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OpenPit C++ SDK
C++17 SDK for the OpenPit pre-trade risk engine
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Account-wide P&L bounds computed by the spot-funds ledger. More...
Public Member Functions | |
| OpenPitPretradePoliciesSpotFundsPnlBoundsBarrier | Raw () const noexcept |
| Lowers the barrier to the native C payload. More... | |
Public Attributes | |
| std::optional<::openpit::param::Pnl > | lowerBound |
| std::optional<::openpit::param::Pnl > | upperBound |
Account-wide 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. At least one bound must be set whenever a barrier is installed.
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inlinenoexcept |
Lowers the barrier to the native C payload.
| std::optional<::openpit::param::Pnl> openpit::pretrade::policies::SpotFundsPnlBoundsBarrier::lowerBound |
| std::optional<::openpit::param::Pnl> openpit::pretrade::policies::SpotFundsPnlBoundsBarrier::upperBound |