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OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
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#include <param.hpp>
Public Member Functions | |
| bool | IsAbsolute () const noexcept |
| bool | IsDelta () const noexcept |
| AdjustmentAmountKind | Kind () const noexcept |
| OpenPitParamAdjustmentAmount | Raw () const noexcept |
| PositionSize | Value () const noexcept |
Static Public Member Functions | |
| static std::optional< AdjustmentAmount > | FromRaw (const OpenPitParamAdjustmentAmount &raw) |
| static AdjustmentAmount | OfAbsolute (PositionSize value) noexcept |
| static AdjustmentAmount | OfDelta (PositionSize value) noexcept |
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