OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
openpit::param::Fee Class Referencefinal

Signed fee or rebate contribution. More...

Inheritance diagram for openpit::param::Fee:
Collaboration diagram for openpit::param::Fee:

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...
 

Detailed Description

Signed fee or rebate contribution.

Member Function Documentation

◆ CheckedNeg()

Fee openpit::param::Fee::CheckedNeg ( ) const
inline

Negates the fee and throws openpit::Error on overflow.

◆ ToCashFlow()

CashFlow openpit::param::Fee::ToCashFlow ( ) const
inline

Converts the fee to its cash-flow effect.

◆ ToPnl()

Pnl openpit::param::Fee::ToPnl ( ) const
inline

Converts the fee to its PnL effect.

◆ ToPositionSize()

PositionSize openpit::param::Fee::ToPositionSize ( ) const
inline

Converts the fee to its signed position-size effect.