Uses of Record Class
com.quantfinlib.risk.PreTradeLimitChecker.OrderRequest

Packages that use PreTradeLimitChecker.OrderRequest

Package	Description
com.quantfinlib.risk	Risk measurement, decomposition, limits and model validation.

Uses of PreTradeLimitChecker.OrderRequest in com.quantfinlib.risk

Methods in com.quantfinlib.risk with parameters of type PreTradeLimitChecker.OrderRequest

Modifier and Type	Method	Description
PreTradeLimitChecker.CheckResult	PreTradeLimitChecker.check(PreTradeLimitChecker.OrderRequest order, double referenceMid, long currentPositionQty, double counterpartyExposure)	Checks an order against the pre-trade limits.