zszq-trs/Framework/YLErp.Core/DBModels/trade_autocall.cs

using System.ComponentModel.DataAnnotations.Schema;
using YLErp.DBModels.Attributes;
using YLErp.Helpers;

namespace YLErp.DBModels
{
    [DataChange]
    [Table("trade_autocall")]
    public class trade_autocall : TradeExtendBase, IClonable<trade_autocall>, IDataTraceV2, IDataTraceV3
    {
        private string _couponDayCount;

        [DisplayName("敲入敲出状态")]
        public string KnockInOutStatus { get; set; }

        [NotMapped]
        [DisplayName("敲入敲出状态")]
        public string KnockInOutStatusCn => Helpers.TradeHelper.GetKnockInOutStatusCn(KnockInOutStatus);

        [DisplayName("敲入敲出日期")]
        public DateTime? KnockInOutDate { get; set; }

        [DisplayName("敲出价格")]
        [TradeAuditChangeMsg]
        [DataChange]
        public double KOBarrier { set; get; }

        [DisplayName("期权敲入价格")]
        [TradeAuditChangeMsg]
        [DataChange]
        public double KIBarrier { set; get; }

        [DisplayName("派息障碍价格")]
        [TradeAuditChangeMsg]
        [DataChange]
        public double CouponBarrier { get; set; }

        /// <summary>
        /// 
        /// </summary>
        [DisplayName("票息")]
        [TradeAuditChangeMsg]
        [DataChange]
        public double Coupon { get; set; }

        [DisplayName("票息是否年化")]
        [TradeAuditChangeMsg]
        [DataChange]
        public bool IsFixedCoupon { get; set; }

        [DisplayName("票息结算方式")]
        [TradeAuditChangeMsg]
        [DataChange]
        public CouponPayTypeEnum CouponPayType { get; set; }

        [DisplayName("敲入期权行权价1"), TradeAuditChangeMsg]
        [DataChange]
        public double? SpreadStrike1 { get; set; }

        /// <summary>
        /// 封顶/封底行权价
        /// </summary>
        [DisplayName("封顶/封底行权价"), TradeAuditChangeMsg]
        [DataChange]
        public double? SpreadStrike { get; set; }

        /// <summary>
        /// 票息是否期末支付
        /// </summary>
        public bool CouponPayAtMaturity => CouponPayType == CouponPayTypeEnum.AtMaturity;

        [DisplayName("敲入未敲出仍支付票息 ")]
        [TradeAuditChangeMsg]
        [DataChange]
        public bool IncludeCouponAfterKI { get; set; }

        [DisplayName("敲出观察日")]
        public string KOObservationDates { get; set; }
        /// <summary>
        /// 票息观察信息
        /// </summary>
        [NotMapped]
        public string CouponObservation { get; set;}
        /// <summary>
        /// 最近敲出观察日
        /// </summary>
        [NotMapped]
        public DateTime? LatestKOObservationDate { get; set; }

        /// <summary>
        /// 最近敲出障碍价格
        /// </summary>
        [NotMapped]
        public double? LatestKOBarrier { get; set; }

        [DisplayName("敲入观察日")]
        public string ObservationDates { get; set; }

        /// <summary>
        /// 最近敲入观察日
        /// </summary>
        [NotMapped]
        public DateTime? LatestObservationDate { get; set; }

        /// <summary>
        /// 是否为期权年化,默认false
        /// </summary>
        [DisplayName("期权年化")]
        public bool IsAnnualized2 { get; set; }

        [DisplayName("年化系数")]
        public double? AnnualizeFactor2 { get; set; }

        /// <summary>
        /// 票息日历规则
        /// Qdp.Pricing.Base.Enums.DayCount
        /// </summary>
        public string CouponDayCount
        {
            get => _couponDayCount ?? "Act365";
            set => _couponDayCount = value;
        }

        public trade_autocall Clone()
        {
            return (trade_autocall)MemberwiseClone();
        }

        [NotMapped]
        public List<autocall_observation> HappenedObservations { get; set; }

        /// <summary>
        /// 敲入到期支付类别
        /// </summary>
        [TradeAuditChangeMsg]
        [DataChange]
        public KIPayoffTypeEnum KIPayoffType { get; set; }

        /// <summary>
        /// 是否首日计息
        /// </summary>
        [TradeAuditChangeMsg]
        [DataChange]
        public bool? CouponIncludeStartDate { get; set; }

        /// <summary>
        /// 是否使用支付日期计息
        /// </summary>
        [TradeAuditChangeMsg]
        [DataChange]
        public bool? CouponUsePaymentDate { get; set; }

        /// <summary>
        /// 敲入到期支付类别中文
        /// </summary>
        public string KIPayoffTypeDesc()
        {
            return KIPayoffTypeEnumHelper.GetDesc(KIPayoffType);
        }

        /// <summary>
        /// 票息结算方式中文
        /// </summary>
        public string CouponPayTypeDesc()
        {
            return CouponPayTypeEnumHelper.GetDesc(CouponPayType);
        }

        public string GetDataTraceKeyId()
        {
            return TradeId.ToString();
        }

        public string GetDataTraceKeyInfo()
        {
            return "凤凰期权";
        }

        /// <summary>
        /// 更新敲入敲出状态时需要更新trade数据
        /// </summary>
        public string GetDataTraceTableName()
        {
            return ConsTrade.TableName;
        }
    }

    [NotMapped]
    public class trade_autocallDto : trade_autocall
    {

    }
}