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OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
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Classes | |
| class | openpit::param::CashFlow |
| Signed cash-flow contribution: positive is inflow and negative is outflow. More... | |
| class | openpit::param::Fee |
| Signed fee or rebate contribution. More... | |
| class | openpit::param::Notional |
| Non-negative monetary position exposure used for margin and risk. More... | |
| class | openpit::param::Pnl |
| Signed profit-and-loss contribution. More... | |
| class | openpit::param::PositionSize |
| Signed position quantity: positive is long and negative is short. More... | |
| class | openpit::param::Price |
| Per-unit instrument price; may be negative in derivative markets. More... | |
| class | openpit::param::Quantity |
| Non-negative instrument quantity. More... | |
| class | openpit::param::detail::ValueOperations |
| class | openpit::param::Volume |
| Non-negative settlement volume. More... | |
Namespaces | |
| openpit | |
| openpit::param | |
| openpit::param::detail | |
Functions | |
| std::string | openpit::param::ToString (Side side) |
| Formats a buy/sell direction. More... | |