Table of Contents

Class RiskEvent<T>.ExposureBreached

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

Exposure limit exceeded on a position.

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

Constructors

ExposureBreached(Symbol, DecimalAmount, DecimalAmount, T)

Exposure limit exceeded on a position.

public ExposureBreached(Symbol Symbol, DecimalAmount Exposure, DecimalAmount Limit, T BreachedAt)

Parameters

Symbol Symbol

Instrument whose exposure breached the limit.

Exposure DecimalAmount

Current exposure value.

Limit DecimalAmount

Configured exposure limit.

BreachedAt T

Time of breach.

Properties

BreachedAt

Time of breach.

public T BreachedAt { get; init; }

Property Value

T

Exposure

Current exposure value.

public DecimalAmount Exposure { get; init; }

Property Value

DecimalAmount

Limit

Configured exposure limit.

public DecimalAmount Limit { get; init; }

Property Value

DecimalAmount

Symbol

Instrument whose exposure breached the limit.

public Symbol Symbol { get; init; }

Property Value

Symbol

Time

The time at which this event's fact occurred.

public override T Time { get; }

Property Value

T