QuantConnect.Securities.Future.FutureMarginModel Member List

This is the complete list of members for QuantConnect.Securities.Future.FutureMarginModel, including all inherited members.

BuyingPowerModel()	QuantConnect.Securities.BuyingPowerModel
BuyingPowerModel(decimal initialMarginRequirement, decimal maintenanceMarginRequirement, decimal requiredFreeBuyingPowerPercent)	QuantConnect.Securities.BuyingPowerModel
BuyingPowerModel(decimal leverage, decimal requiredFreeBuyingPowerPercent=0)	QuantConnect.Securities.BuyingPowerModel
EnableIntradayMargins	QuantConnect.Securities.Future.FutureMarginModel
FutureMarginModel(decimal requiredFreeBuyingPowerPercent=0, Security security=null)	QuantConnect.Securities.Future.FutureMarginModel
GetAmountToOrder([NotNull]Security security, decimal targetMargin, decimal marginForOneUnit, out decimal finalMargin)	QuantConnect.Securities.BuyingPowerModel
GetBuyingPower(BuyingPowerParameters parameters)	QuantConnect.Securities.BuyingPowerModel	virtual
GetInitialMarginRequiredForOrder(InitialMarginRequiredForOrderParameters parameters)	QuantConnect.Securities.Future.FutureMarginModel	virtual
GetInitialMarginRequirement(InitialMarginParameters parameters)	QuantConnect.Securities.Future.FutureMarginModel	virtual
GetLeverage(Security security)	QuantConnect.Securities.Future.FutureMarginModel	virtual
GetMaintenanceMargin(MaintenanceMarginParameters parameters)	QuantConnect.Securities.Future.FutureMarginModel	virtual
GetMarginRemaining(SecurityPortfolioManager portfolio, Security security, OrderDirection direction)	QuantConnect.Securities.BuyingPowerModel	protectedvirtual
GetMaximumOrderQuantityForDeltaBuyingPower(GetMaximumOrderQuantityForDeltaBuyingPowerParameters parameters)	QuantConnect.Securities.BuyingPowerModel	virtual
GetMaximumOrderQuantityForTargetBuyingPower(GetMaximumOrderQuantityForTargetBuyingPowerParameters parameters)	QuantConnect.Securities.Future.FutureMarginModel	virtual
GetReservedBuyingPowerForPosition(ReservedBuyingPowerForPositionParameters parameters)	QuantConnect.Securities.BuyingPowerModel	virtual
HasSufficientBuyingPowerForOrder(HasSufficientBuyingPowerForOrderParameters parameters)	QuantConnect.Securities.BuyingPowerModel	virtual
InitialIntradayMarginRequirement	QuantConnect.Securities.Future.FutureMarginModel
InitialOvernightMarginRequirement	QuantConnect.Securities.Future.FutureMarginModel
MaintenanceIntradayMarginRequirement	QuantConnect.Securities.Future.FutureMarginModel
MaintenanceOvernightMarginRequirement	QuantConnect.Securities.Future.FutureMarginModel
Null	QuantConnect.Securities.BuyingPowerModel	static
RequiredFreeBuyingPowerPercent	QuantConnect.Securities.BuyingPowerModel	protected
SecurityMarginModel()	QuantConnect.Securities.SecurityMarginModel
SecurityMarginModel(decimal initialMarginRequirement, decimal maintenanceMarginRequirement, decimal requiredFreeBuyingPowerPercent)	QuantConnect.Securities.SecurityMarginModel
SecurityMarginModel(decimal leverage, decimal requiredFreeBuyingPowerPercent=0)	QuantConnect.Securities.SecurityMarginModel
SetLeverage(Security security, decimal leverage)	QuantConnect.Securities.Future.FutureMarginModel	virtual