OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
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openpit::param Namespace Reference

Classes

class  AccountGroupId
class  AccountId
class  AdjustmentAmount
class  GroupId
class  Leverage
 Fixed-point leverage multiplier transport wrapper. More...

Enumerations

enum class  AdjustmentAmountKind : std::uint8_t { Delta = OpenPitParamAdjustmentAmountKind_Delta , Absolute = OpenPitParamAdjustmentAmountKind_Absolute }
enum class  RoundingStrategy : std::uint8_t { MidpointNearestEven = OpenPitParamRoundingStrategy_MidpointNearestEven , MidpointAwayFromZero = OpenPitParamRoundingStrategy_MidpointAwayFromZero , Up = OpenPitParamRoundingStrategy_Up , Down = OpenPitParamRoundingStrategy_Down }

Functions

 OPENPIT_PARAM_DEFINE_VALUE_TYPE (CashFlow, OpenPitParamCashFlow, cash_flow)
 OPENPIT_PARAM_DEFINE_VALUE_TYPE (Fee, OpenPitParamFee, fee)
 OPENPIT_PARAM_DEFINE_VALUE_TYPE (Notional, OpenPitParamNotional, notional)
 OPENPIT_PARAM_DEFINE_VALUE_TYPE (Pnl, OpenPitParamPnl, pnl)
 OPENPIT_PARAM_DEFINE_VALUE_TYPE (PositionSize, OpenPitParamPositionSize, position_size)
 OPENPIT_PARAM_DEFINE_VALUE_TYPE (Price, OpenPitParamPrice, price)
 OPENPIT_PARAM_DEFINE_VALUE_TYPE (Quantity, OpenPitParamQuantity, quantity)
 OPENPIT_PARAM_DEFINE_VALUE_TYPE (Volume, OpenPitParamVolume, volume)
OpenPitParamRoundingStrategy ToRaw (RoundingStrategy strategy) noexcept

Variables

constexpr AccountGroupId DefaultAccountGroup {}
constexpr std::uint16_t DefaultPolicyGroupId

Enumeration Type Documentation

◆ AdjustmentAmountKind

enum class openpit::param::AdjustmentAmountKind : std::uint8_t
strong
Enumerator
Delta 
Absolute 

◆ RoundingStrategy

enum class openpit::param::RoundingStrategy : std::uint8_t
strong
Enumerator
MidpointNearestEven 
MidpointAwayFromZero 
Up 
Down 

Function Documentation

◆ OPENPIT_PARAM_DEFINE_VALUE_TYPE() [1/8]

openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE ( CashFlow ,
OpenPitParamCashFlow ,
cash_flow  )

◆ OPENPIT_PARAM_DEFINE_VALUE_TYPE() [2/8]

openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE ( Fee ,
OpenPitParamFee ,
fee  )

◆ OPENPIT_PARAM_DEFINE_VALUE_TYPE() [3/8]

openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE ( Notional ,
OpenPitParamNotional ,
notional  )

◆ OPENPIT_PARAM_DEFINE_VALUE_TYPE() [4/8]

openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE ( Pnl ,
OpenPitParamPnl ,
pnl  )

◆ OPENPIT_PARAM_DEFINE_VALUE_TYPE() [5/8]

openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE ( PositionSize ,
OpenPitParamPositionSize ,
position_size  )

◆ OPENPIT_PARAM_DEFINE_VALUE_TYPE() [6/8]

openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE ( Price ,
OpenPitParamPrice ,
price  )

◆ OPENPIT_PARAM_DEFINE_VALUE_TYPE() [7/8]

openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE ( Quantity ,
OpenPitParamQuantity ,
quantity  )

◆ OPENPIT_PARAM_DEFINE_VALUE_TYPE() [8/8]

openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE ( Volume ,
OpenPitParamVolume ,
volume  )

◆ ToRaw()

OpenPitParamRoundingStrategy openpit::param::ToRaw ( RoundingStrategy strategy)
inlinenodiscardnoexcept

Variable Documentation

◆ DefaultAccountGroup

AccountGroupId openpit::param::DefaultAccountGroup {}
inlineconstexpr

◆ DefaultPolicyGroupId

std::uint16_t openpit::param::DefaultPolicyGroupId
inlineconstexpr
Initial value:
=
OPENPIT_DEFAULT_POLICY_GROUP_ID