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OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
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Namespaces | |
| openpit | |
| openpit::param | |
Enumerations | |
| enum class | openpit::param::FillType : std::uint8_t { openpit::param::Trade = 1 , openpit::param::Liquidation = 2 , openpit::param::AutoDeleverage = 3 , openpit::param::Settlement = 4 , openpit::param::Funding = 5 } |
| enum class | openpit::param::Kind : std::uint8_t { openpit::param::Quantity = 1 , openpit::param::Volume = 2 , openpit::param::Notional = 3 , openpit::param::Price = 4 , openpit::param::Pnl = 5 , openpit::param::CashFlow = 6 , openpit::param::PositionSize = 7 , openpit::param::Fee = 8 , openpit::param::Leverage = 9 } |
| enum class | openpit::param::RoundingStrategy : std::uint8_t { openpit::param::MidpointNearestEven = 0 , openpit::param::MidpointAwayFromZero = 1 , openpit::param::Up = 2 , openpit::param::Down = 3 } |
| enum class | openpit::param::Side : std::uint8_t { openpit::param::Buy = 1 , openpit::param::Sell = 2 } |
| Buy/sell direction. More... | |