POCO class for modeling margin requirements at given date More...

Static Public Member Functions
static MarginRequirementsEntry	Create (string csvLine)
	Creates a new instance of MarginRequirementsEntry from the specified csv line More...

Properties
DateTime	Date `[get]`
	Date of margin requirements change More...

decimal	InitialOvernight `[get]`
	Initial overnight margin for the contract effective from the date of change More...

decimal	MaintenanceOvernight `[get]`
	Maintenance overnight margin for the contract effective from the date of change More...

decimal	InitialIntraday `[get]`
	Initial intraday margin for the contract effective from the date of change More...

decimal	MaintenanceIntraday `[get]`
	Maintenance intraday margin for the contract effective from the date of change More...

Detailed Description

POCO class for modeling margin requirements at given date

Definition at line 25 of file MarginRequirementsEntry.cs.

Member Function Documentation

◆ Create()

static MarginRequirementsEntry QuantConnect.Securities.Future.MarginRequirementsEntry.Create ( string csvLine )

static

Creates a new instance of MarginRequirementsEntry from the specified csv line

Parameters

csvLine The csv line to be parsed

Returns: A new MarginRequirementsEntry for the specified csv line

Definition at line 57 of file MarginRequirementsEntry.cs.

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Property Documentation

◆ Date

DateTime QuantConnect.Securities.Future.MarginRequirementsEntry.Date

get

Date of margin requirements change

Definition at line 30 of file MarginRequirementsEntry.cs.

◆ InitialOvernight

decimal QuantConnect.Securities.Future.MarginRequirementsEntry.InitialOvernight

get

Initial overnight margin for the contract effective from the date of change

Definition at line 35 of file MarginRequirementsEntry.cs.

◆ MaintenanceOvernight

decimal QuantConnect.Securities.Future.MarginRequirementsEntry.MaintenanceOvernight

get

Maintenance overnight margin for the contract effective from the date of change

Definition at line 40 of file MarginRequirementsEntry.cs.

◆ InitialIntraday

decimal QuantConnect.Securities.Future.MarginRequirementsEntry.InitialIntraday

get

Initial intraday margin for the contract effective from the date of change

Definition at line 45 of file MarginRequirementsEntry.cs.

◆ MaintenanceIntraday

decimal QuantConnect.Securities.Future.MarginRequirementsEntry.MaintenanceIntraday

get

Maintenance intraday margin for the contract effective from the date of change

Definition at line 50 of file MarginRequirementsEntry.cs.

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

Common/Securities/Future/MarginRequirementsEntry.cs

Static Public Member Functions

Properties