OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
pnl.hpp File Reference
Include dependency graph for pnl.hpp:
This graph shows which files directly or indirectly include this file:

Classes

class  openpit::accountadjustment::AccountPnlOperation
 Replaces the account-wide realized-PnL accumulator. More...
 
struct  openpit::accountadjustment::AccountPnlOutcome
 Account-level realized-PnL outcome. More...
 
struct  openpit::accountadjustment::PnlOutcome
 
struct  openpit::accountadjustment::PnlOutcomeAmount
 Realized-PnL change and resulting absolute value. More...
 

Namespaces

 openpit
 
 openpit::accountadjustment
 

Typedefs

using openpit::accountadjustment::AccountPnlResult = PnlOutcomeResult
 Account-level realized-PnL result: either the amount or a halt reason. More...
 
using openpit::accountadjustment::PnlOutcomeOptional = OpenPitPnlOutcomeOptional
 
using openpit::accountadjustment::PnlOutcomeResult = std::variant< PnlOutcomeAmount, PnlHaltReason >
 Realized-PnL result: either the amount or a halt reason. More...
 

Enumerations

enum class  openpit::accountadjustment::PnlHaltReason : std::uint8_t {
  openpit::accountadjustment::MissingFx = OPENPIT_PNL_HALT_REASON_MISSING_FX , openpit::accountadjustment::MissingAccountCurrency = OPENPIT_PNL_HALT_REASON_MISSING_ACCOUNT_CURRENCY , openpit::accountadjustment::MissingInitialPnl = OPENPIT_PNL_HALT_REASON_MISSING_INITIAL_PNL , openpit::accountadjustment::MissingCostBasis = OPENPIT_PNL_HALT_REASON_MISSING_COST_BASIS ,
  openpit::accountadjustment::ArithmeticOverflow = OPENPIT_PNL_HALT_REASON_ARITHMETIC_OVERFLOW
}
 Reason why a realized-PnL amount could not be calculated. More...