openpit::param::Pnl Class Referencefinal
Signed profit-and-loss contribution. More...
Inheritance diagram for openpit::param::Pnl:
Collaboration diagram for openpit::param::Pnl:
Public Member Functions | |
| Pnl | CheckedNeg () const |
Negates the PnL and throws openpit::Error on overflow. More... | |
| CashFlow | ToCashFlow () const |
| Converts the PnL to an equivalent cash-flow contribution. More... | |
| PositionSize | ToPositionSize () const |
| Converts the PnL to an equivalent signed position size. More... | |
 Public Member Functions inherited from openpit::param::detail::ExactValue< Pnl, detail::PnlTraits > | |
| Pnl | CheckedAdd (const Pnl &other) const |
Adds another value and throws openpit::Error on overflow. More... | |
| Pnl | CheckedDivFloat (double divisor) const |
Divides by an imprecise boundary double. More... | |
| Pnl | CheckedDivInt (std::int64_t divisor) const |
Divides by a signed integer and throws openpit::Error on failure. More... | |
| Pnl | CheckedDivUint (std::uint64_t divisor) const |
Divides by an unsigned integer and throws openpit::Error on failure. More... | |
| Pnl | CheckedMulFloat (double scalar) const |
Multiplies by an imprecise boundary double. More... | |
| Pnl | CheckedMulInt (std::int64_t scalar) const |
Multiplies by a signed integer and throws openpit::Error on failure. More... | |
| Pnl | CheckedMulUint (std::uint64_t scalar) const |
Multiplies by an unsigned integer and throws openpit::Error on failure. More... | |
| Pnl | CheckedRemFloat (double divisor) const |
Computes the remainder for an imprecise boundary double divisor. More... | |
| Pnl | CheckedRemInt (std::int64_t divisor) const |
| Computes the remainder for a signed integer divisor. More... | |
| Pnl | CheckedRemUint (std::uint64_t divisor) const |
| Computes the remainder for an unsigned integer divisor. More... | |
| Pnl | CheckedSubtract (const Pnl &other) const |
Subtracts another value and throws openpit::Error on failure. More... | |
| int | Compare (const Pnl &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 Pnl &other) const |
| bool | operator< (const Pnl &other) const |
| bool | operator<= (const Pnl &other) const |
| bool | operator== (const Pnl &other) const |
| bool | operator> (const Pnl &other) const |
| bool | operator>= (const Pnl &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... | |
Static Public Member Functions | |
| static Pnl | FromFee (const Fee &fee) |
| Converts a fee contribution to its PnL effect. More... | |
| Static Public Member Functions inherited from openpit::param::detail::ExactValue< Pnl, detail::PnlTraits > | |
| static Pnl | FromDecimal (Decimal value) |
| Validates an exact decimal representation. More... | |
| static Pnl | FromDecimalRounded (Decimal value, std::uint32_t scale, RoundingStrategy rounding) |
Rounds an exact decimal representation to scale digits. More... | |
| static Pnl | FromDouble (double value) |
Creates a value from an imprecise boundary double. More... | |
| static Pnl | FromDoubleRounded (double value, std::uint32_t scale, RoundingStrategy rounding) |
Converts and rounds an imprecise boundary double. More... | |
| static Pnl | FromInt64 (std::int64_t value) |
| Creates a value from a signed integer. More... | |
| static Pnl | FromString (std::string_view value) |
| Parses an exact decimal string. More... | |
| static Pnl | FromStringRounded (std::string_view value, std::uint32_t scale, RoundingStrategy rounding) |
Parses and rounds an exact decimal string to scale digits. More... | |
| static Pnl | FromUint64 (std::uint64_t value) |
| Creates a value from an unsigned integer. More... | |
Detailed Description
Signed profit-and-loss contribution.
Member Function Documentation
◆ CheckedNeg()
|
inline |
Negates the PnL and throws openpit::Error on overflow.
◆ FromFee()
Converts a fee contribution to its PnL effect.
◆ ToCashFlow()
|
inline |
Converts the PnL to an equivalent cash-flow contribution.
◆ ToPositionSize()
|
inline |
Converts the PnL to an equivalent signed position size.
