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OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
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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 |
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strong |
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strong |
| openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE | ( | CashFlow | , |
| OpenPitParamCashFlow | , | ||
| cash_flow | ) |
| openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE | ( | Fee | , |
| OpenPitParamFee | , | ||
| fee | ) |
| openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE | ( | Notional | , |
| OpenPitParamNotional | , | ||
| notional | ) |
| openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE | ( | Pnl | , |
| OpenPitParamPnl | , | ||
| pnl | ) |
| openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE | ( | PositionSize | , |
| OpenPitParamPositionSize | , | ||
| position_size | ) |
| openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE | ( | Price | , |
| OpenPitParamPrice | , | ||
| price | ) |
| openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE | ( | Quantity | , |
| OpenPitParamQuantity | , | ||
| quantity | ) |
| openpit::param::OPENPIT_PARAM_DEFINE_VALUE_TYPE | ( | Volume | , |
| OpenPitParamVolume | , | ||
| volume | ) |
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inlinenodiscardnoexcept |
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inlineconstexpr |
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inlineconstexpr |