Apama Capital Markets Foundation 10.11 | Capital Markets Foundation | Order Management | Risk firewall | Setting up risk firewall evaluation rules
 
Setting up risk firewall evaluation rules
 
Registering rule classes with a risk firewall
Descriptions of default rule classes
Adding rule instances to rule classes
Examples of slice filters for rule class instances
Sample code for registering rule class and adding rule class instances
Sample code for registering rule class and specifying callback
Setting rule class priority
Obtaining information about registered rule classes and rule instances
Modifying rule instances
Removing rule instances
For each risk firewall instance you create, you must register at least one rule class. For each default rule class that you register, you must also add at least one rule class instance. For each custom rule class that you register, you might or might not need to add at least one rule class instance. This depends on how you implemented your custom rule class. See Implementing custom risk firewall rule classes.
For example, consider com.apama.firewall.rules.OrderPriceLimitRiskFirewallRule. This rule class checks the order price of any new order, or amendment to an order, and rejects that order if the price exceeds an amount specified in a rule class instance. For example, you might have added a rule class instance that specifies that the price limit is 20.0 when the symbol is SOW. The risk firewall would reject an order for SOW when the price is more than 20.0.
For the risk firewall to approve an order, the order must comply with (it must match) at least one instance of each registered rule class. If your custom rule class does not require the addition of a rule class instance, then an order must match the rule class for the risk firewall to approve the order.