50 lines
1.4 KiB
C#
50 lines
1.4 KiB
C#
using YLErp.Modules.CalculationModule;
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namespace YLErp.Modules.PricingModule
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{
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/// <summary>
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/// 期权权利金计算结果(属性保持大小写用于json序列化)
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/// </summary>
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public class CalcOptionPriceResult
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{
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public string CalcId { get; set; }
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/// <summary>
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/// PV计算结果
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/// </summary>
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public TradeValueResult calcResult { get; set; }
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/// <summary>
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/// 初始预付金
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/// </summary>
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public double initialMargin { get; set; }
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/// <summary>
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/// 标的合约乘数
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/// </summary>
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public double contractSize { get; set; }
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/// <summary>
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/// 份额数量乘积因子
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/// </summary>
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public double countRatio { get; set; }
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/// <summary>
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/// 东证专用
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/// </summary>
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public double Day1Pnl { get; set; }
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/// <summary>
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/// 东证需要计算出实时的TTMDays更新页面
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/// </summary>
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public double TTMDays { get; set; }
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/// <summary>
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/// 组合交易是否需要轧差
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/// </summary>
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public bool hasInitialMargin { get; set; }
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public double? TradePrice { get; internal set; }
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public double? AccurateTradePrice { get; internal set; }
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public string BuySell { get; internal set; }
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}
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}
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