Option strategy specification class. Describes option strategy and its parameters for trading. More...

Classes
class	LegData
	Defines common properties between OptionLegData and UnderlyingLegData More...

class	OptionLegData
	This class is a POCO containing basic data for the option legs of the strategy More...

class	UnderlyingLegData
	This class is a POCO containing basic data for the underlying leg of the strategy More...

Properties
string	Name `[get, set]`
	Option strategy name More...

Symbol	CanonicalOption `[get, set]`
	The canonical Option symbol of the strategy More...

Symbol	Underlying `[get, set]`
	Underlying symbol of the strategy More...

List< OptionLegData >	OptionLegs = new List<OptionLegData>() `[get, set]`
	Option strategy legs More...

List< UnderlyingLegData >	UnderlyingLegs = new List<UnderlyingLegData>() `[get, set]`
	Option strategy underlying legs (usually 0 or 1 legs) More...

Detailed Description

Option strategy specification class. Describes option strategy and its parameters for trading.

Definition at line 25 of file OptionStrategy.cs.

Property Documentation

string QuantConnect.Securities.Option.OptionStrategy.Name

getset

Option strategy name

Definition at line 30 of file OptionStrategy.cs.

Symbol QuantConnect.Securities.Option.OptionStrategy.CanonicalOption

getset

The canonical Option symbol of the strategy

Definition at line 35 of file OptionStrategy.cs.

Symbol QuantConnect.Securities.Option.OptionStrategy.Underlying

getset

Underlying symbol of the strategy

Definition at line 40 of file OptionStrategy.cs.

List<OptionLegData> QuantConnect.Securities.Option.OptionStrategy.OptionLegs = new List<OptionLegData>()

getset

Option strategy legs

Definition at line 45 of file OptionStrategy.cs.

List<UnderlyingLegData> QuantConnect.Securities.Option.OptionStrategy.UnderlyingLegs = new List<UnderlyingLegData>()

getset

Option strategy underlying legs (usually 0 or 1 legs)

Definition at line 50 of file OptionStrategy.cs.

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