zszq-trs/YLErpDAL/Modules/SuperviseReportModule/CFMMC/Model/SuperviseReportPositionModel.cs

using Qdp.Pricing.Base.Utilities;
using YLErp.BLL;
using YLErp.Commons;

namespace YLErp.Modules.SuperviseReportModule.CFMMC.Model
{
    public class SuperviseReportPositionModel : SuperviseReportBaseModel
    {
        /// <summary>
        /// 持仓日期
        /// </summary>
        public DateTime? PositionDate { get; set; }

        /// <summary>
        /// 持仓日期
        /// </summary>
        public string PositionDateString
        {
            get
            {
                return PositionDate == null ? "" : PositionDate.Value.ToString("yyyy-MM-dd");
            }
        }

        private double _vol;
        /// <summary>
        /// 估值波动率
        /// </summary>
        public double Vol
        {
            get { return _vol; }
            set { _vol = OtcFormatHelper.FormatValue(value, 4); }
        }

        /// <summary>
        /// 合约估值时标的价格
        /// </summary>
        public string InitialSpotPrice { get; set; }

        private int _annualDays;
        /// <summary>
        /// 一年有效天数
        /// </summary>
        public int AnnualDays
        {
            get
            {
                if (_annualDays == 0)
                {
                    var dayCount = valuedateBLL.TradeDayCount.ToDayCountImpl();
                    var today = this.trade?.TradeDate ?? throw new Exception("交易日期不应为空");
                    var oneYear = today.AddYears(1);
                    _annualDays = (int)dayCount.DaysInPeriod(new Qdp.Foundation.Implementations.Date(today), new Qdp.Foundation.Implementations.Date(oneYear));
                }
                return _annualDays;
            }
            set { _annualDays = value; }
        }

        public string Delta { get; set; }

        internal double? InnerGamma { get; set; }

        internal string CrossGamma { get; set; }

        public string Gamma => CrossGamma.TrimToNull() ?? InnerGamma.OtcFormat(OtcFormatFlag.greek);

        private double? _vega;
        public double? Vega
        {
            get { return _vega; }
            set { _vega = value.OtcFormatValue(OtcFormatFlag.greek); }
        }

        private double? _theta;
        public double? Theta
        {
            get { return _theta; }
            set { _theta = value.OtcFormatValue(OtcFormatFlag.greek); }
        }

        private double? _rho;
        public double? Rho
        {
            get { return _rho; }
            set { _rho = value.OtcFormatValue(OtcFormatFlag.greek); }
        }

        private double _noRiskRate;
        /// <summary>
        /// 无风险利率
        /// </summary>
        public double NoRiskRate
        {
            get { return _noRiskRate; }
            set { _noRiskRate = OtcFormatHelper.FormatValue(value, 6); }
        }

        private double _discountRage;
        /// <summary>
        /// 贴现率
        /// </summary>
        public double DiscountRate
        {
            get { return _discountRage; }
            set { _discountRage = OtcFormatHelper.FormatValue(value, 6); }
        }

        private double _gammaCash;
        /// <summary>
        /// GammaCash
        /// </summary>
        public double GammaCash
        {
            get => _gammaCash;
            set => _gammaCash = value.OtcFormatValue(OtcFormatFlag.greek);
        }

        #region 雪球期权信息

        private string _snowType;
        /// <summary>
        /// 雪球分类
        /// </summary>
        public string SnowType
        {
            get => _snowType;
            set => _snowType = value;
        }

        private string _snowStatus;
        /// <summary>
        /// 雪球期权状态
        /// </summary>
        public string SnowStatus
        {
            get => _snowStatus;
            set => _snowStatus = value;
        }

        private string _snowStructureInfo;
        /// <summary>
        /// 雪球结构要素
        /// </summary>
        public string SnowStructureInfo
        {
            get => _snowStructureInfo;
            set => _snowStructureInfo = value;
        }

        private string _clientType;
        /// <summary>
        /// 交易对手类型
        /// </summary>
        public string ClientType
        {
            get => _clientType;
            set => _clientType = value;
        }

        private string _koObservationDates;
        /// <summary>
        /// 敲出观察日期
        /// </summary>
        public string KOObservationDates
        {
            get => _koObservationDates;
            set => _koObservationDates = value;
        }

        private string _koBarrier;
        //敲出观察价格
        public string KOBarrier
        {
            get => _koBarrier;
            set => _koBarrier = value;
        }

        private string _kiObservationDates;
        /// <summary>
        /// 敲入观察日期
        /// </summary>
        public string KIObservationDates
        {
            get => _kiObservationDates;
            set => _kiObservationDates = value;
        }

        private double? _kiBarrier;
        //敲入观察价格
        public double? KIBarrier
        {
            get => _kiBarrier;
            set
            {
                if (PS.Config.Company == Configuration.CompanyEnum.国投)
                {
                    _kiBarrier = OtcFormatHelper.FormatValue(value ?? 0, 2);
                }
                else
                {
                    _kiBarrier = OtcFormatHelper.FormatValue(value ?? 0, 6);
                }
            }
        }

        /// <summary>
        /// 期初价格
        /// </summary>
        private double? _spotPrice;
        public double? SpotPrice
        {
            get
            {
                return _spotPrice;
            }
            set
            {
                if (PS.Config.Company== Configuration.CompanyEnum.国投)
                {
                    _spotPrice = OtcFormatHelper.FormatValue(value ?? 0, 2);
                }
                else
                {
                    _spotPrice = OtcFormatHelper.FormatValue(value ?? 0, 6);
                }
            }
        }

        private string _premiumRate;
        /// <summary>
        /// 期权费率
        /// </summary>
        public string PremiumRate
        {
            get => _premiumRate;
            set => _premiumRate = value;
        }

        private string _principalRate;
        /// <summary>
        /// 保底比例
        /// </summary>
        public string PrincipalRate
        {
            get => _principalRate;
            set => _principalRate = value;
        }

        private double? _initialMargin;
        /// <summary>
        /// 期初预付金
        /// </summary>
        public double? InitialMargin
        {
            get => _initialMargin;
            set => _initialMargin = OtcFormatHelper.FormatValue(value ?? 0, 6);
        }

        private double? _positionMargin;
        /// <summary>
        /// 持仓预付金
        /// </summary>
        public double? PositionMargin
        {
            get => _positionMargin;
            set => _positionMargin = OtcFormatHelper.FormatValue(value ?? 0, 6);
        }

        private string _riskYield;
        /// <summary>
        /// 风险中性收益率
        /// </summary>
        public string RiskYield
        {
            get => _riskYield;
            set => _riskYield = value;
        }

        private double? _coupon;
        /// <summary>
        /// 红利票息率
        /// </summary>
        public double? Coupon
        {
            get => _coupon;
            set => _coupon = OtcFormatHelper.FormatValue(value ?? 0, 6);
        }

        private double? _koCoupon;
        /// <summary>
        /// 敲出票息率
        /// </summary>
        public double? KOCoupon
        {
            get => _koCoupon;
            set => _koCoupon = OtcFormatHelper.FormatValue(value ?? 0, 6);
        }

        private string _kiPayoffType;
        /// <summary>
        /// 敲入期权类型
        /// </summary>
        public string KIPayoffType
        {
            get => _kiPayoffType;
            set => _kiPayoffType = value;
        }

        private string _remark;
        /// <summary>
        /// 备注
        /// </summary>
        public string Remark
        {
            get => _remark;
            set => _remark = value;
        }

        #endregion
    }
}