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OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
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#include <policies.hpp>
Public Member Functions | |
| OrderSizeLimit (::openpit::param::Quantity quantity, ::openpit::param::Volume notional) | |
| OpenPitPretradePoliciesOrderSizeLimit | Raw () const noexcept |
Public Attributes | |
| ::openpit::param::Volume | maxNotional |
| ::openpit::param::Quantity | maxQuantity |
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inline |
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inlinenodiscardnoexcept |
| ::openpit::param::Volume openpit::pretrade::policies::OrderSizeLimit::maxNotional |
| ::openpit::param::Quantity openpit::pretrade::policies::OrderSizeLimit::maxQuantity |