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MockMarginResult.md

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MockMarginResult

Properties

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] [default to undefined]
profitLossRanges Array<ProfitLossRange> The results of 33 pressure scenarios for MR1 [optional] [default to undefined]
maxLoss ProfitLossRange 最大损失 [optional] [default to undefined]
mr1 string Stress testing [optional] [default to undefined]
mr2 string Basis spread risk [optional] [default to undefined]
mr3 string Volatility spread risk [optional] [default to undefined]
mr4 string Option short risk [optional] [default to undefined]