param.hpp File Reference

Classes
class	openpit::param::AdjustmentAmount
class	openpit::param::Leverage
	Fixed-point leverage multiplier transport wrapper. More...

Namespaces
namespace	openpit
namespace	openpit::param

Macros
#define	OPENPIT_PARAM_DEFINE_VALUE_TYPE(Name, CType, Prefix)

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

Functions
	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)
OpenPitParamRoundingStrategy	openpit::param::ToRaw (RoundingStrategy strategy) noexcept

Macro Definition Documentation

OPENPIT_PARAM_DEFINE_VALUE_TYPE

#define OPENPIT_PARAM_DEFINE_VALUE_TYPE	(		Name,
			CType,
			Prefix )