QuantConnect.Securities.Option.OptionStrategy.OptionLegData Class Reference
This class is a POCO containing basic data for the option legs of the strategy More...
Inheritance diagram for QuantConnect.Securities.Option.OptionStrategy.OptionLegData:
Public Member Functions | |
| override void | Invoke (Action< UnderlyingLegData > underlyingHandler, Action< OptionLegData > optionHandler) |
| Invokes the optionHandler More... | |
Static Public Member Functions | |
| static OptionLegData | Create (int quantity, Symbol symbol, decimal? orderPrice=null) |
| Creates a new instance of OptionLegData from the specified parameters More... | |
 Static Public Member Functions inherited from QuantConnect.Orders.Leg | |
| static Leg | Create (Symbol symbol, int quantity, decimal? limitPrice=null) |
| Creates a new instance More... | |
Properties | |
| OptionRight | Right [get, set] |
| Option right (type) of the option leg More... | |
| DateTime | Expiration [get, set] |
| Expiration date of the leg More... | |
| decimal | Strike [get, set] |
| Strike price of the leg More... | |
| Properties inherited from QuantConnect.Orders.Leg | |
| Symbol | Symbol [get, set] |
| The legs symbol More... | |
| int | Quantity [get, set] |
| Quantity multiplier used to specify proper scale (and direction) of the leg within the strategy More... | |
| decimal? | OrderPrice [get, set] |
| Order limit price of the leg in case limit order is sent to the market on strategy execution More... | |
Detailed Description
This class is a POCO containing basic data for the option legs of the strategy
Definition at line 66 of file OptionStrategy.cs.
Member Function Documentation
◆ Create()
|
static |
Creates a new instance of OptionLegData from the specified parameters
Definition at line 86 of file OptionStrategy.cs.
Here is the caller graph for this function:
◆ Invoke()
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virtual |
Invokes the optionHandler
Implements QuantConnect.Securities.Option.OptionStrategy.LegData.
Definition at line 102 of file OptionStrategy.cs.
Property Documentation
◆ Right
|
getset |
Option right (type) of the option leg
Definition at line 71 of file OptionStrategy.cs.
◆ Expiration
|
getset |
Expiration date of the leg
Definition at line 76 of file OptionStrategy.cs.
◆ Strike
|
getset |
Strike price of the leg
Definition at line 81 of file OptionStrategy.cs.
The documentation for this class was generated from the following file:
- Common/Securities/Option/OptionStrategy.cs
