345 lines
10 KiB
C#
345 lines
10 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.Model.HengTaiModel
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{
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public class SwapTradeReq
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{
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public SwapTradeReq()
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{
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TRADEINFO = new TRADEINFO();
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BASEINFO = new BASEINFO();
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ACCTSWAP = new ACCTSWAP();
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}
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/// <summary>
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///
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/// </summary>
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public ACCTSWAP ACCTSWAP { get; set; }
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/// <summary>
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///
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/// </summary>
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public BASEINFO BASEINFO { get; set; }
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/// <summary>
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///
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/// </summary>
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public TRADEINFO TRADEINFO { get; set; }
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}
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public class TRADEINFO
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{
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/// <summary>
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/// 交易市场 OTHER
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/// </summary>
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public string MARKET { get; set; } = "OTHER";
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/// <summary>
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///
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/// </summary>
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public string EXEMARKET { get; set; }
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}
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public class BASEINFO
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{
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public string EXT_NO { get; set; }
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/// <summary>
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/// 内部账户代码 不可为空
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/// </summary>
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public string SECU_INT { get; set; } = "TRS_YJC";
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/// <summary>
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/// 外部账户代码 可为空
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/// </summary>
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public string SECU_EXT { get; set; }
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/// <summary>
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/// 交易员 不可为空，XIR系统交易员
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/// </summary>
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public string TRADER_ID { get; set; } = "yinjc";
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/// <summary>
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/// 交易对手id
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/// </summary>
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public string PARTY_ID { get; set; }
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/// <summary>
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/// 交易对手名称,与PARTY_ID选填一个
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/// </summary>
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public string PARTY_NAME { get; set; }
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/// <summary>
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/// 协议类型
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/// </summary>
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public string AGREEMENTTYPE { get; set; }
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/// <summary>
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/// 交易方向 收益互换(151收取固定,152支付固定) 资产(10多头，20空头)，预付金(128划入，127划出)
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/// </summary>
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public string TRDTYPE { get; set; }
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/// <summary>
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/// 交易日期
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/// </summary>
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public string ORDDATE { get; set; }
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/// <summary>
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/// 结算日期：在交易达成日的基础上，若结算规则为T+0，或者T+1，相应增加交易日
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/// </summary>
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public string SETDATE { get; set; }
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/// <summary>
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/// 交易状态 0需要手动审批，1自动审批
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/// </summary>
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public string ORDSTATUS { get; set; }
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/// <summary>
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/// 交易关联号
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/// </summary>
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public string TRD_RELATED_NO { get; set; }
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/// <summary>
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/// 组合标识:0非组合,1组合
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/// </summary>
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public int GROUP_INFO { get; set; } = 1;
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/// <summary>
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/// 组合名称
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/// </summary>
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public string GROUP_NAME { get; set; }
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/// <summary>
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/// 组合号
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/// </summary>
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public string GRPID { get; set; }
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}
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public class ACCTSWAP
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{
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public ACCTSWAP()
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{
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REGULAR_INFO=new REGULAR_INFO();
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IRREGULAR_INFO_LIST = new List<IRREGULAR_INFO_LIST>();
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}
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/// <summary>
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/// 名义本金
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/// </summary>
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public string PRINCIPAL { get; set; }
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/// <summary>
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/// 人民币本金/结算本金
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/// </summary>
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public string PRINCIPAL_CNY { get; set; }
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/// <summary>
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/// 计息比例
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/// </summary>
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public string COUPON_RATE { get; set; }
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/// <summary>
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/// 名义币种
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/// </summary>
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public string CURRENCY { get; set; }
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/// <summary>
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/// 结算币种
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/// </summary>
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public string DILIVERY_CURRENCY { get; set; }
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/// <summary>
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/// 合约终止日
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/// </summary>
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public string END_DAY { get; set; }
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/// <summary>
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/// 到期结算日
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/// </summary>
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public string END_SETTLE_DATE { get; set; }
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/// <summary>
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/// 互换类型 普通互换
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/// </summary>
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public string CONTRACT_TYPE { get; set; } = "3";
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/// <summary>
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/// 计息类型 1 不规则 2 规则
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/// </summary>
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public string REGULAR_TYPE { get; set; }
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/// <summary>
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/// 结算方式
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/// </summary>
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public string SETTLE_TYPE { get; set; }
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/// <summary>
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/// 息票类型 成本与市值分别计息时默认1填写无效， 1 固定利率 2 浮动利率
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/// </summary>
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public string COUPON_TYPE { get; set; }
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/// <summary>
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/// 计息基数 0 融资金额 1 成本与市值分别计息
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/// </summary>
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public string INTEREST_BASE { get; set; }
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/// <summary>
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/// 计息日历
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/// </summary>
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public List<string> PAYMENT_CALENDAR { get; set; }
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/// <summary>
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/// 计息基准
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/// </summary>
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public string DAY_COUNTER { get; set; }
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/// <summary>
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/// 期初汇率
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/// </summary>
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public string BEGIN_RATE { get; set; }
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/// <summary>
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/// 套保汇率
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/// </summary>
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public string HEDG_RATE { get; set; }
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/// <summary>
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/// 汇率追保线
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/// </summary>
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public string RATE_CHASE_LINE { get; set; }
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/// <summary>
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/// 价格追保线
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/// </summary>
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public string PRICE_CHASE_LINE { get; set; }
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/// <summary>
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/// 利率基准
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/// </summary>
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public string IR_I_CODE { get; set; }
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/// <summary>
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/// 结算利息计算方式 不可为空，0 算头不算尾 1 算尾不算头 2 算头且算尾
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/// </summary>
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public string FIXED_INTEREST_RULE { get; set; }
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/// <summary>
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/// 浮动利率时必填 0 单利 1 复利(不含利差) 2 复利(含利差)
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/// </summary>
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public string FLOAT_METHOD { get; set; }
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/// <summary>
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/// 可为空，不规则浮动利率时填写有效
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/// </summary>
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public string FIXING_PRECISION { get; set; }
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/// <summary>
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/// 贴现曲线
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/// </summary>
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public string DISCOUNT_IRC_CODE { get; set; }
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/// <summary>
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/// 贴现利差
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/// </summary>
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public string DISCOUNT_SPREAD { get; set; }
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/// <summary>
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/// 计息日调整
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/// </summary>
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public string INTEREST_CALC_ADJUST { get; set; }
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/// <summary>
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/// 初始预付金比例
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/// </summary>
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public string MARGIN_BEGIN_RATE { get; set; }
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/// <summary>
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/// 规则付息信息
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/// </summary>
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public REGULAR_INFO REGULAR_INFO { get; set; }
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/// <summary>
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/// 不规则付息列表
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/// </summary>
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public List<IRREGULAR_INFO_LIST> IRREGULAR_INFO_LIST { get; set; }
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}
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public class RATE_SEQUENCE_LIST
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{
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/// <summary>
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/// 开始日期
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/// </summary>
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public string BEGINDATE { get; set; }
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/// <summary>
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/// 结束日期
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/// </summary>
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public string ENDDATE { get; set; }
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/// <summary>
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/// 利率
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/// </summary>
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public string RATE { get; set; }
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/// <summary>
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/// 浮动利率信息,浮动利率时必填
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/// </summary>
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public FLOAT_RATE_ITEM FLOAT_RATE_ITEM { get; set; }
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}
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public class IRREGULAR_INFO_LIST
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{
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/// <summary>
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/// 理论支付日
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/// </summary>
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public string PAYMENT_DATE { get; set; }
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/// <summary>
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/// 支付日调整
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/// </summary>
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public string PAYMENT_ADJUST { get; set; }
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/// <summary>
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/// 对应计息序列数组
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/// </summary>
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public List<RATE_SEQUENCE_LIST> RATE_SEQUENCE_LIST { get; set; }
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}
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public class REGULAR_INFO
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{
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/// <summary>
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/// 计息开始日
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/// </summary>
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public string INTEREST_START_DAY { get; set; }
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/// <summary>
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/// 计息结束日
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/// </summary>
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public string INTEREST_END_DAY { get; set; }
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/// <summary>
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/// 利率
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/// </summary>
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public string RATE { get; set; }
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/// <summary>
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/// 利差
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/// </summary>
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public string SPREAD { get; set; }
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/// <summary>
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/// 长短尾
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/// </summary>
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public string FINAL_STUP_TYPE { get; set; }
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/// <summary>
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/// 支付频率
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/// </summary>
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public string PAY_FREQ { get; set; }
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/// <summary>
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/// 支付调整
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/// </summary>
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public string PAY_ADJUST { get; set; }
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/// <summary>
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/// 支付偏移
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/// </summary>
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public string PAY_OFFSET { get; set; }
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/// <summary>
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/// 重置频率
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/// </summary>
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public string RESET_FREQ { get; set; }
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/// <summary>
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/// 重置调整
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/// </summary>
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public string RESET_ADJUST { get; set; }
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/// <summary>
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/// 定息偏移
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/// </summary>
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public string INTEREST_OFFSET { get; set; }
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/// <summary>
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/// 定息调整
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/// </summary>
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public string INTEREST_ADJUST { get; set; }
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/// <summary>
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/// 首个付息日
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/// </summary>
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public string FIRST_PAY_DATE { get; set; }
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/// <summary>
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/// 首规则开始日
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/// </summary>
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public string FIRST_REGULAR_DATE { get; set; }
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}
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public class FLOAT_RATE_ITEM
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{
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/// <summary>
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/// 定息日
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/// </summary>
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public string FIXED_INTEREST_FREQ { get; set; }
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/// <summary>
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/// 偏移类型 必填，0 工作日 1 自然日
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/// </summary>
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public string OFFSET_TYPE { get; set; } = "1";
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/// <summary>
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/// 利差
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/// </summary>
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public string SPREAD { get; set; }
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/// <summary>
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/// 利率上限
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/// </summary>
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public string CAP_RATE { get; set; }
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/// <summary>
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/// 利率下限
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/// </summary>
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public string FLOOR_RATE { get; set; }
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/// <summary>
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/// 重置日期
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/// </summary>
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public string RESETDATE { get; set; }
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}
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}
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