OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
reference_book.hpp File Reference
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Classes

class  openpit::ReferenceBook
 
struct  openpit::ReferenceBookRegisterResult
 
struct  openpit::ReferenceBookSettlementSchemeResult
 
struct  openpit::SettlementLag
 
struct  openpit::SettlementScheme
 

Namespaces

 openpit
 

Enumerations

enum class  openpit::ReferenceBookRegisterStatus : std::uint8_t { openpit::Ok = OpenPitReferenceBookRegisterStatus_Ok , openpit::DuplicateId = OpenPitReferenceBookRegisterStatus_DuplicateId , openpit::DuplicateInstrument = OpenPitReferenceBookRegisterStatus_DuplicateInstrument }
 
enum class  openpit::ReferenceBookStatus : std::uint8_t { openpit::Ok = OpenPitReferenceBookStatus_Ok , openpit::UnknownInstrument = OpenPitReferenceBookStatus_UnknownInstrument }
 
enum class  openpit::SettlementUnit : std::uint8_t { openpit::BusinessDays = OPENPIT_SETTLEMENT_UNIT_BUSINESS_DAYS , openpit::CalendarDays = OPENPIT_SETTLEMENT_UNIT_CALENDAR_DAYS }