OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
value_types.hpp File Reference
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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...