OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
Public Member Functions | Public Attributes | List of all members
openpit::model::Instrument Struct Reference
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Public Member Functions

 Instrument (param::Asset underlying, param::Asset settlement)
 

Public Attributes

param::Asset settlementAsset
 
param::Asset underlyingAsset
 

Constructor & Destructor Documentation

◆ Instrument()

openpit::model::Instrument::Instrument ( param::Asset  underlying,
param::Asset  settlement 
)
inline

Member Data Documentation

◆ settlementAsset

param::Asset openpit::model::Instrument::settlementAsset

◆ underlyingAsset

param::Asset openpit::model::Instrument::underlyingAsset