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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 | |
| PnlBoundsBrokerBarrier (std::string asset) | |
Public Attributes | |
| std::optional<::openpit::param::Pnl > | lowerBound |
| std::string | settlementAsset |
| std::optional<::openpit::param::Pnl > | upperBound |
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inlineexplicit |
| std::optional<::openpit::param::Pnl> openpit::pretrade::policies::PnlBoundsBrokerBarrier::lowerBound |
| std::string openpit::pretrade::policies::PnlBoundsBrokerBarrier::settlementAsset |
| std::optional<::openpit::param::Pnl> openpit::pretrade::policies::PnlBoundsBrokerBarrier::upperBound |