629 lines
13 KiB
C#
629 lines
13 KiB
C#
using System;
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namespace ZBI.Risk.Server.Mapped
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{
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[Serializable]
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public class Historic
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{
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private DateTime tradeDate;
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private string tradeDateTxt;
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private string portfolio;
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private string subPortfolio;
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private string ticker;
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private string tickerDesc;
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private string uticker;
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private string instrument;
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private decimal contractSize;
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private string hedgeIndex;
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private string hedgeSector;
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private string area;
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private string areaSector;
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private decimal yClose;
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private decimal utickerClose;
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private decimal yUtickerClose;
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private decimal delta;
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private decimal yDelta;
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private decimal hedgeBeta;
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private decimal areaBeta;
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private decimal sectorBeta;
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private decimal groupBeta;
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private decimal qty;
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private decimal yQty;
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private decimal qtyChange;
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private decimal hedgeClose;
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private decimal hedgePerc;
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private decimal areaClose;
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private decimal areaPerc;
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private decimal sectorClose;
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private decimal sectorPerc;
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private decimal mktValue;
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private decimal yMktValue;
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private decimal exposure;
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private decimal yExposure;
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private decimal hbExposure;
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private decimal yHbExposure;
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private decimal abExposure;
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private decimal yAbExposure;
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private decimal sbExposure;
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private decimal ySbExposure;
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private decimal pnl;
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private decimal pnlPerc;
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private decimal priceChange;
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private decimal priceChangePerc;
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private decimal priceChangeAmt;
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private decimal sectorAlphaPerc;
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private decimal groupAlphaPerc;
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private decimal areaAlphaPerc;
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private decimal hedgeAlphaPerc;
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private decimal areaPnlAmt;
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private decimal sectorPnlAmt;
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private decimal sectorAlphaAmt;
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private decimal groupAlphaAmt;
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private decimal areaAlphaAmt;
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private decimal hedgeAlphaAmt;
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private decimal abReturnAmt;
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private decimal abReturnPerc;
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private decimal altIndexReturnPerc;
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private decimal altIndexReturnAmt;
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private decimal indexBetaAdjPerc;
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private decimal indexBetaAdjAmt;
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private decimal intradayPerc;
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private decimal intradayAmt;
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private decimal optionalityPerc;
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private decimal optionalityAmt;
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private string currency;
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private decimal baseClose;
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private decimal yBaseClose;
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private decimal fxPerc;
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private decimal fxAmt;
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private decimal fxRate;
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private decimal yFxRate;
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private string exposureView;
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private string marketView;
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private string callPut;
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private int daysExpire;
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private decimal strikePrice;
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private string associate;
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private bool ipo;
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private decimal ratio;
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private bool exported;
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private string source;
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private decimal vwap;
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private decimal vwapPnl;
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private decimal adh;
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private decimal aac;
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private decimal azap;
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private DateTime goAround;
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private decimal alphaGoAround;
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private decimal alphaReal;
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private decimal alphaUnreal;
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private decimal pnlReal;
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private decimal pnlUnreal;
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private decimal cashFlow;
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private decimal betaCashFlow;
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private DateTime lastTradeDate;
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private decimal lastTradeQty;
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private decimal enterpriseValue;
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private decimal mktCap;
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private decimal wgtAve;
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private decimal volume;
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private long rowID;
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public DateTime TradeDate
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{
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get{return tradeDate;}
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set{tradeDate=value;}
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}
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public string TradeDateTxt
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{
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get{return tradeDateTxt;}
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set{tradeDateTxt=value;}
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}
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public string Portfolio
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{
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get{return portfolio;}
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set{portfolio=value;}
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}
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public string SubPortfolio
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{
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get{return subPortfolio;}
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set{subPortfolio=value;}
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}
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public string Ticker
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{
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get{return ticker;}
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set{ticker=value;}
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}
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public string TickerDesc
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{
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get{return tickerDesc;}
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set{tickerDesc=value;}
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}
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public string Uticker
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{
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get{return uticker;}
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set{uticker=value;}
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}
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public string Instrument
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{
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get{return instrument;}
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set{instrument=value;}
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}
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public decimal ContractSize
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{
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get{return contractSize;}
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set{contractSize=value;}
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}
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public string HedgeIndex
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{
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get{return hedgeIndex;}
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set{hedgeIndex=value;}
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}
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public string HedgeSector
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{
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get{return hedgeSector;}
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set{hedgeSector=value;}
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}
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public string Area
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{
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get{return area;}
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set{area=value;}
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}
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public string AreaSector
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{
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get{return areaSector;}
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set{areaSector=value;}
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}
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public decimal YClose
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{
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get{return yClose;}
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set{yClose=value;}
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}
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public decimal UtickerClose
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{
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get{return utickerClose;}
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set{utickerClose=value;}
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}
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public decimal YUtickerClose
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{
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get{return yUtickerClose;}
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set{yUtickerClose=value;}
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}
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public decimal Delta
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{
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get{return delta;}
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set{delta=value;}
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}
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public decimal YDelta
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{
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get{return yDelta;}
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set{yDelta=value;}
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}
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public decimal HedgeBeta
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{
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get{return hedgeBeta;}
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set{hedgeBeta=value;}
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}
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public decimal AreaBeta
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{
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get{return areaBeta;}
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set{areaBeta=value;}
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}
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public decimal SectorBeta
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{
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get{return sectorBeta;}
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set{sectorBeta=value;}
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}
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public decimal GroupBeta
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{
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get{return groupBeta;}
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set{groupBeta=value;}
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}
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public decimal Qty
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{
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get{return qty;}
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set{qty=value;}
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}
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public decimal YQty
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{
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get{return yQty;}
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set{yQty=value;}
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}
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public decimal QtyChange
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{
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get{return qtyChange;}
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set{qtyChange=value;}
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}
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public decimal HedgeClose
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{
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get{return hedgeClose;}
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set{hedgeClose=value;}
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}
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public decimal HedgePerc
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{
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get{return hedgePerc;}
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set{hedgePerc=value;}
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}
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public decimal AreaClose
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{
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get{return areaClose;}
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set{areaClose=value;}
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}
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public decimal AreaPerc
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{
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get{return areaPerc;}
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set{areaPerc=value;}
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}
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public decimal SectorClose
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{
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get{return sectorClose;}
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set{sectorClose=value;}
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}
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public decimal SectorPerc
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{
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get{return sectorPerc;}
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set{sectorPerc=value;}
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}
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public decimal MktValue
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{
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get{return mktValue;}
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set{mktValue=value;}
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}
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public decimal YMktValue
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{
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get{return yMktValue;}
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set{yMktValue=value;}
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}
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public decimal Exposure
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{
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get{return exposure;}
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set{exposure=value;}
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}
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public decimal YExposure
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{
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get{return yExposure;}
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set{yExposure=value;}
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}
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public decimal HbExposure
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{
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get{return hbExposure;}
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set{hbExposure=value;}
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}
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public decimal YHbExposure
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{
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get{return yHbExposure;}
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set{yHbExposure=value;}
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}
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public decimal AbExposure
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{
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get{return abExposure;}
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set{abExposure=value;}
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}
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public decimal YAbExposure
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{
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get{return yAbExposure;}
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set{yAbExposure=value;}
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}
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public decimal SbExposure
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{
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get{return sbExposure;}
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set{sbExposure=value;}
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}
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public decimal YSbExposure
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{
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get{return ySbExposure;}
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set{ySbExposure=value;}
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}
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public decimal Pnl
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{
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get{return pnl;}
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set{pnl=value;}
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}
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public decimal PnlPerc
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{
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get{return pnlPerc;}
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set{pnlPerc=value;}
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}
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public decimal PriceChange
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{
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get{return priceChange;}
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set{priceChange=value;}
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}
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public decimal PriceChangePerc
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{
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get{return priceChangePerc;}
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set{priceChangePerc=value;}
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}
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public decimal PriceChangeAmt
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{
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get{return priceChangeAmt;}
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set{priceChangeAmt=value;}
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}
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public decimal SectorAlphaPerc
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{
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get{return sectorAlphaPerc;}
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set{sectorAlphaPerc=value;}
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}
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public decimal GroupAlphaPerc
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{
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get{return groupAlphaPerc;}
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set{groupAlphaPerc=value;}
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}
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public decimal AreaAlphaPerc
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{
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get{return areaAlphaPerc;}
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set{areaAlphaPerc=value;}
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}
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public decimal HedgeAlphaPerc
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{
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get{return hedgeAlphaPerc;}
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set{hedgeAlphaPerc=value;}
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}
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public decimal AreaPnlAmt
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{
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get{return areaPnlAmt;}
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set{areaPnlAmt=value;}
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}
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public decimal SectorPnlAmt
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{
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get{return sectorPnlAmt;}
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set{sectorPnlAmt=value;}
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}
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public decimal SectorAlphaAmt
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{
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get{return sectorAlphaAmt;}
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set{sectorAlphaAmt=value;}
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}
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public decimal GroupAlphaAmt
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{
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get{return groupAlphaAmt;}
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set{groupAlphaAmt=value;}
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}
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public decimal AreaAlphaAmt
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{
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get{return areaAlphaAmt;}
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set{areaAlphaAmt=value;}
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}
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public decimal HedgeAlphaAmt
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{
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get{return hedgeAlphaAmt;}
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set{hedgeAlphaAmt=value;}
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}
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public decimal AbReturnAmt
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{
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get{return abReturnAmt;}
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set{abReturnAmt=value;}
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}
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public decimal AbReturnPerc
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{
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get{return abReturnPerc;}
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set{abReturnPerc=value;}
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}
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public decimal AltIndexReturnPerc
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{
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get{return altIndexReturnPerc;}
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set{altIndexReturnPerc=value;}
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}
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public decimal AltIndexReturnAmt
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{
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get{return altIndexReturnAmt;}
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set{altIndexReturnAmt=value;}
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}
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public decimal IndexBetaAdjPerc
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{
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get{return indexBetaAdjPerc;}
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set{indexBetaAdjPerc=value;}
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}
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public decimal IndexBetaAdjAmt
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{
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get{return indexBetaAdjAmt;}
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set{indexBetaAdjAmt=value;}
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}
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public decimal IntradayPerc
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{
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get{return intradayPerc;}
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set{intradayPerc=value;}
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}
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public decimal IntradayAmt
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{
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get{return intradayAmt;}
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set{intradayAmt=value;}
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}
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public decimal OptionalityPerc
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{
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get{return optionalityPerc;}
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set{optionalityPerc=value;}
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}
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public decimal OptionalityAmt
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{
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get{return optionalityAmt;}
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set{optionalityAmt=value;}
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}
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public string Currency
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{
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get{return currency;}
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set{currency=value;}
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}
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public decimal BaseClose
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{
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get{return baseClose;}
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set{baseClose=value;}
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}
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public decimal YBaseClose
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{
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get{return yBaseClose;}
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set{yBaseClose=value;}
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}
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public decimal FxPerc
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{
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get{return fxPerc;}
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set{fxPerc=value;}
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}
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public decimal FxAmt
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{
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get{return fxAmt;}
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set{fxAmt=value;}
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}
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public decimal FxRate
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{
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get{return fxRate;}
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set{fxRate=value;}
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}
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public decimal YFxRate
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{
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get{return yFxRate;}
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set{yFxRate=value;}
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}
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public string ExposureView
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{
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get{return exposureView;}
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set{exposureView=value;}
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}
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public string MarketView
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{
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get{return marketView;}
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set{marketView=value;}
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}
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public string CallPut
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{
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get{return callPut;}
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set{callPut=value;}
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}
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public int DaysExpire
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{
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get{return daysExpire;}
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set{daysExpire=value;}
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}
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public decimal StrikePrice
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{
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get{return strikePrice;}
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set{strikePrice=value;}
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}
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public string Associate
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{
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get{return associate;}
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set{associate=value;}
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}
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public bool Ipo
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{
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get{return ipo;}
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set{ipo=value;}
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}
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public decimal Ratio
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{
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get{return ratio;}
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set{ratio=value;}
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}
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public bool Exported
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{
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get{return exported;}
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set{exported=value;}
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}
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public string Source
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{
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get{return source;}
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set{source=value;}
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}
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public decimal Vwap
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{
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get{return vwap;}
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set{vwap=value;}
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}
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public decimal VwapPnl
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{
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get{return vwapPnl;}
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set{vwapPnl=value;}
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}
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public decimal Adh
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{
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get{return adh;}
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set{adh=value;}
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}
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public decimal Aac
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{
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get{return aac;}
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set{aac=value;}
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}
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public decimal Azap
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{
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get{return azap;}
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set{azap=value;}
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}
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public DateTime GoAround
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{
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get{return goAround;}
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set{goAround=value;}
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}
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public decimal AlphaGoAround
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{
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get{return alphaGoAround;}
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set{alphaGoAround=value;}
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}
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public decimal AlphaReal
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{
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get{return alphaReal;}
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set{alphaReal=value;}
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}
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public decimal AlphaUnreal
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{
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get{return alphaUnreal;}
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set{alphaUnreal=value;}
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}
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public decimal PnlReal
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{
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get{return pnlReal;}
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set{pnlReal=value;}
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}
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public decimal PnlUnreal
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{
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get{return pnlUnreal;}
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set{pnlUnreal=value;}
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}
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public decimal CashFlow
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{
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get{return cashFlow;}
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set{cashFlow=value;}
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}
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public decimal BetaCashFlow
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{
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get{return betaCashFlow;}
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set{betaCashFlow=value;}
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}
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public DateTime LastTradeDate
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{
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get{return lastTradeDate;}
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set{lastTradeDate=value;}
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}
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public decimal LastTradeQty
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{
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get{return lastTradeQty;}
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set{lastTradeQty=value;}
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}
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public decimal EnterpriseValue
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{
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get{return enterpriseValue;}
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set{enterpriseValue=value;}
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}
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public decimal MktCap
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{
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get{return mktCap;}
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set{mktCap=value;}
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}
|
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public decimal WgtAve
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{
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get{return wgtAve;}
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set{wgtAve=value;}
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}
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public decimal Volume
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{
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get{return volume;}
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set{volume=value;}
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}
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public long RowID
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{
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get{return rowID;}
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set{rowID=value;}
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}
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}
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}
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