{
    "Instrument": "RangeAccrual",
    "Basis": {
        "ModelName": "FXBS",
        "PackageName": "RangeAccrual",
        "Pair": "EUR/USD",
        "AssetClass": "Forex",
        "Contract": null,
        "ReferenceDate": "2024-04-18",
        "Spot": 1.0672,
        "SpotDate": "2024-04-22",
        "ExpiryDate": "2027-04-20",
        "DeliveryDate": "2027-04-22",
        "BuySell": "Buy"
    },
    "Term": {
        "Dates": [],
        "Schedules": [
            {
                "Frequency": {
                    "Key": "ObservationSchedule/Frequency",
                    "Name": "ObservationSchedule/Frequency",
                    "NameCn": "周期",
                    "Editable": true,
                    "Value": "Annual"
                },
                "StartDate": {
                    "Key": "ObservationSchedule/StartDate",
                    "Name": "ObservationSchedule/StartDate",
                    "NameCn": "开始日期",
                    "Ref": "ReferenceDate",
                    "Editable": true,
                    "Value": "2024-04-18"
                },
                "EndDate": {
                    "Key": "ObservationSchedule/EndDate",
                    "Name": "ObservationSchedule/EndDate",
                    "NameCn": "结束日期",
                    "Ref": "ExpiryDate",
                    "Editable": true,
                    "Value": "2027-04-20"
                }
            }
        ],
        "Strikes": [
            {
                "Key": "Strike1",
                "Name": "Strike1",
                "NameCn": "执行价格1",
                "StrikePx": 0.0384615
            },
            {
                "Key": "Strike2",
                "Name": "Strike2",
                "NameCn": "执行价格2",
                "StrikePx": 0.04
            }
        ],
        "Arguments": [
            {
                "Key": "Rate1",
                "Name": "Rate1",
                "NameCn": "利率1",
                "Type": "利率",
                "Value": 0.050589000000000016
            },
            {
                "Key": "Rate2",
                "Name": "Rate2",
                "NameCn": "利率2",
                "Type": "利率",
                "Value": 0.05161100000000001
            },
            {
                "Key": "Notional",
                "Name": "Notional",
                "NameCn": "本金",
                "Type": "金额",
                "Value": 1000000
            }
        ]
    },
    "MarketData": {
		"VolSurface": "USDCNYVOL",
		"ATMVol": {
			"B": 0.042749999999999996,
			"A": 0.04575,
			"M": 0.04425,
			"IsMid": false
		},
		"Points": {
			"B": -608.0,
			"A": -598.0,
			"M": -603.0,
			"IsMid": false
		},
		"Forward": {
			"B": 7.0721,
			"A": 7.0734,
			"M": 7.072750000000001,
			"IsMid": false
		},
		"Volatility": {
			"B": 0.042749999999999996,
			"A": 0.04577621780266934,
			"M": 0.04426113665684576,
			"IsMid": false
		},
		
        "ModelArguments": [
            {
                "Key": "DomesticRate",
                "Name": "Domestic Rate",
                "NameCn": "Ccy2汇率%",
                "Type": "百分比(,4)",
                "Value":  {
					"B": 0.05706968812422168,
					"A": 0.057711338799767094,
					"M": 0.05739051346199439,
					"IsMid": false
				}
            },
            {
                "Key": "ForeignRate",
                "Name": "Foreign Rate",
                "NameCn": "Ccy1汇率%",
                "Type": "百分比(,4)",
                "Value":  {
					"B": 0.05706968812422168,
					"A": 0.057711338799767094,
					"M": 0.05739051346199439,
					"IsMid": false
				}
            }
        ]
    },
    "Result": {
        "VolatilityModel": "FXHeston",
        "NumSimulation": 100,
        "PremiumDate": "2024-04-22",
        "Premium": {
            "A": {
                "Ccy1": "41,476.06",
                "Ccy2": "44,263.25",
                "Pct": "4.148",
                "Pips": "442.63"
            },
            "B": {
                "Ccy1": "41,476.06",
                "Ccy2": "44,263.25",
                "Pct": "4.148",
                "Pips": "442.63"
            },
            "M": {
                "Ccy1": "41,476.06",
                "Ccy2": "44,263.25",
                "Pct": "4.148",
                "Pips": "442.63"
            }
        }
    },
    "CalculateTarget": "Premium",
    "CalculateInput": "",
    "ClientRequestId": 1713435406473,
    "Code": 0,
    "Role": "Client",
    "LogLevel": "Off",
    "HtmlFolder": null,
    "Greeks": {
        "Delta": {
            "M": {
                "Pct": "-4.148",
                "Ccy1": "41,476",
                "Ccy2": "0"
            }
        },
        "ForwardDelta": {
            "M": {
                "Pct": "-4.148",
                "Ccy1": "41,476",
                "Ccy2": "0"
            }
        },
        "Vega": {
            "M": {
                "Pct": "0.000",
                "Ccy1": "0",
                "Ccy2": "0"
            }
        },
        "Gamma": {
            "M": {
                "Pct": "0.000",
                "Ccy1": "0",
                "Ccy2": "0"
            }
        },
        "Theta": {
            "M": {
                "Pct": "0.000",
                "Ccy1": "3",
                "Ccy2": "3"
            }
        },
        "Vanna": {
            "M": {
                "Pct": "0.000",
                "Ccy1": "0",
                "Ccy2": "0"
            }
        },
        "Volga": {
            "M": {
                "Pct": "0.000",
                "Ccy1": "0",
                "Ccy2": "0"
            }
        },
        "Rho": {
            "M": {
                "Pct": "0.000",
                "Ccy1": "0",
                "Ccy2": "1,330"
            }
        }
    },
    "ErrorFields": []
}