File: cqg_api/ptrisk/ptrisk.proto
Request subscription to scenario risk reports.
Response: ScenarioRiskReport
Supported kinds: KIND_SUBSCRIBE, KIND_DROP
•request_type_id = 255
•request_protocol_version = 1
Type: RiskReportScope
Description: Scope of requested reports.
Type: WhatIfPosition
Description: Optional simulated positions.
Type: quant.RiskScenario
Description: Optional set of scenarios over which to compute this risk report