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OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
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Per-account spot-funds P&L bounds refinement. More...

Public Member Functions | |
| SpotFundsPnlBoundsAccountBarrier (::openpit::param::AccountId account, SpotFundsPnlBoundsBarrier accountBarrier) | |
| Creates an account P&L barrier. More... | |
Public Attributes | |
| ::openpit::param::AccountId | accountId |
| SpotFundsPnlBoundsBarrier | barrier |
Per-account spot-funds P&L bounds refinement.
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inline |
Creates an account P&L barrier.
| ::openpit::param::AccountId openpit::pretrade::policies::SpotFundsPnlBoundsAccountBarrier::accountId |
| SpotFundsPnlBoundsBarrier openpit::pretrade::policies::SpotFundsPnlBoundsAccountBarrier::barrier |