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OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
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The OpenPit C++ SDK is a C++17 interface for embedding the OpenPit pre-trade risk engine in CMake projects.
Install the package generated by cmake --install and consume it with:
Use <openpit/openpit.hpp> for the complete SDK surface, or include <openpit/fwd.hpp> in precompiled headers when only forward declarations are needed.
The package resolves the native OpenPit runtime at configure time. Provide a local runtime with OPENPIT_RUNTIME_LIBRARY or OPENPIT_RUNTIME_DIR, or let the resolver download the matching release asset.