Settlement model which can handle daily profit and loss settlement More...

Inheritance diagram for QuantConnect.Securities.Future.FutureSettlementModel:

Public Member Functions
override void	ApplyFunds (ApplyFundsSettlementModelParameters applyFundsParameters)
	Applies unsettledContractsTodaysProfit settlement rules More...

override void	Scan (ScanSettlementModelParameters settlementParameters)
	Scan for pending settlements More...

void	SetLocalDateTimeFrontier (DateTime newLocalTime)
	Set the current datetime in terms of the exchange's local time zone More...

Public Member Functions inherited from QuantConnect.Securities.ImmediateSettlementModel
virtual CashAmount	GetUnsettledCash ()
	Gets the unsettled cash amount for the security More...

Detailed Description

Settlement model which can handle daily profit and loss settlement

Definition at line 24 of file FutureSettlementModel.cs.

Member Function Documentation

override void QuantConnect.Securities.Future.FutureSettlementModel.ApplyFunds ( ApplyFundsSettlementModelParameters applyFundsParameters )

virtual

Applies unsettledContractsTodaysProfit settlement rules

Parameters

applyFundsParameters The funds application parameters

Definition at line 34 of file FutureSettlementModel.cs.

override void QuantConnect.Securities.Future.FutureSettlementModel.Scan ( ScanSettlementModelParameters settlementParameters )

virtual

Scan for pending settlements

Parameters

settlementParameters The settlement parameters

Definition at line 65 of file FutureSettlementModel.cs.

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void QuantConnect.Securities.Future.FutureSettlementModel.SetLocalDateTimeFrontier ( DateTime newLocalTime )

Set the current datetime in terms of the exchange's local time zone

Parameters

newLocalTime Current local time

Definition at line 98 of file FutureSettlementModel.cs.

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