RiskGraphSeries
PnL and optional Greeks for one Risk Graph series.
| Field | Type | Required | Nullable | Default | Description |
|---|---|---|---|---|---|
SeriesKey | str | Yes | No | Stable series key within the payload. Leg series keys match RiskGraphLegGridRow.LegKey. | |
LegId | int | No | Yes | Persisted live leg id for leg series; null for aggregate series. | |
LegName | str | No | Yes | Leg display name for leg series; null for aggregate series. | |
PnL | list[list[Decimal]] | Yes | No | PnL matrix indexed by RiskGraphData.EvaluationTimesExchange, then RiskGraphData.UnderlyingPrices. | |
Delta | list[list[Decimal]] | No | Yes | Delta matrix with the same dimensions as PnL; null when Greeks are not included. | |
Gamma | list[list[Decimal]] | No | Yes | Gamma matrix with the same dimensions as PnL; null when Greeks are not included. | |
Theta | list[list[Decimal]] | No | Yes | Theta matrix with the same dimensions as PnL; null when Greeks are not included. | |
Vega | list[list[Decimal]] | No | Yes | Vega matrix with the same dimensions as PnL; null when Greeks are not included. | |
WVega | list[list[Decimal]] | No | Yes | Weighted vega matrix with the same dimensions as PnL; null when Greeks are not included. | |
Rho | list[list[Decimal]] | No | Yes | Rho matrix with the same dimensions as PnL; null when Greeks are not included. |