OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
openpit::accountadjustment::PnlOutcomeAmount Struct Reference

Realized-PnL change and resulting absolute value. More...

Public Member Functions

 PnlOutcomeAmount (param::Pnl outcomeDelta, param::Pnl outcomeAbsolute)
 
OpenPitPnlOutcomeAmount Raw () const noexcept
 

Static Public Member Functions

static PnlOutcomeAmount FromRaw (const OpenPitPnlOutcomeAmount &raw)
 

Public Attributes

param::Pnl absolute
 Cumulative realized PnL after the operation. More...
 
param::Pnl delta
 Signed realized-PnL change applied by the operation. More...
 

Detailed Description

Realized-PnL change and resulting absolute value.

Both values are denominated in the account currency.

Constructor & Destructor Documentation

◆ PnlOutcomeAmount()

openpit::accountadjustment::PnlOutcomeAmount::PnlOutcomeAmount ( param::Pnl  outcomeDelta,
param::Pnl  outcomeAbsolute 
)
inline

Member Function Documentation

◆ FromRaw()

static PnlOutcomeAmount openpit::accountadjustment::PnlOutcomeAmount::FromRaw ( const OpenPitPnlOutcomeAmount &  raw)
inlinestatic

◆ Raw()

OpenPitPnlOutcomeAmount openpit::accountadjustment::PnlOutcomeAmount::Raw ( ) const
inlinenoexcept

Member Data Documentation

◆ absolute

param::Pnl openpit::accountadjustment::PnlOutcomeAmount::absolute

Cumulative realized PnL after the operation.

◆ delta

param::Pnl openpit::accountadjustment::PnlOutcomeAmount::delta

Signed realized-PnL change applied by the operation.