in src/main/java/deltix/ember/service/oms/risk/sample/SampleQuantityRiskRuleFactory.java [65:79]
public RiskRule create(String limitName, ProjectionPath path, RiskManagerContext context) {
// Here we can use initialization parameters if we need to
//Calendar timerCalendar = Calendar.getInstance(TimeZone.getTimeZone(timeZone));
//long closingTimeOfDay = OrderAttributesParser.parseDuration(marketClosingTime);
if (MaxQuantity.equals(limitName)) {
return new SampleQuantityRiskRule();
} else if (MaxPosition.equals(limitName)) {
return new SamplePositionRiskRule();
} else if (MaxLoss.equals(limitName)) {
return new SamplePnLRiskRule();
}
throw new IllegalArgumentException("Unknown risk limit: " + limitName);
}