openpit::param::Price Class Referencefinal
Per-unit instrument price; may be negative in derivative markets. More...
Inheritance diagram for openpit::param::Price:
Collaboration diagram for openpit::param::Price:
Public Member Functions | |
| Notional | CalculateNotional (const Quantity &quantity) const |
| Calculates notional exposure for a quantity. More... | |
| PositionSize | CalculatePositionSize (const Quantity &quantity) const |
| Calculates signed position size for a quantity. More... | |
| Volume | CalculateVolume (const Quantity &quantity) const |
| Calculates settlement volume for a quantity. More... | |
| Price | CheckedNeg () const |
Negates the price and throws openpit::Error on overflow. More... | |
 Public Member Functions inherited from openpit::param::detail::ExactValue< Price, detail::PriceTraits > | |
| Price | CheckedAdd (const Price &other) const |
Adds another value and throws openpit::Error on overflow. More... | |
| Price | CheckedDivFloat (double divisor) const |
Divides by an imprecise boundary double. More... | |
| Price | CheckedDivInt (std::int64_t divisor) const |
Divides by a signed integer and throws openpit::Error on failure. More... | |
| Price | CheckedDivUint (std::uint64_t divisor) const |
Divides by an unsigned integer and throws openpit::Error on failure. More... | |
| Price | CheckedMulFloat (double scalar) const |
Multiplies by an imprecise boundary double. More... | |
| Price | CheckedMulInt (std::int64_t scalar) const |
Multiplies by a signed integer and throws openpit::Error on failure. More... | |
| Price | CheckedMulUint (std::uint64_t scalar) const |
Multiplies by an unsigned integer and throws openpit::Error on failure. More... | |
| Price | CheckedRemFloat (double divisor) const |
Computes the remainder for an imprecise boundary double divisor. More... | |
| Price | CheckedRemInt (std::int64_t divisor) const |
| Computes the remainder for a signed integer divisor. More... | |
| Price | CheckedRemUint (std::uint64_t divisor) const |
| Computes the remainder for an unsigned integer divisor. More... | |
| Price | CheckedSubtract (const Price &other) const |
Subtracts another value and throws openpit::Error on failure. More... | |
| int | Compare (const Price &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 Price &other) const |
| bool | operator< (const Price &other) const |
| bool | operator<= (const Price &other) const |
| bool | operator== (const Price &other) const |
| bool | operator> (const Price &other) const |
| bool | operator>= (const Price &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< Price, detail::PriceTraits > | |
| static Price | FromDecimal (Decimal value) |
| Validates an exact decimal representation. More... | |
| static Price | FromDecimalRounded (Decimal value, std::uint32_t scale, RoundingStrategy rounding) |
Rounds an exact decimal representation to scale digits. More... | |
| static Price | FromDouble (double value) |
Creates a value from an imprecise boundary double. More... | |
| static Price | FromDoubleRounded (double value, std::uint32_t scale, RoundingStrategy rounding) |
Converts and rounds an imprecise boundary double. More... | |
| static Price | FromInt64 (std::int64_t value) |
| Creates a value from a signed integer. More... | |
| static Price | FromString (std::string_view value) |
| Parses an exact decimal string. More... | |
| static Price | FromStringRounded (std::string_view value, std::uint32_t scale, RoundingStrategy rounding) |
Parses and rounds an exact decimal string to scale digits. More... | |
| static Price | FromUint64 (std::uint64_t value) |
| Creates a value from an unsigned integer. More... | |
Detailed Description
Per-unit instrument price; may be negative in derivative markets.
Member Function Documentation
◆ CalculateNotional()
Calculates notional exposure for a quantity.
◆ CalculatePositionSize()
|
inline |
Calculates signed position size for a quantity.
◆ CalculateVolume()
Calculates settlement volume for a quantity.
◆ CheckedNeg()
|
inline |
Negates the price and throws openpit::Error on overflow.
