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OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
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Account-currency P&L bounds computed by the spot-funds ledger. More...
#include <policies.hpp>
Public Member Functions | |
| OpenPitPretradePoliciesSpotFundsPnlBoundsBarrier | Raw () const noexcept |
| Lowers the barrier to the native C payload. | |
| SpotFundsPnlBoundsBarrier (std::string currency) | |
| Creates a barrier for one account currency. | |
Public Attributes | |
| std::string | accountCurrency |
| std::optional<::openpit::param::Pnl > | lowerBound |
| std::optional<::openpit::param::Pnl > | upperBound |
Account-currency P&L bounds computed by the spot-funds ledger.
Lower and upper bounds are optional; lower is typically a negative loss limit and upper is typically a positive profit-taking limit.
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inlineexplicit |
Creates a barrier for one account currency.
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inlinenodiscardnoexcept |
Lowers the barrier to the native C payload.
| std::string openpit::pretrade::policies::SpotFundsPnlBoundsBarrier::accountCurrency |
| std::optional<::openpit::param::Pnl> openpit::pretrade::policies::SpotFundsPnlBoundsBarrier::lowerBound |
| std::optional<::openpit::param::Pnl> openpit::pretrade::policies::SpotFundsPnlBoundsBarrier::upperBound |