Lean  $LEAN_TAG$
QuantConnect.Indicators.Gamma Member List

This is the complete list of members for QuantConnect.Indicators.Gamma, including all inherited members.

_dividendYieldModelQuantConnect.Indicators.OptionIndicatorBaseprotected
_oppositeOptionSymbolQuantConnect.Indicators.OptionIndicatorBaseprotected
_optionModelQuantConnect.Indicators.OptionIndicatorBaseprotected
_riskFreeInterestRateModelQuantConnect.Indicators.OptionIndicatorBaseprotected
_underlyingSymbolQuantConnect.Indicators.OptionIndicatorBaseprotected
CalculateGreek(decimal timeTillExpiry)QuantConnect.Indicators.Gammaprotectedvirtual
ComputeIndicator()QuantConnect.Indicators.OptionGreeksIndicatorBaseprotectedvirtual
ComputeNextValue(IBaseData input)QuantConnect.Indicators.OptionIndicatorBaseprotected
MultiSymbolIndicator< IBaseData >.ComputeNextValue(TInput input)QuantConnect.Indicators.MultiSymbolIndicator< IBaseData >protected
DataBySymbolQuantConnect.Indicators.MultiSymbolIndicator< IBaseData >protected
DividendYieldQuantConnect.Indicators.OptionIndicatorBase
ExpiryQuantConnect.Indicators.OptionIndicatorBase
Gamma(string name, Symbol option, IRiskFreeInterestRateModel riskFreeRateModel, IDividendYieldModel dividendYieldModel, Symbol mirrorOption=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null)QuantConnect.Indicators.Gamma
Gamma(Symbol option, IRiskFreeInterestRateModel riskFreeRateModel, IDividendYieldModel dividendYieldModel, Symbol mirrorOption=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null)QuantConnect.Indicators.Gamma
Gamma(string name, Symbol option, PyObject riskFreeRateModel, PyObject dividendYieldModel, Symbol mirrorOption=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null)QuantConnect.Indicators.Gamma
Gamma(Symbol option, PyObject riskFreeRateModel, PyObject dividendYieldModel, Symbol mirrorOption=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null)QuantConnect.Indicators.Gamma
Gamma(string name, Symbol option, IRiskFreeInterestRateModel riskFreeRateModel, decimal dividendYield=0.0m, Symbol mirrorOption=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null)QuantConnect.Indicators.Gamma
Gamma(Symbol option, IRiskFreeInterestRateModel riskFreeRateModel, decimal dividendYield=0.0m, Symbol mirrorOption=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null)QuantConnect.Indicators.Gamma
Gamma(string name, Symbol option, PyObject riskFreeRateModel, decimal dividendYield=0.0m, Symbol mirrorOption=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null)QuantConnect.Indicators.Gamma
Gamma(Symbol option, PyObject riskFreeRateModel, decimal dividendYield=0.0m, Symbol mirrorOption=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null)QuantConnect.Indicators.Gamma
Gamma(string name, Symbol option, decimal riskFreeRate=0.05m, decimal dividendYield=0.0m, Symbol mirrorOption=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null)QuantConnect.Indicators.Gamma
Gamma(Symbol option, decimal riskFreeRate=0.05m, decimal dividendYield=0.0m, Symbol mirrorOption=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null)QuantConnect.Indicators.Gamma
GetOptionModel(OptionPricingModelType? optionModel, OptionStyle optionStyle)QuantConnect.Indicators.OptionIndicatorBasestatic
ImpliedVolatilityQuantConnect.Indicators.OptionGreeksIndicatorBase
IndicatorValueQuantConnect.Indicators.MultiSymbolIndicator< IBaseData >protected
IsReadyQuantConnect.Indicators.OptionGreeksIndicatorBase
MultiSymbolIndicator(string name, IEnumerable< Symbol > symbols, int period)QuantConnect.Indicators.MultiSymbolIndicator< IBaseData >protected
OppositePriceQuantConnect.Indicators.OptionIndicatorBase
OptionGreeksIndicatorBase(string name, Symbol option, IRiskFreeInterestRateModel riskFreeRateModel, IDividendYieldModel dividendYieldModel, Symbol mirrorOption=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null)QuantConnect.Indicators.OptionGreeksIndicatorBaseprotected
OptionGreeksIndicatorBase(string name, Symbol option, IRiskFreeInterestRateModel riskFreeRateModel, decimal dividendYield=0.0m, Symbol mirrorOption=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null)QuantConnect.Indicators.OptionGreeksIndicatorBaseprotected
OptionGreeksIndicatorBase(string name, Symbol option, decimal riskFreeRate=0.05m, decimal dividendYield=0.0m, Symbol mirrorOption=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null)QuantConnect.Indicators.OptionGreeksIndicatorBaseprotected
OptionGreeksIndicatorBase(string name, Symbol option, PyObject riskFreeRateModel, PyObject dividendYieldModel, Symbol mirrorOption=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null)QuantConnect.Indicators.OptionGreeksIndicatorBaseprotected
OptionGreeksIndicatorBase(string name, Symbol option, PyObject riskFreeRateModel, decimal dividendYield=0.0m, Symbol mirrorOption=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null)QuantConnect.Indicators.OptionGreeksIndicatorBaseprotected
OptionIndicatorBase(string name, Symbol option, IRiskFreeInterestRateModel riskFreeRateModel, IDividendYieldModel dividendYieldModel, Symbol mirrorOption=null, OptionPricingModelType? optionModel=null, int period=1)QuantConnect.Indicators.OptionIndicatorBaseprotected
OptionSymbolQuantConnect.Indicators.OptionIndicatorBase
PriceQuantConnect.Indicators.OptionIndicatorBase
Reset()QuantConnect.Indicators.OptionGreeksIndicatorBase
RightQuantConnect.Indicators.OptionIndicatorBase
RiskFreeRateQuantConnect.Indicators.OptionIndicatorBase
StrikeQuantConnect.Indicators.OptionIndicatorBase
StyleQuantConnect.Indicators.OptionIndicatorBase
UnderlyingPriceQuantConnect.Indicators.OptionIndicatorBase
UseMirrorContractQuantConnect.Indicators.OptionIndicatorBase
WarmUpPeriodQuantConnect.Indicators.MultiSymbolIndicator< IBaseData >