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

Classes

class  openpit::ExecutionReport
class  openpit::model::ExecutionReport
struct  openpit::model::ExecutionReportOperation
struct  openpit::model::Fill
struct  openpit::model::FinancialImpact
struct  openpit::model::Instrument
class  openpit::Order
class  openpit::model::Order
struct  openpit::model::OrderMargin
struct  openpit::model::OrderOperation
struct  openpit::model::OrderPosition
struct  openpit::model::PositionImpact
struct  openpit::model::Trade
class  openpit::model::TradeAmount

Namespaces

namespace  openpit
namespace  openpit::model

Enumerations

enum class  openpit::model::PositionEffect : std::uint8_t { openpit::model::Open = OpenPitParamPositionEffect_Open , openpit::model::Close = OpenPitParamPositionEffect_Close }
enum class  openpit::model::PositionMode : std::uint8_t { openpit::model::Netting = OpenPitParamPositionMode_Netting , openpit::model::Hedged = OpenPitParamPositionMode_Hedged }
enum class  openpit::model::PositionSide : std::uint8_t { openpit::model::Long = OpenPitParamPositionSide_Long , openpit::model::Short = OpenPitParamPositionSide_Short }
enum class  openpit::model::Side : std::uint8_t { openpit::model::Buy = OpenPitParamSide_Buy , openpit::model::Sell = OpenPitParamSide_Sell }
enum class  openpit::model::TradeAmountKind : std::uint8_t { openpit::model::Quantity = OpenPitParamTradeAmountKind_Quantity , openpit::model::Volume = OpenPitParamTradeAmountKind_Volume }