/// </summary>
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public double? Quota_Concentration_Lower { get; set; }
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/// <summary>
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/// 集中度限额
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/// </summary>
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public double? Quota_Concentration_wUpper { get; set; }
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/// <summary>
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/// 集中度限额
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/// </summary>
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public double? Quota_Concentration_wLower { get; set; }
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/// <summary>
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/// 浮动盈亏
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/// </summary>
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public double? PositionPnl { get; set; }
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/// <summary>
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/// 浮动盈亏限额
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/// </summary>
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public double? Quota_PositionPnl_Upper { get; set; }
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/// <summary>
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/// 浮动盈亏限额
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/// </summary>
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public double? Quota_PositionPnl_Lower { get; set; }
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/// <summary>
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/// 浮动盈亏限额
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/// </summary>
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public double? Quota_PositionPnl_wUpper { get; set; }
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/// <summary>
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/// 浮动盈亏限额
|
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/// </summary>
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public double? Quota_PositionPnl_wLower { get; set; }
|
|
/// <summary>
|
|
/// Theta
|
|
/// </summary>
|
|
public double? Theta { get; set; }
|
|
public double? Quota_Theta_Upper { get; set; } = double.NaN;
|
|
public double? Quota_Theta_Lower { get; set; } = double.NaN;
|
|
public double? Quota_Theta_wUpper { get; set; } = double.NaN;
|
|
public double? Quota_Theta_wLower { get; set; } = double.NaN;
|
|
/// <summary>
|
|
/// 本年累计盈亏
|
|
/// </summary>
|
|
public double? TotalPnL { get; set; }
|
|
public double? Quota_TotalPnL_Upper { get; set; } = double.NaN;
|
|
public double? Quota_TotalPnL_Lower { get; set; } = double.NaN;
|
|
public double? Quota_TotalPnL_wUpper { get; set; } = double.NaN;
|
|
public double? Quota_TotalPnL_wLower { get; set; } = double.NaN;
|
|
}
|
|
/// <summary>
|
|
/// 客户汇总
|
|
/// </summary>
|
|
[Table("QuotaMonitor_Client")]
|
|
public class QuotaMonitor_Client : QuotaMonitorBase
|
|
{
|
|
/// <summary>
|
|
/// 客户Id
|
|
/// </summary>
|
|
[NotMapped]
|
|
public int ClientId { get; set; }
|
|
|
|
/// <summary>
|
|
/// 客户编号
|
|
/// </summary>
|
|
public string ClientNumber { get; set; }
|
|
|
|
/// <summary>
|
|
/// 客户名称
|
|
/// </summary>
|
|
public string ClientName { get; set; }
|
|
|
|
/// <summary>
|
|
/// 名义本金规模
|
|
/// </summary>
|
|
public double? StockEqvNotionalScale { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// 可用名义本金规模
|
|
/// </summary>
|
|
public double? AvailableStockEqvNotional { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// 名义本金
|
|
/// </summary>
|
|
public double? StockEqvNotional { get; set; }
|
|
|
|
/// <summary>
|
|
/// 名义本金限额
|
|
/// </summary>
|
|
public double? Quota_StockEqvNotional_Upper { get; set; } = double.NaN;
|
|
/// <summary>
|
|
/// 名义本金限额
|
|
/// </summary>
|
|
public double? Quota_StockEqvNotional_Lower { get; set; } = double.NaN;
|
|
/// <summary>
|
|
/// 名义本金限额
|
|
/// </summary>
|
|
public double? Quota_StockEqvNotional_wUpper { get; set; } = double.NaN;
|
|
/// <summary>
|
|
/// 名义本金限额
|
|
/// </summary>
|
|
public double? Quota_StockEqvNotional_wLower { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// 维持预付金
|
|
/// </summary>
|
|
public double? PositionMargin { get; set; }
|
|
|
|
/// <summary>
|
|
/// 可用资金
|
|
/// </summary>
|
|
public double? AvailableFund { get; set; }
|
|
|
|
/// <summary>
|
|
/// 授信额度
|
|
/// </summary>
|
|
public double? Credit { get; set; }
|
|
|
|
/// <summary>
|
|
/// 应付资金
|
|
/// </summary>
|
|
public double? PayableFund { get; set; }
|
|
|
|
/// <summary>
|
|
/// 产品占用资金
|
|
/// </summary>
|
|
public double? HoldingFund { get; set; }
|
|
|
|
/// <summary>
|
|
/// 产品规模
|
|
/// </summary>
|
|
public double? ProductScale { get; set; }
|
|
|
|
/// <summary>
|
|
/// 占用比例
|
|
/// </summary>
|
|
public double? HoldingRate { get; set; }
|
|
|
|
/// <summary>
|
|
/// 占用资金限额
|
|
/// </summary>
|
|
public double? Quota_HoldingFund_Upper { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// 占用资金限额
|
|
/// </summary>
|
|
public double? Quota_HoldingFund_Lower { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// 占用资金限额
|
|
/// </summary>
|
|
public double? Quota_HoldingFund_wUpper { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// 占用资金限额
|
|
/// </summary>
|
|
public double? Quota_HoldingFund_wLower { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// 信用风险敞口
|
|
/// </summary>
|
|
public double? CreditExposure { get; set; }
|
|
}
|
|
|
|
/// <summary>
|
|
/// 交易汇总
|
|
/// </summary>
|
|
[Table("QuotaMonitor_Trade")]
|
|
public class QuotaMonitor_Trade : QuotaMonitorBase
|
|
{
|
|
/// <summary>
|
|
/// 客户Id
|
|
/// </summary>
|
|
[NotMapped]
|
|
public int ClientId { get; set; }
|
|
|
|
/// <summary>
|
|
/// 交易编号
|
|
/// </summary>
|
|
public string TradeNumber { get; set; }
|
|
|
|
/// <summary>
|
|
/// 客户名称
|
|
/// </summary>
|
|
public string ClientName { get; set; }
|
|
|
|
/// <summary>
|
|
/// 名义本金
|
|
/// </summary>
|
|
public double? StockEqvNotional { get; set; }
|
|
|
|
/// <summary>
|
|
/// 名义本金限额
|
|
/// </summary>
|
|
public double? Quota_StockEqvNotional_Upper { get; set; } = double.NaN;
|
|
/// <summary>
|
|
/// 名义本金限额
|
|
/// </summary>
|
|
public double? Quota_StockEqvNotional_Lower { get; set; } = double.NaN;
|
|
/// <summary>
|
|
/// 名义本金限额
|
|
/// </summary>
|
|
public double? Quota_StockEqvNotional_wUpper { get; set; } = double.NaN;
|
|
/// <summary>
|
|
/// 名义本金限额
|
|
/// </summary>
|
|
public double? Quota_StockEqvNotional_wLower { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// Delta金额
|
|
/// </summary>
|
|
public double? DeltaCash { get; set; }
|
|
|
|
/// <summary>
|
|
/// Delta金额限额
|
|
/// </summary>
|
|
public double? Quota_DeltaCash_Upper { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// Delta金额限额
|
|
/// </summary>
|
|
public double? Quota_DeltaCash_Lower { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// Delta金额限额
|
|
/// </summary>
|
|
public double? Quota_DeltaCash_wUpper { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// Delta金额限额
|
|
/// </summary>
|
|
public double? Quota_DeltaCash_wLower { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// Gamma金额
|
|
/// </summary>
|
|
public double? GammaCash { get; set; }
|
|
|
|
/// <summary>
|
|
/// Gamma金额限额
|
|
/// </summary>
|
|
public double? Quota_GammaCash_Upper { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// Gamma金额限额
|
|
/// </summary>
|
|
public double? Quota_GammaCash_Lower { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// Gamma金额限额
|
|
/// </summary>
|
|
public double? Quota_GammaCash_wUpper { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// Gamma金额限额
|
|
/// </summary>
|
|
public double? Quota_GammaCash_wLower { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// Vega
|
|
/// </summary>
|
|
public double? Vega { get; set; }
|
|
|
|
/// <summary>
|
|
/// Vega限额
|
|
/// </summary>
|
|
public double? Quota_Vega_Upper { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// Vega限额
|
|
/// </summary>
|
|
public double? Quota_Vega_Lower { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// Vega限额
|
|
/// </summary>
|
|
public double? Quota_Vega_wUpper { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// Vega限额
|
|
/// </summary>
|
|
public double? Quota_Vega_wLower { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// Vega金额
|
|
/// </summary>
|
|
public double? VegaCash { get; set; }
|
|
|
|
/// <summary>
|
|
/// Vega金额限额
|
|
/// </summary>
|
|
public double? Quota_VegaCash_Upper { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// Vega金额限额
|
|
/// </summary>
|
|
public double? Quota_VegaCash_Lower { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// Vega金额限额
|
|
/// </summary>
|
|
public double? Quota_VegaCash_wUpper { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// Vega金额限额
|
|
/// </summary>
|
|
public double? Quota_VegaCash_wLower { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// 盈亏
|
|
/// </summary>
|
|
public double? PnL { get; set; }
|
|
|
|
/// <summary>
|
|
/// 止损限额
|
|
/// </summary>
|
|
public double? Quota_Loss_Upper { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// 止损限额
|
|
/// </summary>
|
|
public double? Quota_Loss_Lower { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// 止损限额
|
|
/// </summary>
|
|
public double? Quota_Loss_wUpper { get; set; } = double.NaN;
|
|
/// <summary>
|
|
/// 止损限额
|
|
/// </summary>
|
|
public double? Quota_Loss_wLower { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// 互换价格偏离比例限额
|
|
/// </summary>
|
|
public double? Quota_SwapPercent_wLower { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// 互换价格偏离比例限额
|
|
/// </summary>
|
|
public double? Quota_SwapPercent_Upper { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// 互换价格偏离比例限额
|
|
/// </summary>
|
|
public double? Quota_SwapPercent_Lower { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// 互换价格偏离比例限额
|
|
/// </summary>
|
|
public double? Quota_SwapPercent_wUpper { get; set; } = double.NaN;
|
|
/// <summary>
|
|
/// 互换价格偏离比例值
|
|
/// </summary>
|
|
public double? Quota_SwapPercent { get; set; } = double.NaN;
|
|
/// <summary>
|
|
/// CCR
|
|
/// </summary>
|
|
public double? Quota_CCR { get; set; } = double.NaN;
|
|
/// <summary>
|
|
/// DV
|
|
/// </summary>
|
|
public double? DV { get; set; }
|
|
/// <summary>
|
|
/// DV限额
|
|
/// </summary>
|
|
public double? Quota_DV_Upper { get; set; } = double.NaN;
|
|
/// <summary>
|
|
/// DV限额
|
|
/// </summary>
|
|
public double? Quota_DV_Lower { get; set; } = double.NaN;
|
|
/// <summary>
|
|
/// DV限额
|
|
/// </summary>
|
|
public double? Quota_DV_wUpper { get; set; } = double.NaN;
|
|
/// <summary>
|
|
/// DV限额
|
|
/// </summary>
|
|
public double? Quota_DV_wLower { get; set; } = double.NaN;
|
|
}
|
|
|
|
/// <summary>
|
|
/// 整体业务汇总
|
|
/// </summary>
|
|
[Table("QuotaMonitor_Global")]
|
|
public class QuotaMonitor_Global : QuotaMonitorBase
|
|
{
|
|
/// <summary>
|
|
/// 业务类型
|
|
/// </summary>
|
|
public string BusinessType { get; set; }
|
|
|
|
/// <summary>
|
|
/// 权益类业务规模
|
|
/// </summary>
|
|
public double? EquityRiskScale { get; set; }
|
|
|
|
/// <summary>
|
|
/// 权益类业务规模限额
|
|
/// </summary>
|
|
public double? Quota_EquityRiskScale_Upper { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// 权益类业务规模限额
|
|
/// </summary>
|
|
public double? Quota_EquityRiskScale_Lower { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// 权益类业务规模限额
|
|
/// </summary>
|
|
public double? Quota_EquityRiskScale_wUpper { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// 权益类业务规模限额
|
|
/// </summary>
|
|
public double? Quota_EquityRiskScale_wLower { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// 非权益类业务规模
|
|
/// </summary>
|
|
public double? NonEquityRiskScale { get; set; }
|
|
|
|
/// <summary>
|
|
/// 非权益类业务规模限额
|
|
/// </summary>
|
|
public double? Quota_NonEquityRiskScale_Upper { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// 非权益类业务规模限额
|
|
/// </summary>
|
|
public double? Quota_NonEquityRiskScale_Lower { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// 非权益类业务规模限额
|
|
/// </summary>
|
|
public double? Quota_NonEquityRiskScale_wUpper { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// 非权益类业务规模限额
|
|
/// </summary>
|
|
public double? Quota_NonEquityRiskScale_wLower { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// 名义本金
|
|
/// </summary>
|
|
public double? StockEqvNotional { get; set; }
|
|
|
|
/// <summary>
|
|
/// 名义本金限额
|
|
/// </summary>
|
|
public double? Quota_StockEqvNotional_Upper { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// 名义本金限额
|
|
/// </summary>
|
|
public double? Quota_StockEqvNotional_Lower { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// 名义本金限额
|
|
/// </summary>
|
|
public double? Quota_StockEqvNotional_wUpper { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// 名义本金限额
|
|
/// </summary>
|
|
public double? Quota_StockEqvNotional_wLower { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// 总盈亏
|
|
/// </summary>
|
|
[NotMapped]
|
|
public double? TotalPnL { get; set; }
|
|
|
|
/// <summary>
|
|
/// 浮动盈亏
|
|
/// </summary>
|
|
[NotMapped]
|
|
public double? PositionPnl { get; set; }
|
|
|
|
/// <summary>
|
|
/// 止损金额
|
|
/// </summary>
|
|
[NotMapped]
|
|
public double? Quota_TotalPnL_Upper { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// 止损金额
|
|
/// </summary>
|
|
[NotMapped]
|
|
public double? Quota_TotalPnL_Lower { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// 止损金额
|
|
/// </summary>
|
|
[NotMapped]
|
|
public double? Quota_TotalPnL_wUpper { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// 止损金额
|
|
/// </summary>
|
|
[NotMapped]
|
|
public double? Quota_TotalPnL_wLower { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// 止损金额
|
|
/// </summary>
|
|
[NotMapped]
|
|
public double? Quota_PositionPnl_Upper { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// 止损金额
|
|
/// </summary>
|
|
[NotMapped]
|
|
public double? Quota_PositionPnl_Lower { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// 止损金额
|
|
/// </summary>
|
|
[NotMapped]
|
|
public double? Quota_PositionPnl_wUpper { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// 止损金额
|
|
/// </summary>
|
|
[NotMapped]
|
|
public double? Quota_PositionPnl_wLower { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// Delta敞口
|
|
/// </summary>
|
|
public double? DeltaExposure { get; set; }
|
|
|
|
/// <summary>
|
|
/// Delta敞口限额
|
|
/// </summary>
|
|
public double? Quota_DeltaExposure_Upper { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// Delta敞口限额
|
|
/// </summary>
|
|
public double? Quota_DeltaExposure_Lower { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// Delta敞口限额
|
|
/// </summary>
|
|
public double? Quota_DeltaExposure_wUpper { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// Delta敞口限额
|
|
/// </summary>
|
|
public double? Quota_DeltaExposure_wLower { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// Delta净敞口比例
|
|
/// </summary>
|
|
public double? DeltaNetExposure { get; set; }
|
|
|
|
/// <summary>
|
|
/// Delta净敞口限额
|
|
/// </summary>
|
|
public double? Quota_DeltaNetExposure_Upper { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// Delta净敞口限额
|
|
/// </summary>
|
|
public double? Quota_DeltaNetExposure_Lower { get; set; } = double.NaN;
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/// <summary>
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/// Delta净敞口限额
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/// </summary>
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public double? Quota_DeltaNetExposure_wUpper { get; set; } = double.NaN;
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/// <summary>
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/// Delta净敞口限额
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/// </summary>
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public double? Quota_DeltaNetExposure_wLower { get; set; } = double.NaN;
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/// <summary>
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/// Delta金额
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/// </summary>
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public double? DeltaCash { get; set; }
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/// <summary>
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/// Delta金额限额
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/// </summary>
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public double? Quota_DeltaCash_Upper { get; set; } = double.NaN;
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/// <summary>
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/// Delta金额限额
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/// </summary>
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public double? Quota_DeltaCash_Lower { get; set; } = double.NaN;
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/// <summary>
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/// Delta金额限额
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/// </summary>
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public double? Quota_DeltaCash_wUpper { get; set; } = double.NaN;
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/// <summary>
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/// Delta金额限额
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/// </summary>
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public double? Quota_DeltaCash_wLower { get; set; } = double.NaN;
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/// <summary>
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/// Gamma金额
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/// </summary>
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public double? GammaCash { get; set; }
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/// <summary>
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/// Gamma金额限额
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/// </summary>
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public double? Quota_GammaCash_Upper { get; set; } = double.NaN;
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/// <summary>
|
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/// Gamma金额限额
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/// </summary>
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public double? Quota_GammaCash_Lower { get; set; } = double.NaN;
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/// <summary>
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/// Gamma金额限额
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/// </summary>
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public double? Quota_GammaCash_wUpper { get; set; } = double.NaN;
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/// <summary>
|
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/// Gamma金额限额
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/// </summary>
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public double? Quota_GammaCash_wLower { get; set; } = double.NaN;
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|
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/// <summary>
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|
/// Vega
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/// </summary>
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public double? Vega { get; set; }
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|
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/// <summary>
|
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/// Vega限额
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/// </summary>
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public double? Quota_Vega_Upper { get; set; } = double.NaN;
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|
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/// <summary>
|
|
/// Vega限额
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|
/// </summary>
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public double? Quota_Vega_Lower { get; set; } = double.NaN;
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|
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/// <summary>
|
|
/// Vega限额
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|
/// </summary>
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public double? Quota_Vega_wUpper { get; set; } = double.NaN;
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|
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/// <summary>
|
|
/// Vega限额
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|
/// </summary>
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public double? Quota_Vega_wLower { get; set; } = double.NaN;
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|
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/// <summary>
|
|
/// Vega金额
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|
/// </summary>
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public double? VegaCash { get; set; }
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|
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/// <summary>
|
|
/// Vega金额限额
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/// </summary>
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public double? Quota_VegaCash_Upper { get; set; } = double.NaN;
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|
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/// <summary>
|
|
/// Vega金额限额
|
|
/// </summary>
|
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public double? Quota_VegaCash_Lower { get; set; } = double.NaN;
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|
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/// <summary>
|
|
/// Vega金额限额
|
|
/// </summary>
|
|
public double? Quota_VegaCash_wUpper { get; set; } = double.NaN;
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|
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/// <summary>
|
|
/// Vega金额限额
|
|
/// </summary>
|
|
public double? Quota_VegaCash_wLower { get; set; } = double.NaN;
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|
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/// <summary>
|
|
/// 集中度
|
|
/// </summary>
|
|
public double? Concentration { get; set; }
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|
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/// <summary>
|
|
/// 集中度限额
|
|
/// </summary>
|
|
public double? Quota_Concentration_Upper { get; set; } = double.NaN;
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|
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/// <summary>
|
|
/// 集中度限额
|
|
/// </summary>
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|
public double? Quota_Concentration_Lower { get; set; } = double.NaN;
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|
|
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/// <summary>
|
|
/// 集中度限额
|
|
/// </summary>
|
|
public double? Quota_Concentration_wUpper { get; set; } = double.NaN;
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|
|
/// <summary>
|
|
/// 集中度限额
|
|
/// </summary>
|
|
public double? Quota_Concentration_wLower { get; set; } = double.NaN;
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|
|
/// <summary>
|
|
/// VaR值
|
|
/// </summary>
|
|
public double? VaR { get; set; }
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|
|
|
/// <summary>
|
|
/// VaR限额
|
|
/// </summary>
|
|
public double? Quota_VaR_Upper { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// VaR限额
|
|
/// </summary>
|
|
public double? Quota_VaR_Lower { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// VaR限额
|
|
/// </summary>
|
|
public double? Quota_VaR_wUpper { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// VaR限额
|
|
/// </summary>
|
|
public double? Quota_VaR_wLower { get; set; } = double.NaN;
|
|
|
|
/// <summary>
|
|
/// 父节点代码
|
|
/// </summary>
|
|
public string ParentKey { get; set; }
|
|
public double? Theta { get; set; }
|
|
public double? Quota_Theta_Upper { get; set; } = double.NaN;
|
|
public double? Quota_Theta_Lower { get; set; } = double.NaN;
|
|
public double? Quota_Theta_wUpper { get; set; } = double.NaN;
|
|
public double? Quota_Theta_wLower { get; set; } = double.NaN;
|
|
/// <summary>
|
|
/// 本年累计总盈亏
|
|
/// </summary>
|
|
public double? ThisYearTotalPnl { get; set; }
|
|
public double? Quota_ThisYearTotalPnl_Upper { get; set; } = double.NaN;
|
|
public double? Quota_ThisYearTotalPnl_Lower { get; set; } = double.NaN;
|
|
public double? Quota_ThisYearTotalPnl_wUpper { get; set; } = double.NaN;
|
|
public double? Quota_ThisYearTotalPnl_wLower { get; set; } = double.NaN;
|
|
/// <summary>
|
|
/// DV
|
|
/// </summary>
|
|
public double? DV { get; set; }
|
|
/// <summary>
|
|
/// DV限额
|
|
/// </summary>
|
|
public double? Quota_DV_Upper { get; set; } = double.NaN;
|
|
/// <summary>
|
|
/// DV限额
|
|
/// </summary>
|
|
public double? Quota_DV_Lower { get; set; } = double.NaN;
|
|
/// <summary>
|
|
/// DV限额
|
|
/// </summary>
|
|
public double? Quota_DV_wUpper { get; set; } = double.NaN;
|
|
/// <summary>
|
|
/// DV限额
|
|
/// </summary>
|
|
public double? Quota_DV_wLower { get; set; } = double.NaN;
|
|
}
|
|
}
|