File: cqg_api/ptrisk/ptrisk.proto
Scenario risk report for single underlying instrument group.
•report_type_id = 255
underlying_instrument_group_name
Type: string
Description: Underlying instrument group.
Type: quant.RiskScenario
Description: Risk scenario used for this report.
Type: google.protobuf.Timestamp
Description: Time of report generation.
Type: google.protobuf.Timestamp
Description: The report is considered valid till this time.
Type: quant.Greeks
Description: Aggregated greeks for the entire product.
Type: map<uint32, UnderlyingGroupGreeks>
Description: Greeks grouped by underlying contract.
The key is unique within the report and used for merging report chunks.
Type: string
Description: List of contracts which position aren’t included in the report.
Type: double
Description: Price to money converion factor.