Message: RiskScenario

File: cqg_api/quant/risk_scenario.proto

Used in

FunctionalVolReport, FunctionalVolRequest, GreeksRequest, ScenarioRiskReport, ScenarioRiskRequest

Fields

scenario_id

Type: int32

percent_underlying_move

Type: double

vol_move

Type: double

time_move_in_days

Type: double