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OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
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Per-account-group spot-funds P&L bounds refinement. More...
#include <policies.hpp>
Public Member Functions | |
| OpenPitPretradePoliciesSpotFundsPnlBoundsAccountGroupBarrier | Raw () const noexcept |
| Lowers the account-group refinement to the native C payload. | |
| SpotFundsPnlBoundsAccountGroupBarrier (::openpit::param::AccountGroupId groupId, SpotFundsPnlBoundsBarrier groupBarrier) | |
| Creates an account-group P&L barrier. | |
Public Attributes | |
| ::openpit::param::AccountGroupId | accountGroupId |
| SpotFundsPnlBoundsBarrier | barrier |
Per-account-group spot-funds P&L bounds refinement.
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inline |
Creates an account-group P&L barrier.
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inlinenodiscardnoexcept |
Lowers the account-group refinement to the native C payload.
| ::openpit::param::AccountGroupId openpit::pretrade::policies::SpotFundsPnlBoundsAccountGroupBarrier::accountGroupId |
| SpotFundsPnlBoundsBarrier openpit::pretrade::policies::SpotFundsPnlBoundsAccountGroupBarrier::barrier |