Searched refs:dailyPosition (Results 1 – 3 of 3) sorted by relevance
50 const EnergyDailyPosition& dailyPosition = i->second; in operator <<() local53 << std::setprecision(6) << dailyPosition.payLegPrice in operator <<()55 << std::setprecision(6) << dailyPosition.receiveLegPrice in operator <<()57 << std::setprecision(2) << dailyPosition.quantityAmount in operator <<()59 << std::setprecision(2) << dailyPosition.riskDelta in operator <<()62 << (dailyPosition.unrealized ? dailyPosition.quantityAmount : 0) in operator <<()
198 EnergyDailyPosition& dailyPosition = dpi->second; in performCalculations() local199 dailyPosition.quantityAmount = avgDailyQuantityAmount; in performCalculations()200 dailyPosition.riskDelta = in performCalculations()201 … (-dailyPosition.payLegPrice + dailyPosition.receiveLegPrice) * avgDailyQuantityAmount; in performCalculations()202 payLegValue += -dailyPosition.payLegPrice * avgDailyQuantityAmount; in performCalculations()203 receiveLegValue += dailyPosition.receiveLegPrice * avgDailyQuantityAmount; in performCalculations()
241 EnergyDailyPosition& dailyPosition = dpi->second; in performCalculations() local242 dailyPosition.quantityAmount = avgDailyQuantityAmount; in performCalculations()243 dailyPosition.riskDelta = in performCalculations()244 … (-dailyPosition.payLegPrice + dailyPosition.receiveLegPrice) * avgDailyQuantityAmount; in performCalculations()245 payLegValue += -dailyPosition.payLegPrice * avgDailyQuantityAmount; in performCalculations()246 receiveLegValue += dailyPosition.receiveLegPrice * avgDailyQuantityAmount; in performCalculations()