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OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
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Classes | |
| class | openpit::ExecutionReport |
| class | openpit::model::ExecutionReport |
| struct | openpit::model::ExecutionReportOperation |
| struct | openpit::model::Fill |
| struct | openpit::model::FinancialImpact |
| struct | openpit::model::Instrument |
| class | openpit::Order |
| class | openpit::model::Order |
| struct | openpit::model::OrderMargin |
| struct | openpit::model::OrderOperation |
| struct | openpit::model::OrderPosition |
| struct | openpit::model::PositionImpact |
| struct | openpit::model::Trade |
| class | openpit::model::TradeAmount |
Namespaces | |
| openpit | |
| openpit::model | |
Enumerations | |
| enum class | openpit::model::PositionEffect : std::uint8_t { openpit::model::Open = 1 , openpit::model::Close = 2 } |
| enum class | openpit::model::PositionMode : std::uint8_t { openpit::model::Netting = 1 , openpit::model::Hedged = 2 } |
| enum class | openpit::model::PositionSide : std::uint8_t { openpit::model::Long = 1 , openpit::model::Short = 2 } |
| enum class | openpit::model::TradeAmountKind : std::uint8_t { openpit::model::Quantity = 1 , openpit::model::Volume = 2 } |
Functions | |
| std::string | openpit::model::ToString (PositionEffect effect) |
| Formats an open/close position effect. More... | |
| std::string | openpit::model::ToString (PositionMode mode) |
| Formats a position accounting mode. More... | |
| std::string | openpit::model::ToString (PositionSide side) |
| Formats a long/short exposure. More... | |