zszq-trs/YLErpDAL/Modules/ManagerAPI/EodModule/EodSwapPositionRiskItem.cs

namespace YLErp.Modules.ManagerAPI.EodModule
{
    /// <summary>
    /// 日终持仓风险查询_互换
    /// </summary>
    public class EodSwapPositionRiskItem
    {
        /// <summary>
        /// 交易编号
        /// </summary>
        public string TradeNumber { get; set; }

        /// <summary>
        /// 确认书编号
        /// </summary>
        public string ContractCode { get; set; }

        /// <summary>
        /// 交易对手方
        /// </summary>
        public string ClientName { get; set; }

        /// <summary>
        /// 交易对手编号
        /// </summary>
        public string ClientNumber { get; set; }

        /// <summary>
        /// 簿记账户
        /// </summary>
        public string AssetBookName { get; set; }

        /// <summary>
        /// 成交日期
        /// </summary>
        public string TradeDate { get; set; }

        /// <summary>
        /// 到期日期
        /// </summary>
        public string ExerciseDate { get; set; }

        /// <summary>
        /// 结构类型
        /// </summary>
        public string TradeType { get; set; }

        /// <summary>
        /// 名义本金
        /// </summary>
        public double? StockEqvNotional { get; set; }

        /// <summary>
        /// 存续市值
        /// </summary>
        public double? PositionPV { get; set; }

        /// <summary>
        /// 浮动盈亏
        /// </summary>
        public double? PositionPnl { get; set; }

        /// <summary>
        /// 实现盈亏
        /// </summary>
        public double? RealizedPnl { get; set; }

        /// <summary>
        /// Delta
        /// </summary>
        public double? Delta { get; set; }

        /// <summary>
        /// Delta手数
        /// </summary>
        public double? DeltaLots { get; set; }

        /// <summary>
        /// [收取] 浮动收益
        /// </summary>
        public bool IsGetFloatingProfit { get; set; }
        /// <summary>
        /// [收取] 标的代码
        /// </summary>
        public string GetUnderlyingCode { get; set; }

        /// <summary>
        /// [收取] 标的名称
        /// </summary>
        public string GetUnderlyingName { get; set; }

        /// <summary>
        /// [收取] 多头空头
        /// </summary>
        public string GetLongShort { get; set; }

        /// <summary>
        /// [收取] 标的期初价格
        /// </summary>
        public double? GetSpotPrice { get; set; }

        /// <summary>
        /// [收取] 交易数量
        /// </summary>
        public double? GetTradeAmount { get; set; }

        /// <summary>
        /// [收取] 交易费用
        /// </summary>
        public double? GetTradePrice { get; set; }

        /// <summary>
        /// [收取] 初始预付金率
        /// </summary>
        public double? GetMarginRate { get; set; }

        /// <summary>
        /// [收取] 互换利率(年化)
        /// </summary>
        public string GetSwapTimeAndRate { get; set; }

        /// <summary>
        /// [支付] 浮动收益
        /// </summary>
        public bool IsPayFloatingProfit { get; set; }

        /// <summary>
        /// [支付] 标的代码
        /// </summary>
        public string PayUnderlyingCode { get; set; }

        /// <summary>
        /// [支付] 标的名称
        /// </summary>
        public string PayUnderlyingName { get; set; }

        /// <summary>
        /// [支付] 多头空头
        /// </summary>
        public string PayLongShort { get; set; }

        /// <summary>
        /// [支付] 标的期初价格
        /// </summary>
        public double? PaySpotPrice { get; set; }

        /// <summary>
        /// [支付] 交易数量
        /// </summary>
        public double? PayTradeAmount { get; set; }

        /// <summary>
        /// [支付] 交易费用
        /// </summary>
        public double? PayTradePrice { get; set; }

        /// <summary>
        /// [支付] 互换利率(年化)
        /// </summary>
        public string PaySwapTimeAndRate { get; set; }

        /// <summary>
        /// [支付] 初始预付金率
        /// </summary>
        public double? PayMarginRate { get; set; }
    }
}