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] |