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QuantConnect.Securities.Option.FuturesOptionsMarginModel Member List

This is the complete list of members for QuantConnect.Securities.Option.FuturesOptionsMarginModel, 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
EnableIntradayMarginsQuantConnect.Securities.Future.FutureMarginModel
FutureMarginModel(decimal requiredFreeBuyingPowerPercent=0, Security security=null)QuantConnect.Securities.Future.FutureMarginModel
FuturesOptionsMarginModel(decimal requiredFreeBuyingPowerPercent=0, Option futureOption=null)QuantConnect.Securities.Option.FuturesOptionsMarginModel
GetAmountToOrder([NotNull]Security security, decimal targetMargin, decimal marginForOneUnit, out decimal finalMargin)QuantConnect.Securities.BuyingPowerModel
GetBuyingPower(BuyingPowerParameters parameters)QuantConnect.Securities.BuyingPowerModelvirtual
GetInitialMarginRequiredForOrder(InitialMarginRequiredForOrderParameters parameters)QuantConnect.Securities.Future.FutureMarginModelvirtual
GetInitialMarginRequirement(InitialMarginParameters parameters)QuantConnect.Securities.Option.FuturesOptionsMarginModelvirtual
GetLeverage(Security security)QuantConnect.Securities.Future.FutureMarginModelvirtual
GetMaintenanceMargin(MaintenanceMarginParameters parameters)QuantConnect.Securities.Option.FuturesOptionsMarginModelvirtual
GetMarginRemaining(SecurityPortfolioManager portfolio, Security security, OrderDirection direction)QuantConnect.Securities.BuyingPowerModelprotectedvirtual
GetMarginRequirement(Option option, decimal underlyingRequirement, PositionSide positionSide=PositionSide.Long)QuantConnect.Securities.Option.FuturesOptionsMarginModelstatic
GetMaximumOrderQuantityForDeltaBuyingPower(GetMaximumOrderQuantityForDeltaBuyingPowerParameters parameters)QuantConnect.Securities.BuyingPowerModelvirtual
GetMaximumOrderQuantityForTargetBuyingPower(GetMaximumOrderQuantityForTargetBuyingPowerParameters parameters)QuantConnect.Securities.Future.FutureMarginModelvirtual
GetReservedBuyingPowerForPosition(ReservedBuyingPowerForPositionParameters parameters)QuantConnect.Securities.BuyingPowerModelvirtual
HasSufficientBuyingPowerForOrder(HasSufficientBuyingPowerForOrderParameters parameters)QuantConnect.Securities.BuyingPowerModelvirtual
InitialIntradayMarginRequirementQuantConnect.Securities.Option.FuturesOptionsMarginModel
InitialOvernightMarginRequirementQuantConnect.Securities.Option.FuturesOptionsMarginModel
MaintenanceIntradayMarginRequirementQuantConnect.Securities.Option.FuturesOptionsMarginModel
MaintenanceOvernightMarginRequirementQuantConnect.Securities.Option.FuturesOptionsMarginModel
NullQuantConnect.Securities.BuyingPowerModelstatic
RequiredFreeBuyingPowerPercentQuantConnect.Securities.BuyingPowerModelprotected
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.FutureMarginModelvirtual