Margin result
Name | Type | Description | Notes |
---|---|---|---|
Type | string | Position combination type `original_position` - Original position `long_delta_original_position` - Positive delta + Original position `short_delta_original_position` - Negative delta + Original position | [optional] |
ProfitLossRanges | List<ProfitLossRange> | The results of 33 pressure scenarios for MR1 | [optional] |
MaxLoss | ProfitLossRange | 最大损失 | [optional] |
Mr1 | string | Stress testing | [optional] |
Mr2 | string | Basis spread risk | [optional] |
Mr3 | string | Volatility spread risk | [optional] |
Mr4 | string | Option short risk | [optional] |