Class RiskEvent<T>.ExposureBreached
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>RiskEvent<T>.ExposureBreached
- Implements
-
IRiskEvent<T>IEvent<T>IEquatable<IEvent<T>>IEquatable<RiskEvent<T>>
- 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
SymbolSymbolInstrument whose exposure breached the limit.
ExposureDecimalAmountCurrent exposure value.
LimitDecimalAmountConfigured exposure limit.
BreachedAtTTime 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
Limit
Configured exposure limit.
public DecimalAmount Limit { get; init; }
Property Value
Symbol
Instrument whose exposure breached the limit.
public Symbol Symbol { get; init; }
Property Value
Time
The time at which this event's fact occurred.
public override T Time { get; }
Property Value
- T