pnl.hpp File Reference

Classes
class	openpit::accountadjustment::AccountPnlOperation
	Replaces the account-wide realized-PnL accumulator. More...
struct	openpit::accountadjustment::AccountPnlOutcome
	Account-level realized-PnL outcome. More...
struct	openpit::accountadjustment::PnlOutcome
struct	openpit::accountadjustment::PnlOutcomeAmount
	Realized-PnL change and resulting absolute value. More...

Namespaces
namespace	openpit
namespace	openpit::accountadjustment

Typedefs
using	openpit::accountadjustment::AccountPnlResult = PnlOutcomeResult
	Account-level realized-PnL result: either the amount or a halt reason.
using	openpit::accountadjustment::PnlOutcomeOptional = OpenPitPnlOutcomeOptional
using	openpit::accountadjustment::PnlOutcomeResult = std::variant<PnlOutcomeAmount, PnlHaltReason>
	Realized-PnL result: either the amount or a halt reason.

Enumerations
enum class	openpit::accountadjustment::PnlHaltReason : std::uint8_t {   openpit::accountadjustment::MissingFx = OPENPIT_PNL_HALT_REASON_MISSING_FX , openpit::accountadjustment::MissingAccountCurrency = OPENPIT_PNL_HALT_REASON_MISSING_ACCOUNT_CURRENCY , openpit::accountadjustment::MissingInitialPnl = OPENPIT_PNL_HALT_REASON_MISSING_INITIAL_PNL , openpit::accountadjustment::MissingCostBasis = OPENPIT_PNL_HALT_REASON_MISSING_COST_BASIS ,   openpit::accountadjustment::ArithmeticOverflow = OPENPIT_PNL_HALT_REASON_ARITHMETIC_OVERFLOW }
	Reason why a realized-PnL amount could not be calculated. More...