Margin result
Name | Type | Description | Notes |
---|---|---|---|
type | str | Position combination type `original_position` - Original position `long_delta_original_position` - Positive delta + Original position `short_delta_original_position` - Negative delta + Original position | [optional] |
profit_loss_ranges | list[ProfitLossRange] | The results of 33 pressure scenarios for MR1 | [optional] |
max_loss | ProfitLossRange | 最大损失 | [optional] |
mr1 | str | Stress testing | [optional] |
mr2 | str | Basis spread risk | [optional] |
mr3 | str | Volatility spread risk | [optional] |
mr4 | str | Option short risk | [optional] |