Table of Contents

Class RichRiskEvent<T>.PnLAttributed

Namespace
Virtufin.Base.Events.Risk
Assembly
Virtufin.Base.dll

P&L attributed to a specific scenario run.

public sealed record RichRiskEvent<T>.PnLAttributed : RichRiskEvent<T>, IRiskEvent<T>, IEvent<T>, IEquatable<IEvent<T>>, IEquatable<RichRiskEvent<T>>, IEquatable<RichRiskEvent<T>.PnLAttributed>
Inheritance
RichRiskEvent<T>.PnLAttributed
Implements
Inherited Members

Constructors

PnLAttributed(RiskEvent<T>, string, Guid)

Construct a PnLAttributed.

public PnLAttributed(RiskEvent<T> evt, string scenarioName, Guid runId)

Parameters

evt RiskEvent<T>
scenarioName string
runId Guid

Properties

Event

The underlying P&L update or realisation event.

public RiskEvent<T> Event { get; }

Property Value

RiskEvent<T>

RunId

Run id for the attribution.

public Guid RunId { get; }

Property Value

Guid

ScenarioName

Scenario name for the attribution.

public string ScenarioName { get; }

Property Value

string

Time

The time at which this event's fact occurred.

public override T Time { get; }

Property Value

T