WU_PortfolioParams Struct Reference

The parameters to define a portfolio. More...

#include <portfolios.h>

Data Fields
WU_Direction	direction
double	initial_cash
double	risk_free_rate
WU_ExecutionPolicy	execution_policy
WU_BorrowParams	borrow_params
WU_PositionSizingParams	position_sizing

Detailed Description

The parameters to define a portfolio.

Definition at line 93 of file portfolios.h.

Field Documentation

borrow_params

WU_BorrowParams WU_PortfolioParams::borrow_params

Definition at line 98 of file portfolios.h.

direction

WU_Direction WU_PortfolioParams::direction

Definition at line 94 of file portfolios.h.

execution_policy

WU_ExecutionPolicy WU_PortfolioParams::execution_policy

Definition at line 97 of file portfolios.h.

initial_cash

double WU_PortfolioParams::initial_cash

Definition at line 95 of file portfolios.h.

position_sizing

WU_PositionSizingParams WU_PortfolioParams::position_sizing

Definition at line 99 of file portfolios.h.

risk_free_rate

double WU_PortfolioParams::risk_free_rate

Definition at line 96 of file portfolios.h.

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

• include/wu/portfolios.h