in src/main/java/deltix/ember/service/oms/risk/sample/SampleQuantityRiskRuleFactory.java [88:97]
public RiskLimitDefinition getLimitDefinition(String limitName) {
if (MaxQuantity.equals(limitName)) {
return new RiskLimitDefinition(MaxQuantity, RiskLimitDefinition.ValueType.INT, SampleQuantityRiskRule.class, "Maximum Order Quantity", this, null, "Limits Order Quantity");
} else if (MaxPosition.equals(limitName)) {
return new RiskLimitDefinition(MaxPosition, RiskLimitDefinition.ValueType.DOUBLE, SampleQuantityRiskRule.class, "Maximum Symbol Position", this, null, "Limits LONG and SHORT position");
} else if (MaxLoss.equals(limitName)) {
return new RiskLimitDefinition(MaxLoss, RiskLimitDefinition.ValueType.DOUBLE, SamplePnLRiskRule.class, "Maximum Loss", this, null, "Limits realized loss");
}
throw new IllegalArgumentException("Unknown risk limit: " + limitName);
}