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OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
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Non-negative settlement volume. More...


Public Member Functions | |
| Quantity | CalculateQuantity (const Price &price) const |
| Calculates quantity at a price. More... | |
| CashFlow | ToCashFlowInflow () const |
| Converts the volume to a positive cash inflow. More... | |
| CashFlow | ToCashFlowOutflow () const |
| Converts the volume to a negative cash outflow. More... | |
| Notional | ToNotional () const |
| Converts the volume to equivalent notional exposure. More... | |
| PositionSize | ToPositionSize () const |
| Converts the volume to a positive position size. More... | |
Public Member Functions inherited from openpit::param::detail::ExactValue< Volume, detail::VolumeTraits > | |
| Volume | CheckedAdd (const Volume &other) const |
Adds another value and throws openpit::Error on overflow. More... | |
| Volume | CheckedDivFloat (double divisor) const |
Divides by an imprecise boundary double. More... | |
| Volume | CheckedDivInt (std::int64_t divisor) const |
Divides by a signed integer and throws openpit::Error on failure. More... | |
| Volume | CheckedDivUint (std::uint64_t divisor) const |
Divides by an unsigned integer and throws openpit::Error on failure. More... | |
| Volume | CheckedMulFloat (double scalar) const |
Multiplies by an imprecise boundary double. More... | |
| Volume | CheckedMulInt (std::int64_t scalar) const |
Multiplies by a signed integer and throws openpit::Error on failure. More... | |
| Volume | CheckedMulUint (std::uint64_t scalar) const |
Multiplies by an unsigned integer and throws openpit::Error on failure. More... | |
| Volume | CheckedRemFloat (double divisor) const |
Computes the remainder for an imprecise boundary double divisor. More... | |
| Volume | CheckedRemInt (std::int64_t divisor) const |
| Computes the remainder for a signed integer divisor. More... | |
| Volume | CheckedRemUint (std::uint64_t divisor) const |
| Computes the remainder for an unsigned integer divisor. More... | |
| Volume | CheckedSubtract (const Volume &other) const |
Subtracts another value and throws openpit::Error on failure. More... | |
| int | Compare (const Volume &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 Volume &other) const |
| bool | operator< (const Volume &other) const |
| bool | operator<= (const Volume &other) const |
| bool | operator== (const Volume &other) const |
| bool | operator> (const Volume &other) const |
| bool | operator>= (const Volume &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 Volume | FromNotional (const Notional ¬ional) |
| Creates volume from equivalent notional exposure. More... | |
Static Public Member Functions inherited from openpit::param::detail::ExactValue< Volume, detail::VolumeTraits > | |
| static Volume | FromDecimal (Decimal value) |
| Validates an exact decimal representation. More... | |
| static Volume | FromDecimalRounded (Decimal value, std::uint32_t scale, RoundingStrategy rounding) |
Rounds an exact decimal representation to scale digits. More... | |
| static Volume | FromDouble (double value) |
Creates a value from an imprecise boundary double. More... | |
| static Volume | FromDoubleRounded (double value, std::uint32_t scale, RoundingStrategy rounding) |
Converts and rounds an imprecise boundary double. More... | |
| static Volume | FromInt64 (std::int64_t value) |
| Creates a value from a signed integer. More... | |
| static Volume | FromString (std::string_view value) |
| Parses an exact decimal string. More... | |
| static Volume | FromStringRounded (std::string_view value, std::uint32_t scale, RoundingStrategy rounding) |
Parses and rounds an exact decimal string to scale digits. More... | |
| static Volume | FromUint64 (std::uint64_t value) |
| Creates a value from an unsigned integer. More... | |
Non-negative settlement volume.
Calculates quantity at a price.
Creates volume from equivalent notional exposure.
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inline |
Converts the volume to a positive cash inflow.
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inline |
Converts the volume to a negative cash outflow.
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inline |
Converts the volume to equivalent notional exposure.
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inline |
Converts the volume to a positive position size.