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RiskGraphSeries

PnL and optional Greeks for one Risk Graph series.

FieldTypeRequiredNullableDefaultDescription
SeriesKeystrYesNoStable series key within the payload. Leg series keys match RiskGraphLegGridRow.LegKey.
LegIdintNoYesPersisted live leg id for leg series; null for aggregate series.
LegNamestrNoYesLeg display name for leg series; null for aggregate series.
PnLlist[list[Decimal]]YesNoPnL matrix indexed by RiskGraphData.EvaluationTimesExchange, then RiskGraphData.UnderlyingPrices.
Deltalist[list[Decimal]]NoYesDelta matrix with the same dimensions as PnL; null when Greeks are not included.
Gammalist[list[Decimal]]NoYesGamma matrix with the same dimensions as PnL; null when Greeks are not included.
Thetalist[list[Decimal]]NoYesTheta matrix with the same dimensions as PnL; null when Greeks are not included.
Vegalist[list[Decimal]]NoYesVega matrix with the same dimensions as PnL; null when Greeks are not included.
WVegalist[list[Decimal]]NoYesWeighted vega matrix with the same dimensions as PnL; null when Greeks are not included.
Rholist[list[Decimal]]NoYesRho matrix with the same dimensions as PnL; null when Greeks are not included.