longbridge::portfolio::ProfitDetails Struct Reference

Detailed P&L breakdown for one asset class. More...

#include <portfolio_context.hpp>

Public Attributes
std::string	holding_value
std::string	profit
std::string	cumulative_credited_amount
std::vector< ProfitDetailEntry >	credited_details
std::string	cumulative_debited_amount
std::vector< ProfitDetailEntry >	debited_details
std::string	cumulative_fee_amount
std::vector< ProfitDetailEntry >	fee_details
std::string	short_holding_value
std::string	long_holding_value
std::string	holding_value_at_beginning
std::string	holding_value_at_ending

Detailed Description

Detailed P&L breakdown for one asset class.

Member Data Documentation

credited_details

std::vector<ProfitDetailEntry> longbridge::portfolio::ProfitDetails::credited_details

cumulative_credited_amount

std::string longbridge::portfolio::ProfitDetails::cumulative_credited_amount

cumulative_debited_amount

std::string longbridge::portfolio::ProfitDetails::cumulative_debited_amount

cumulative_fee_amount

std::string longbridge::portfolio::ProfitDetails::cumulative_fee_amount

debited_details

std::vector<ProfitDetailEntry> longbridge::portfolio::ProfitDetails::debited_details

fee_details

std::vector<ProfitDetailEntry> longbridge::portfolio::ProfitDetails::fee_details

holding_value

std::string longbridge::portfolio::ProfitDetails::holding_value

holding_value_at_beginning

std::string longbridge::portfolio::ProfitDetails::holding_value_at_beginning

holding_value_at_ending

std::string longbridge::portfolio::ProfitDetails::holding_value_at_ending

long_holding_value

std::string longbridge::portfolio::ProfitDetails::long_holding_value

profit

std::string longbridge::portfolio::ProfitDetails::profit

short_holding_value

std::string longbridge::portfolio::ProfitDetails::short_holding_value

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The documentation for this struct was generated from the following file:

• include/portfolio_context.hpp