37 lines
966 B
C#
37 lines
966 B
C#
namespace YLWebAPI.ApiModule.Models
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{
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public class QueryTradeRiskReq
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{
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/// <summary>
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/// 交易编号
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/// </summary>
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public string[] TradeNumbers { get; set; }
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/// <summary>
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/// 估值日期
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/// </summary>
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public DateTime ValueDate { get; set; }
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/// <summary>
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/// 数据类型
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/// </summary>
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public int DataType { get; set; }
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}
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public class QueryTradeRisk
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{
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/// <summary>
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/// 交易编号
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/// </summary>
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public string TradeNumber { get; set; }
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/// <summary>
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/// 估值日期
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/// </summary>
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public string ValueDate { get; set; }
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public double Pv { get; set; }
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public double Delta { get; set; }
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public double Gamma { get; set; }
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public double Vega { get; set; }
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public double Theta { get; set; }
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public double Rho { get; set; }
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}
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}
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