|
OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
|


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... | |