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OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
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Public Member Functions | |
| OrderSizeAssetBarrier (OrderSizeLimit barrierLimit, ::openpit::param::Asset asset) | |
Public Attributes | |
| OrderSizeLimit | limit |
| ::openpit::param::Asset | settlementAsset |
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inline |
| OrderSizeLimit openpit::pretrade::policies::OrderSizeAssetBarrier::limit |
| ::openpit::param::Asset openpit::pretrade::policies::OrderSizeAssetBarrier::settlementAsset |