Namespace Virtufin.Base.Events.Risk
Classes
- RichRiskEvent<T>
Enriched risk events — same IRiskEvent<T> marker as RiskEvent<T> but with attribution metadata and a pass-through case for the raw event.
- RichRiskEvent<T>.Base
Pass-through for a raw RiskEvent<T>.
- RichRiskEvent<T>.DrawdownWithMetadata
Drawdown with peak/trough/recovery timestamps.
- RichRiskEvent<T>.LimitBreachedWithThreshold
Limit breach with both threshold and observed values.
- RichRiskEvent<T>.PnLAttributed
P&L attributed to a specific scenario run.
- RiskEvent<T>
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}.
- RiskEvent<T>.DrawdownUpdated
Peak-to-trough drawdown recalculated.
- RiskEvent<T>.ExposureBreached
Exposure limit exceeded on a position.
- RiskEvent<T>.LimitBreached
Risk limit crossed.
- RiskEvent<T>.LimitRestored
Risk limit restored.
- RiskEvent<T>.MarginCalled
Forced liquidation triggered (act only).
- RiskEvent<T>.MarginWarned
Margin ratio approaching threshold.
- RiskEvent<T>.PnLRealized
Position closed, P&L locked.
- RiskEvent<T>.PnLUpdated
Unrealized P&L recalculated on a tick.