Class RiskEvent<T>.DrawdownUpdated

Namespace

Virtufin.Base.Events.Risk

Assembly

Virtufin.Base.dll

Peak-to-trough drawdown recalculated.

public sealed record RiskEvent<T>.DrawdownUpdated : RiskEvent<T>, IRiskEvent<T>, IEvent<T>, IEquatable<IEvent<T>>, IEquatable<RiskEvent<T>>, IEquatable<RiskEvent<T>.DrawdownUpdated>

Inheritance

object

RiskEvent<T>

RiskEvent<T>.DrawdownUpdated

Implements

IRiskEvent<T>

IEvent<T>

IEquatable<IEvent<T>>

IEquatable<RiskEvent<T>>

IEquatable<RiskEvent<T>.DrawdownUpdated>

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.ReferenceEquals(object, object)

object.ToString()

Constructors

DrawdownUpdated(DecimalAmount, T, T)

Peak-to-trough drawdown recalculated.

public DrawdownUpdated(DecimalAmount Drawdown, T PeakTime, T TroughTime)

Parameters

Drawdown DecimalAmount

Current drawdown value.

PeakTime T

Time the peak was reached.

TroughTime T

Time the trough was reached.

Properties

Drawdown

Current drawdown value.

public DecimalAmount Drawdown { get; init; }

Property Value

DecimalAmount

PeakTime

Time the peak was reached.

public T PeakTime { get; init; }

Property Value

T

Time

The time at which this event's fact occurred.

public override T Time { get; }

Property Value

T

Remarks

The more recent of the two timestamps — when this reading became true.

TroughTime

Time the trough was reached.

public T TroughTime { get; init; }

Property Value

T