193 lines
4.6 KiB
C#
193 lines
4.6 KiB
C#
using YLErp.Commons;
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namespace YLErp.Modules.SuperviseReportModule.CFMMC2022.Model
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{
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public class NewSuperviseReportPositionModel : SuperviseReportBaseModel
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{
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/// <summary>
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/// 是否已敲入
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/// </summary>
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public string KnockIn { get; set; }
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public double? _observeAverage { get; set; }
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/// <summary>
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/// 估值时已观察均价
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/// </summary>
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public double? ObserveAverage
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{
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get
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{
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return _observeAverage;
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}
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set
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{
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_observeAverage = value != null ? Math.Abs(OtcFormatHelper.FormatValue(value.Value, 6)) : default(Nullable<double>);
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}
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}
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/// <summary>
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/// 估值时已观察均价
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/// </summary>
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public string ObserveAverageString
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{
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get
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{
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return ObserveAverage == null ? "" : ObserveAverage.Value.ToString("0.######");
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}
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}
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/// <summary>
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/// 已平仓总名义金额
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/// </summary>
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public string TotalClosedPositionsAmount{get; set;}
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/// <summary>
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/// 已平仓总名义数量
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/// </summary>
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public string TotalClosedPositionsNumber { get; set; }
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/// <summary>
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/// 合约估值时标的价格
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/// </summary>
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public string ContractValuationPrice { get; set; }
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public double? _contractPrice { get; set; }
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/// <summary>
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/// 合约价值
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/// </summary>
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public double? ContractPrice
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{
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get
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{
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return _contractPrice;
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}
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set
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{
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_contractPrice = value != null ? OtcFormatHelper.FormatValue(value.Value, 4) : default(Nullable<double>);
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}
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}
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/// <summary>
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/// 合约价值
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/// </summary>
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public string ContractPriceString
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{
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get
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{
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return ContractPrice == null ? "" : ContractPrice.Value.ToString("0.####");
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}
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}
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/// <summary>
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/// 估值方法
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/// </summary>
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public string ValuationMethod { get; set; }
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/// <summary>
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/// 估值波动率
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/// </summary>
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public string ValuationVolatility { get; set; }
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/// <summary>
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/// 一年有效天数
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/// </summary>
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public int? ValidDays { get; set; }
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/// <summary>
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/// Delta
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/// </summary>
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public string Delta { get; set; }
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/// <summary>
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/// Gamma
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/// </summary>
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public string Gamma { get; set; }
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/// <summary>
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/// Vega
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/// </summary>
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public string Vega { get; set; }
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/// <summary>
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/// Theta
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/// </summary>
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public string Theta { get; set; }
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/// <summary>
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/// Rho
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/// </summary>
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public string Rho { get; set; }
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/// <summary>
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/// Gamma cash
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/// </summary>
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public string GammaCash { get; set; }
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/// <summary>
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/// 无风险利率
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/// </summary>
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public double? _riskFreeRate { get; set; }
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/// <summary>
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/// 无风险利率
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/// </summary>
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public double? RiskFreeRate
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{
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get
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{
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return _riskFreeRate;
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}
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set
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{
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_riskFreeRate = value != null ? Math.Abs(OtcFormatHelper.FormatValue(value.Value, 6)) : default(Nullable<double>);
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}
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}
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/// <summary>
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/// 无风险利率
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/// </summary>
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public string RiskFreeRateString
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{
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get
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{
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return RiskFreeRate == null ? "" : RiskFreeRate.Value.ToString("0.######");
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}
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}
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/// <summary>
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/// 股息
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/// </summary>
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public double? _dividend { get; set; }
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/// <summary>
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/// 股息
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/// </summary>
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public double? Dividend
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{
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get
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{
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return _dividend;
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}
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set
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{
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_dividend = value != null ? Math.Abs(OtcFormatHelper.FormatValue(value.Value, 6)) : default(Nullable<double>);
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}
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}
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/// <summary>
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/// 股息
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/// </summary>
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public string DividendString
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{
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get
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{
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return Dividend == null ? "" : Dividend.Value.ToString("0.######");
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}
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}
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}
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}
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