fastmm::SettlementMix Struct Reference

Instruments do not all settle in the same currency: an inverse contract settles in its base coin, a linear one in its quote currency. More...

#include <fastmm/core/instrument.hpp>

Public Member Functions
bool	mixed () const noexcept

Public Attributes
const Instrument *	first = nullptr
	first enabled instrument
const Instrument *	other = nullptr
	first enabled instrument that settles in another currency

Detailed Description

Instruments do not all settle in the same currency: an inverse contract settles in its base coin, a linear one in its quote currency.

PnL totals and [risk] max_loss are one currency-less Notional, so a table that mixes them adds unrelated numbers; callers refuse such a table (see docs/explanation/risk-model.md).

Member Function Documentation

mixed()

bool fastmm::SettlementMix::mixed ( ) const

inlinenoexcept

Member Data Documentation

first

const Instrument* fastmm::SettlementMix::first = nullptr

first enabled instrument

other

const Instrument* fastmm::SettlementMix::other = nullptr

first enabled instrument that settles in another currency