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OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
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Public Member Functions | |
| OutcomeAmount (param::PositionSize outcomeDelta, param::PositionSize outcomeAbsolute) | |
Public Attributes | |
| param::PositionSize | absolute |
| param::PositionSize | delta |
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inline |
| param::PositionSize openpit::accountadjustment::OutcomeAmount::absolute |
| param::PositionSize openpit::accountadjustment::OutcomeAmount::delta |