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

Public Attributes | |
| std::vector<::openpit::accountadjustment::Outcome > | accountAdjustments |
| Policy-tagged adjustment outcomes. More... | |
| std::vector<::openpit::accounts::AccountBlock > | accountBlocks |
| std::vector<::openpit::accountadjustment::AccountPnlOutcome > | accountPnls |
| Account-level PnL outcomes. More... | |
| std::vector<::openpit::accountadjustment::Outcome> openpit::PostTradeResult::accountAdjustments |
Policy-tagged adjustment outcomes.
These remain meaningful even when accountBlocks is non-empty and must still be consumed by the caller.
| std::vector<::openpit::accounts::AccountBlock> openpit::PostTradeResult::accountBlocks |
| std::vector<::openpit::accountadjustment::AccountPnlOutcome> openpit::PostTradeResult::accountPnls |
Account-level PnL outcomes.
Each outcome identifies its account and policy group; Get() returns an account-currency amount or a halt reason. A newly halted calculation emits its reason once. Later checks can reject or block on the stored halt without emitting another account outcome, until a manager re-arms it with Configurator::SetSpotFundsAccountPnl. Re-arming an account accumulator does not affect any independently halted position accumulator.