Book
data class BookRiskReport(val series: List<BookRiskSample>, val bookVol: BigDecimal?, val maxGrossExposure: BigDecimal, val maxNetExposure: BigDecimal, val events: List<BookRiskEvent> = emptyList())
The book-risk dataset for a portfolio run: a decimated time series of exposure + equity, summary stats, and the event log. Null on single-strategy runs (no book). This is the "exact data we need" to see how the book behaved — surfaced in --json (summary) and the --report bundle (full csv).
Constructors
Link copied to clipboard
constructor(series: List<BookRiskSample>, bookVol: BigDecimal?, maxGrossExposure: BigDecimal, maxNetExposure: BigDecimal, events: List<BookRiskEvent> = emptyList())