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OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
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Signed fee or rebate contribution. More...


Public Member Functions | |
| Fee | CheckedNeg () const |
Negates the fee and throws openpit::Error on overflow. More... | |
| CashFlow | ToCashFlow () const |
| Converts the fee to its cash-flow effect. More... | |
| Pnl | ToPnl () const |
| Converts the fee to its PnL effect. More... | |
| PositionSize | ToPositionSize () const |
| Converts the fee to its signed position-size effect. More... | |
Public Member Functions inherited from openpit::param::detail::ExactValue< Fee, detail::FeeTraits > | |
| Fee | CheckedAdd (const Fee &other) const |
Adds another value and throws openpit::Error on overflow. More... | |
| Fee | CheckedDivFloat (double divisor) const |
Divides by an imprecise boundary double. More... | |
| Fee | CheckedDivInt (std::int64_t divisor) const |
Divides by a signed integer and throws openpit::Error on failure. More... | |
| Fee | CheckedDivUint (std::uint64_t divisor) const |
Divides by an unsigned integer and throws openpit::Error on failure. More... | |
| Fee | CheckedMulFloat (double scalar) const |
Multiplies by an imprecise boundary double. More... | |
| Fee | CheckedMulInt (std::int64_t scalar) const |
Multiplies by a signed integer and throws openpit::Error on failure. More... | |
| Fee | CheckedMulUint (std::uint64_t scalar) const |
Multiplies by an unsigned integer and throws openpit::Error on failure. More... | |
| Fee | CheckedRemFloat (double divisor) const |
Computes the remainder for an imprecise boundary double divisor. More... | |
| Fee | CheckedRemInt (std::int64_t divisor) const |
| Computes the remainder for a signed integer divisor. More... | |
| Fee | CheckedRemUint (std::uint64_t divisor) const |
| Computes the remainder for an unsigned integer divisor. More... | |
| Fee | CheckedSubtract (const Fee &other) const |
Subtracts another value and throws openpit::Error on failure. More... | |
| int | Compare (const Fee &other) const |
| Compares this value with another value of the same domain type. More... | |
| ::openpit::param::Decimal | Decimal () const noexcept |
| Returns the lossless decimal representation. More... | |
| bool | IsZero () const |
| Returns whether the value is exactly zero. More... | |
| bool | operator!= (const Fee &other) const |
| bool | operator< (const Fee &other) const |
| bool | operator<= (const Fee &other) const |
| bool | operator== (const Fee &other) const |
| bool | operator> (const Fee &other) const |
| bool | operator>= (const Fee &other) const |
| double | ToDouble () const |
Converts to an imprecise boundary double. More... | |
| std::string | ToString () const |
| Formats the exact value as a decimal string. More... | |
Additional Inherited Members | |
Static Public Member Functions inherited from openpit::param::detail::ExactValue< Fee, detail::FeeTraits > | |
| static Fee | FromDecimal (Decimal value) |
| Validates an exact decimal representation. More... | |
| static Fee | FromDecimalRounded (Decimal value, std::uint32_t scale, RoundingStrategy rounding) |
Rounds an exact decimal representation to scale digits. More... | |
| static Fee | FromDouble (double value) |
Creates a value from an imprecise boundary double. More... | |
| static Fee | FromDoubleRounded (double value, std::uint32_t scale, RoundingStrategy rounding) |
Converts and rounds an imprecise boundary double. More... | |
| static Fee | FromInt64 (std::int64_t value) |
| Creates a value from a signed integer. More... | |
| static Fee | FromString (std::string_view value) |
| Parses an exact decimal string. More... | |
| static Fee | FromStringRounded (std::string_view value, std::uint32_t scale, RoundingStrategy rounding) |
Parses and rounds an exact decimal string to scale digits. More... | |
| static Fee | FromUint64 (std::uint64_t value) |
| Creates a value from an unsigned integer. More... | |
Signed fee or rebate contribution.
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inline |
Negates the fee and throws openpit::Error on overflow.
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inline |
Converts the fee to its cash-flow effect.
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inline |
Converts the fee to its PnL effect.
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inline |
Converts the fee to its signed position-size effect.