Class RichRiskEvent<T>.DrawdownWithMetadata

Namespace

Virtufin.Base.Events.Risk

Assembly

Virtufin.Base.dll

Drawdown with peak/trough/recovery timestamps.

public sealed record RichRiskEvent<T>.DrawdownWithMetadata : RichRiskEvent<T>, IRiskEvent<T>, IEvent<T>, IEquatable<IEvent<T>>, IEquatable<RichRiskEvent<T>>, IEquatable<RichRiskEvent<T>.DrawdownWithMetadata>

Inheritance

object

RichRiskEvent<T>

RichRiskEvent<T>.DrawdownWithMetadata

Implements

IRiskEvent<T>

IEvent<T>

IEquatable<IEvent<T>>

IEquatable<RichRiskEvent<T>>

IEquatable<RichRiskEvent<T>.DrawdownWithMetadata>

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.ReferenceEquals(object, object)

object.ToString()

Constructors

DrawdownWithMetadata(DrawdownUpdated, T?)

Construct a DrawdownWithMetadata.

public DrawdownWithMetadata(RiskEvent<T>.DrawdownUpdated evt, T? recoveryTime)

Parameters

evt RiskEvent<T>.DrawdownUpdated

recoveryTime T?

Properties

Event

The underlying drawdown update event.

public RiskEvent<T>.DrawdownUpdated Event { get; }

Property Value

RiskEvent<T>.DrawdownUpdated

RecoveryTime

Time the drawdown recovered to zero (null if still in drawdown).

public T? RecoveryTime { get; }

Property Value

T?

Time

The time at which this event's fact occurred.

public override T Time { get; }

Property Value

T