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...
 
class  openpit::accountadjustment::AccountPnlOutcome
 Account-level realized-PnL result: either the amount or a halt reason. More...
 
class  openpit::accountadjustment::PnlOutcome
 
struct  openpit::accountadjustment::PnlOutcomeAmount
 Realized-PnL change and resulting absolute value. More...
 
class  openpit::accountadjustment::PnlState
 Current state of a realized-PnL accumulator. More...
 

Namespaces

 openpit
 
 openpit::accountadjustment
 

Enumerations

enum class  openpit::accountadjustment::PnlHaltReason : std::uint8_t {
  openpit::accountadjustment::MissingFx = 1 , openpit::accountadjustment::MissingAccountCurrency = 2 , openpit::accountadjustment::MissingInitialPnl = 3 , openpit::accountadjustment::MissingCostBasis = 4 ,
  openpit::accountadjustment::ArithmeticOverflow = 5
}
 Reason why a realized-PnL amount could not be calculated. More...