Class RiskEvent<T>

Namespace

Virtufin.Base.Events.Risk

Assembly

Virtufin.Base.dll

Sealed ADT of risk events. Eight cases covering P&L, drawdown, limit breaches, exposure breaches, and margin events. Topics use the naming scheme sc.{scenarioId}.risk.{entity}.{event}.

public abstract record RiskEvent<T> : IRiskEvent<T>, IEvent<T>, IEquatable<IEvent<T>>, IEquatable<RiskEvent<T>> where T : IComparable<T>

Type Parameters

T

The event's own time type.

Inheritance

object

RiskEvent<T>

Implements

IRiskEvent<T>

IEvent<T>

IEquatable<IEvent<T>>

IEquatable<RiskEvent<T>>

Derived

RiskEvent<T>.DrawdownUpdated

RiskEvent<T>.ExposureBreached

RiskEvent<T>.LimitBreached

RiskEvent<T>.LimitRestored

RiskEvent<T>.MarginCalled

RiskEvent<T>.MarginWarned

RiskEvent<T>.PnLRealized

RiskEvent<T>.PnLUpdated

Inherited Members

object.Equals(object)

object.Equals(object, object)

object.GetHashCode()

object.GetType()

object.MemberwiseClone()

object.ReferenceEquals(object, object)

object.ToString()

Properties

Time

The time at which this event's fact occurred.

public abstract T Time { get; }

Property Value

T