|
OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
|
Realized-PnL change and resulting absolute value reported by an adjustment. More...
#include <account_adjustment.hpp>
Public Member Functions | |
| PnlOutcomeAmount (param::Pnl outcomeDelta, param::Pnl outcomeAbsolute) | |
| OpenPitPnlOutcomeAmount | Raw () const noexcept |
Static Public Member Functions | |
| static PnlOutcomeAmount | FromRaw (const OpenPitPnlOutcomeAmount &raw) |
Public Attributes | |
| param::Pnl | absolute |
| Cumulative realized PnL after the adjustment. | |
| param::Pnl | delta |
| Signed realized-PnL change applied by the adjustment. | |
Realized-PnL change and resulting absolute value reported by an adjustment.
|
inline |
|
inlinestaticnodiscard |
|
inlinenodiscardnoexcept |
| param::Pnl openpit::accountadjustment::PnlOutcomeAmount::absolute |
Cumulative realized PnL after the adjustment.
| param::Pnl openpit::accountadjustment::PnlOutcomeAmount::delta |
Signed realized-PnL change applied by the adjustment.