Provides an implementation of ISecurityPortfolioModel for options that supports default fills as well as option exercising. More...

Inheritance diagram for QuantConnect.Securities.Option.OptionPortfolioModel:

Public Member Functions
override void	ProcessFill (SecurityPortfolioManager portfolio, Security security, OrderEvent fill)
	Performs application of an OrderEvent to the portfolio More...

void	ProcessExerciseFill (SecurityPortfolioManager portfolio, Security security, Order order, OrderEvent fill)
	Processes exercise/assignment event to the portfolio More...

Detailed Description

Provides an implementation of ISecurityPortfolioModel for options that supports default fills as well as option exercising.

Definition at line 26 of file OptionPortfolioModel.cs.

Member Function Documentation

override void QuantConnect.Securities.Option.OptionPortfolioModel.ProcessFill	(	SecurityPortfolioManager	portfolio,
		Security	security,
		OrderEvent	fill
	)

virtual

Performs application of an OrderEvent to the portfolio

Parameters

portfolio	The algorithm's portfolio
security	Option security
fill	The order event fill object to be applied

Definition at line 34 of file OptionPortfolioModel.cs.

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void QuantConnect.Securities.Option.OptionPortfolioModel.ProcessExerciseFill	(	SecurityPortfolioManager	portfolio,
		Security	security,
		Order	order,
		OrderEvent	fill
	)

Processes exercise/assignment event to the portfolio

Parameters

portfolio	The algorithm's portfolio
security	Option security
order	The order object to be applied
fill	The order event fill object to be applied

Definition at line 61 of file OptionPortfolioModel.cs.

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