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OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
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Realized-PnL change and resulting absolute value. More...

Public Member Functions | |
| PnlOutcomeAmount (param::Pnl outcomeDelta, param::Pnl outcomeAbsolute) | |
Public Attributes | |
| param::Pnl | absolute |
| Cumulative realized PnL after the operation. More... | |
| param::Pnl | delta |
| Signed realized-PnL change applied by the operation. More... | |
Realized-PnL change and resulting absolute value.
Both values are denominated in the account currency.
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inline |
| param::Pnl openpit::accountadjustment::PnlOutcomeAmount::absolute |
Cumulative realized PnL after the operation.
| param::Pnl openpit::accountadjustment::PnlOutcomeAmount::delta |
Signed realized-PnL change applied by the operation.