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OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
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Per-account spot-funds P&L bounds with a construction-time P&L seed. More...
#include <policies.hpp>
Public Member Functions | |
| OpenPitPretradePoliciesSpotFundsPnlBoundsAccountBarrier | Raw () const noexcept |
| Lowers the account barrier to the native C payload. | |
| SpotFundsPnlBoundsAccountBarrier (::openpit::param::AccountId account, SpotFundsPnlBoundsBarrier accountBarrier, ::openpit::param::Pnl initial) | |
| Creates an account P&L barrier with an initial accumulated P&L. | |
Public Attributes | |
| ::openpit::param::AccountId | accountId |
| SpotFundsPnlBoundsBarrier | barrier |
| ::openpit::param::Pnl | initialPnl |
Per-account spot-funds P&L bounds with a construction-time P&L seed.
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inline |
Creates an account P&L barrier with an initial accumulated P&L.
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inlinenodiscardnoexcept |
Lowers the account barrier to the native C payload.
| ::openpit::param::AccountId openpit::pretrade::policies::SpotFundsPnlBoundsAccountBarrier::accountId |
| SpotFundsPnlBoundsBarrier openpit::pretrade::policies::SpotFundsPnlBoundsAccountBarrier::barrier |
| ::openpit::param::Pnl openpit::pretrade::policies::SpotFundsPnlBoundsAccountBarrier::initialPnl |