openpit::param::Quantity Class Referencefinal
Non-negative instrument quantity. More...
Inheritance diagram for openpit::param::Quantity:
Collaboration diagram for openpit::param::Quantity:
Public Member Functions | |
| Notional | CalculateNotional (const Price &price) const |
| Calculates notional exposure at a price. More... | |
| Volume | CalculateVolume (const Price &price) const |
| Calculates settlement volume at a price. More... | |
| PositionSize | ToPositionSize () const |
| Converts the quantity to a positive position size. More... | |
| PositionSize | ToPositionSize (Side side) const |
Converts the quantity to a position size directed by side. More... | |
 Public Member Functions inherited from openpit::param::detail::ExactValue< Quantity, detail::QuantityTraits > | |
| Quantity | CheckedAdd (const Quantity &other) const |
Adds another value and throws openpit::Error on overflow. More... | |
| Quantity | CheckedDivFloat (double divisor) const |
Divides by an imprecise boundary double. More... | |
| Quantity | CheckedDivInt (std::int64_t divisor) const |
Divides by a signed integer and throws openpit::Error on failure. More... | |
| Quantity | CheckedDivUint (std::uint64_t divisor) const |
Divides by an unsigned integer and throws openpit::Error on failure. More... | |
| Quantity | CheckedMulFloat (double scalar) const |
Multiplies by an imprecise boundary double. More... | |
| Quantity | CheckedMulInt (std::int64_t scalar) const |
Multiplies by a signed integer and throws openpit::Error on failure. More... | |
| Quantity | CheckedMulUint (std::uint64_t scalar) const |
Multiplies by an unsigned integer and throws openpit::Error on failure. More... | |
| Quantity | CheckedRemFloat (double divisor) const |
Computes the remainder for an imprecise boundary double divisor. More... | |
| Quantity | CheckedRemInt (std::int64_t divisor) const |
| Computes the remainder for a signed integer divisor. More... | |
| Quantity | CheckedRemUint (std::uint64_t divisor) const |
| Computes the remainder for an unsigned integer divisor. More... | |
| Quantity | CheckedSubtract (const Quantity &other) const |
Subtracts another value and throws openpit::Error on failure. More... | |
| int | Compare (const Quantity &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 Quantity &other) const |
| bool | operator< (const Quantity &other) const |
| bool | operator<= (const Quantity &other) const |
| bool | operator== (const Quantity &other) const |
| bool | operator> (const Quantity &other) const |
| bool | operator>= (const Quantity &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< Quantity, detail::QuantityTraits > | |
| static Quantity | FromDecimal (Decimal value) |
| Validates an exact decimal representation. More... | |
| static Quantity | FromDecimalRounded (Decimal value, std::uint32_t scale, RoundingStrategy rounding) |
Rounds an exact decimal representation to scale digits. More... | |
| static Quantity | FromDouble (double value) |
Creates a value from an imprecise boundary double. More... | |
| static Quantity | FromDoubleRounded (double value, std::uint32_t scale, RoundingStrategy rounding) |
Converts and rounds an imprecise boundary double. More... | |
| static Quantity | FromInt64 (std::int64_t value) |
| Creates a value from a signed integer. More... | |
| static Quantity | FromString (std::string_view value) |
| Parses an exact decimal string. More... | |
| static Quantity | FromStringRounded (std::string_view value, std::uint32_t scale, RoundingStrategy rounding) |
Parses and rounds an exact decimal string to scale digits. More... | |
| static Quantity | FromUint64 (std::uint64_t value) |
| Creates a value from an unsigned integer. More... | |
Detailed Description
Non-negative instrument quantity.
Member Function Documentation
◆ CalculateNotional()
Calculates notional exposure at a price.
◆ CalculateVolume()
Calculates settlement volume at a price.
◆ ToPositionSize() [1/2]
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inline |
Converts the quantity to a positive position size.
◆ ToPositionSize() [2/2]
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inline |
Converts the quantity to a position size directed by side.
