zszq-trs/YLErpDAL/Modules/ManagerAPI/EodModule/EodPositionRiskItem.cs

namespace YLErp.Modules.ManagerAPI.EodModule
{
    /// <summary>
    /// 日终持仓风险查询
    /// </summary>
    public class EodPositionRiskItem
    {
        /// <summary>
        /// 交易编号
        /// </summary>
        public string TradeNumber { get; set; }

        /// <summary>
        /// 确认书编号
        /// </summary>
        public string ContractCode { get; set; }

        /// <summary>
        /// 期权代码
        /// </summary>
        public string ExchangeOptionCode { get; set; }

        /// <summary>
        /// 多腿编号
        /// </summary>
        public string ChildLeg { get; set; }

        /// <summary>
        /// 浮动盈亏
        /// </summary>
        public double? PositionPnl { get; set; }

        /// <summary>
        /// 实现盈亏
        /// </summary>
        public double? RealizedPnl { get; set; }

        /// <summary>
        /// 当前波动率
        /// </summary>
        public double? CurVolValue { get; set; }

        /// <summary>
        /// Delta
        /// </summary>
        public double? Delta { get; set; }

        /// <summary>
        /// Delta手数
        /// </summary>
        public double? DeltaLots { get; set; }

        /// <summary>
        /// Gamma
        /// </summary>
        public double? Gamma { get; set; }

        /// <summary>
        /// Gamma手数
        /// </summary>
        public double? GammaLots { get; set; }

        /// <summary>
        /// Theta
        /// </summary>
        public double? Theta { get; set; }

        /// <summary>
        /// Rho
        /// </summary>
        public double? Rho { get; set; }

        /// <summary>
        /// Vega
        /// </summary>
        public double? Vega { get; set; }

        /// <summary>
        /// 到期日期
        /// </summary>
        public string ExerciseDate { get; set; }

        /// <summary>
        /// 行权方式
        /// </summary>
        public string ExerciseMode { get; set; }

        /// <summary>
        /// 结构类型
        /// </summary>
        public string TradeType { get; set; }

        /// <summary>
        /// 观察状态
        /// </summary>
        public string KnockInOutStatus { get; set; }

        /// <summary>
        /// 交易对手方
        /// </summary>
        public string ClientName { get; set; }

        /// <summary>
        /// 交易对手编号
        /// </summary>
        public string ClientNumber { get; set; }

        /// <summary>
        /// 簿记账户
        /// </summary>
        public string AssetBookName { get; set; }

        /// <summary>
        /// 成交日期
        /// </summary>
        public string TradeDate { get; set; }

        /// <summary>
        /// 看涨看跌
        /// </summary>
        public string OptionType { get; set; }

        /// <summary>
        /// 买卖方向
        /// </summary>
        public string TradeSide { get; set; }

        /// <summary>
        /// 标的代码
        /// </summary>
        public string UnderlyingCode { get; set; }

        /// <summary>
        /// 标的名称
        /// </summary>
        public string UnderlyingName { get; set; }

        /// <summary>
        /// 期初标的价格
        /// </summary>
        public double? InitialSpotPrice { get; set; }

        /// <summary>
        /// 执行价格
        /// </summary>
        public double? Strike { get; set; }

        /// <summary>
        /// 权利金（成交）
        /// </summary>
        public double? TradeSinglePrice { get; set; }

        /// <summary>
        /// 成交数量
        /// </summary>
        public double? TradeOriginalAmountV { get; set; }

        /// <summary>
        /// 有效成交数量
        /// </summary>
        public double? TradeOriginalAmount { get; set; }

        /// <summary>
        /// 成交金额
        /// </summary>
        public double? TradePrice { get; set; }

        /// <summary>
        /// 存续成本
        /// </summary>
        public double? EtcTradePrice { get; set; }

        /// <summary>
        /// 名义本金
        /// </summary>
        public double? StockEqvNotional { get; set; }

        /// <summary>
        /// 最新标的价格
        /// </summary>
        public double? UnderlyingPrice { get; set; }

        /// <summary>
        /// 无风险利率
        /// </summary>
        public double? RiskFreeRate { get; set; }

        /// <summary>
        /// 分红率
        /// </summary>
        public double? DividendRate { get; set; }

        /// <summary>
        /// 权利金(存续)
        /// </summary>
        public double? SinglePV { get; set; }

        /// <summary>
        /// 存续数量
        /// </summary>
        public double? TradeAmountV { get; set; }

        /// <summary>
        /// 有效存续数量
        /// </summary>
        public double? TradeAmount { get; set; }

        /// <summary>
        /// 存续市值
        /// </summary>
        public double? PositionPV { get; set; }

        /// <summary>
        /// 维持预付金
        /// </summary>
        public double? PositionMargin { get; set; }

        /// <summary>
        /// 信用风险敞口
        /// </summary>
        public double? CreditExposure { get; set; }

        /// <summary>
        /// 盈亏分解Delta
        /// </summary>
        public double? dPnLDelta { get; set; }

        public double? dPnLGamma { get; set; }

        public double? dPnLVega { get; set; }

        public double? dPnLTheta { get; set; }

        public double? dPnLPsi { get; set; }
    }
}