Parameters for IBuyingPowerModel.GetMaintenanceMargin More...

Public Member Functions
	MaintenanceMarginParameters (Security security, decimal quantity, decimal holdingsCost, decimal holdingsValue)
	Initializes a new instance of the MaintenanceMarginParameters class More...

MaintenanceMarginParameters	ForUnderlying (decimal quantity)
	Creates a new instance of MaintenanceMarginParameters for the security's underlying More...

Static Public Member Functions
static MaintenanceMarginParameters	ForCurrentHoldings (Security security)
	Creates a new instance of the MaintenanceMarginParameters class to compute the maintenance margin required to support the algorithm's current holdings More...

static MaintenanceMarginParameters	ForQuantityAtCurrentPrice (Security security, decimal quantity)
	Creates a new instance of the MaintenanceMarginParameters class to compute the maintenance margin required to support the specified quantity of holdings at current market prices More...

Public Attributes
decimal	AbsoluteQuantity => Math.Abs(Quantity)
	Gets the absolute quantity of the security More...

decimal	AbsoluteHoldingsCost => Math.Abs(HoldingsCost)
	Gets the absolute holdings cost of the security More...

decimal	AbsoluteHoldingsValue => Math.Abs(HoldingsValue)
	Gets the absolute holdings value of the security More...

Properties
Security	Security `[get]`
	Gets the security More...

decimal	Quantity `[get]`
	Gets the quantity of the security More...

decimal	HoldingsCost `[get]`
	Gets the holdings cost of the security More...

decimal	HoldingsValue `[get]`
	Gets the holdings value of the security More...

Detailed Description

Parameters for IBuyingPowerModel.GetMaintenanceMargin

Definition at line 23 of file MaintenanceMarginParameters.cs.

Constructor & Destructor Documentation

◆ MaintenanceMarginParameters()

QuantConnect.Securities.MaintenanceMarginParameters.MaintenanceMarginParameters	(	Security	security,
		decimal	quantity,
		decimal	holdingsCost,
		decimal	holdingsValue
	)

Initializes a new instance of the MaintenanceMarginParameters class

Parameters

security	The security
quantity	The quantity
holdingsCost	The holdings cost
holdingsValue	The holdings value

Definition at line 67 of file MaintenanceMarginParameters.cs.

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Member Function Documentation

◆ ForCurrentHoldings()

static MaintenanceMarginParameters QuantConnect.Securities.MaintenanceMarginParameters.ForCurrentHoldings ( Security security )

static

Creates a new instance of the MaintenanceMarginParameters class to compute the maintenance margin required to support the algorithm's current holdings

Definition at line 84 of file MaintenanceMarginParameters.cs.

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◆ ForQuantityAtCurrentPrice()

static MaintenanceMarginParameters QuantConnect.Securities.MaintenanceMarginParameters.ForQuantityAtCurrentPrice	(	Security	security,
		decimal	quantity
	)

static

Creates a new instance of the MaintenanceMarginParameters class to compute the maintenance margin required to support the specified quantity of holdings at current market prices

Definition at line 97 of file MaintenanceMarginParameters.cs.

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