PlazaOptionSeriesParamsColumns
StockSharp.Plaza.Metadata
Stream FORTS_INFO_REPL-背景信息. 表option_series_params-选项序列参数信息.
继承自: PlazaColumns
字段
BachE
public readonly PlazaColumn BachEvalue = plazaOptionSeriesParamsColumns.BachE参数e被建模在 Baselier上.
BlackA
public readonly PlazaColumn BlackAvalue = plazaOptionSeriesParamsColumns.BlackA参数a为黑-肖勒斯模型.
BlackS
public readonly PlazaColumn BlackSvalue = plazaOptionSeriesParamsColumns.BlackS参数s基于"黑-肖"模型.
EnforceHalfNetting
public readonly PlazaColumn EnforceHalfNettingvalue = plazaOptionSeriesParamsColumns.EnforceHalfNetting强制包含半网通规则的迹象,当跨边框选项系列与相辅器相通时,该选项有标志spread_aspect=2.
ExerciseStyle
public readonly PlazaColumn ExerciseStylevalue = plazaOptionSeriesParamsColumns.ExerciseStyle选择的行使方法. 0 - 美国人; 1 - 欧洲人.
ExpClearingsBf
public readonly PlazaColumn ExpClearingsBfvalue = plazaOptionSeriesParamsColumns.ExpClearingsBf确定BC将开始屏蔽多少个清除会话,按照过期模式为整个BC计算。
ExpClearingsCc
public readonly PlazaColumn ExpClearingsCcvalue = plazaOptionSeriesParamsColumns.ExpClearingsCcОпределяет, за сколько клиринговых сессий начнется применение веса ExpWeight для клиентов БФ. Устанавливается НКЦ.
ExpClearingsSa
public readonly PlazaColumn ExpClearingsSavalue = plazaOptionSeriesParamsColumns.ExpClearingsSa确定根据过期模式计算整个哈萨克斯坦共和国有多少次清除会议将被封锁。
ExpirationDate
public readonly PlazaColumn ExpirationDatevalue = plazaOptionSeriesParamsColumns.ExpirationDate执行期结束日期。
FixedSpotDiscount
public readonly PlazaColumn FixedSpotDiscountvalue = plazaOptionSeriesParamsColumns.FixedSpotDiscount申报现金流量折现值之和.
InterestRate2RiskDown
public readonly PlazaColumn InterestRate2RiskDownvalue = plazaOptionSeriesParamsColumns.InterestRate2RiskDownR2利率下调情景中利率风险不匹配率.
InterestRate2RiskUp
public readonly PlazaColumn InterestRate2RiskUpvalue = plazaOptionSeriesParamsColumns.InterestRate2RiskUp利率升入率下假设中利率风险不匹配率.
InterestRateRiskDown
public readonly PlazaColumn InterestRateRiskDownvalue = plazaOptionSeriesParamsColumns.InterestRateRiskDown利率下行情景中利率风险不匹配率.
InterestRateRiskUp
public readonly PlazaColumn InterestRateRiskUpvalue = plazaOptionSeriesParamsColumns.InterestRateRiskUp利率上升情景中利率风险不匹配率.
IsinBase
public readonly PlazaColumn IsinBasevalue = plazaOptionSeriesParamsColumns.IsinBase真实未来代码.
LotCoefficient
public readonly PlazaColumn LotCoefficientvalue = plazaOptionSeriesParamsColumns.LotCoefficient说明合同中基本资产数额的系数引出选择系列并终止选择。
LotVolume
public readonly PlazaColumn LotVolumevalue = plazaOptionSeriesParamsColumns.LotVolume工具中基础资产的单位数。
MarginStyle
public readonly PlazaColumn MarginStylevalue = plazaOptionSeriesParamsColumns.MarginStyle保值选择方法。 0 - 有保值; 1 - 保值。
MinStep
public readonly PlazaColumn MinStepvalue = plazaOptionSeriesParamsColumns.MinStep价格变动的最小步骤。
OptionSeriesId
public readonly PlazaColumn OptionSeriesIdvalue = plazaOptionSeriesParamsColumns.OptionSeriesId选项序列标识符。
ProjectedSpotDiscount
public readonly PlazaColumn ProjectedSpotDiscountvalue = plazaOptionSeriesParamsColumns.ProjectedSpotDiscount预测现金流量折现值之和。
R2
public readonly PlazaColumn R2value = plazaOptionSeriesParamsColumns.R2FX2/FX1货币对价的无风险FX2利率(用于溢价货币选项);红利收益率q(用于溢价指数选项)。
SettlementType
public readonly PlazaColumn SettlementTypevalue = plazaOptionSeriesParamsColumns.SettlementType选项类型:0 - 结算;1 - 交付.
SmallName
public readonly PlazaColumn SmallNamevalue = plazaOptionSeriesParamsColumns.SmallName符号码.
SpreadAspect
public readonly PlazaColumn SpreadAspectvalue = plazaOptionSeriesParamsColumns.SpreadAspect所出出行的选项系列的入行标志:0-所出行入行,2-所出行入行入行.
StepPrice
public readonly PlazaColumn StepPricevalue = plazaOptionSeriesParamsColumns.StepPrice价格阶梯的成本.
StrikeStep
public readonly PlazaColumn StrikeStepvalue = plazaOptionSeriesParamsColumns.StrikeStep脚下
SubRisk
public readonly PlazaColumn SubRiskvalue = plazaOptionSeriesParamsColumns.SubRisk以收缩法进行风险核算的迹象: 1-风险流入的风险核算模式被打开,0-关闭.
TimeToExpiration
public readonly PlazaColumn TimeToExpirationvalue = plazaOptionSeriesParamsColumns.TimeToExpiration分出年中,该仪器到期时间.
UnderlyingId
public readonly PlazaColumn UnderlyingIdvalue = plazaOptionSeriesParamsColumns.UnderlyingId未来身份证明.
UseNullVolat
public readonly PlazaColumn UseNullVolatvalue = plazaOptionSeriesParamsColumns.UseNullVolat包含零起伏计算模式.
VolatilityMismatchRisk
public readonly PlazaColumn VolatilityMismatchRiskvalue = plazaOptionSeriesParamsColumns.VolatilityMismatchRisk不同术语选项之间波动风险的不匹配率.
VolatilityRisk
public readonly PlazaColumn VolatilityRiskvalue = plazaOptionSeriesParamsColumns.VolatilityRisk波动风险范围的比率。