QuantConnect.Securities.Option.OptionStrategyPositionGroupBuyingPowerModel Member List

This is the complete list of members for QuantConnect.Securities.Option.OptionStrategyPositionGroupBuyingPowerModel, including all inherited members.

Equals(IPositionGroupBuyingPowerModel other)	QuantConnect.Securities.Positions.PositionGroupBuyingPowerModel	virtual
Equals(object obj)	QuantConnect.Securities.Positions.PositionGroupBuyingPowerModel
GetContemplatedGroupsInitialMargin(SecurityPortfolioManager portfolio, PositionGroupCollection contemplatedGroups, List< IPosition > ordersPositions)	QuantConnect.Securities.Option.OptionStrategyPositionGroupBuyingPowerModel	protectedvirtual
GetHashCode()	QuantConnect.Securities.Positions.PositionGroupBuyingPowerModel
GetInitialMarginRequiredForOrder(PositionGroupInitialMarginForOrderParameters parameters)	QuantConnect.Securities.Option.OptionStrategyPositionGroupBuyingPowerModel	virtual
GetInitialMarginRequirement(PositionGroupInitialMarginParameters parameters)	QuantConnect.Securities.Option.OptionStrategyPositionGroupBuyingPowerModel	virtual
GetMaintenanceMargin(PositionGroupMaintenanceMarginParameters parameters)	QuantConnect.Securities.Option.OptionStrategyPositionGroupBuyingPowerModel	virtual
GetMaximumLotsForDeltaBuyingPower(GetMaximumLotsForDeltaBuyingPowerParameters parameters)	QuantConnect.Securities.Positions.PositionGroupBuyingPowerModel	virtual
GetMaximumLotsForTargetBuyingPower(GetMaximumLotsForTargetBuyingPowerParameters parameters)	QuantConnect.Securities.Positions.PositionGroupBuyingPowerModel	virtual
GetOrderFeeInAccountCurrency(SecurityPortfolioManager portfolio, IPositionGroup positionGroup)	QuantConnect.Securities.Positions.PositionGroupBuyingPowerModel	protectedvirtual
GetPositionGroupBuyingPower(PositionGroupBuyingPowerParameters parameters)	QuantConnect.Securities.Positions.PositionGroupBuyingPowerModel
GetPositionGroupOrderQuantity(SecurityPortfolioManager portfolio, IPositionGroup currentPositionGroup, decimal currentUsedMargin, decimal targetFinalMargin, IPositionGroup groupUnit, decimal unitMargin, out decimal finalMargin)	QuantConnect.Securities.Positions.PositionGroupBuyingPowerModel
GetReservedBuyingPowerForPositionGroup(ReservedBuyingPowerForPositionGroupParameters parameters)	QuantConnect.Securities.Positions.PositionGroupBuyingPowerModel	virtual
GetReservedBuyingPowerImpact(ReservedBuyingPowerImpactParameters parameters)	QuantConnect.Securities.Positions.PositionGroupBuyingPowerModel	virtual
HasSufficientBuyingPowerForOrder(HasSufficientPositionGroupBuyingPowerForOrderParameters parameters)	QuantConnect.Securities.Positions.PositionGroupBuyingPowerModel	virtual
OptionStrategyPositionGroupBuyingPowerModel(OptionStrategy optionStrategy)	QuantConnect.Securities.Option.OptionStrategyPositionGroupBuyingPowerModel
PassesPositionGroupSpecificBuyingPowerForOrderChecks(HasSufficientPositionGroupBuyingPowerForOrderParameters parameters, decimal availableBuyingPower)	QuantConnect.Securities.Positions.PositionGroupBuyingPowerModel	protectedvirtual
PositionGroupBuyingPowerModel(decimal requiredFreeBuyingPowerPercent=0m)	QuantConnect.Securities.Positions.PositionGroupBuyingPowerModel	protected
RequiredFreeBuyingPowerPercent	QuantConnect.Securities.Positions.PositionGroupBuyingPowerModel	protected
ToAccountCurrency(SecurityPortfolioManager portfolio, CashAmount cash)	QuantConnect.Securities.Positions.PositionGroupBuyingPowerModel	protectedvirtual
ToString()	QuantConnect.Securities.Option.OptionStrategyPositionGroupBuyingPowerModel
UnableToConverge(decimal currentMarginDifference, decimal lastMarginDifference, IPositionGroup groupUnit, SecurityPortfolioManager portfolio, decimal positionGroupQuantity, decimal targetMargin, decimal currentMargin, decimal absUnitMargin, out ArgumentException error)	QuantConnect.Securities.Positions.PositionGroupBuyingPowerModel	protectedstatic