QuantConnect.Securities.OptionInitialMargin Class Reference
Result type for Option.OptionStrategyPositionGroupBuyingPowerModel.GetInitialMarginRequirement More...
Inheritance diagram for QuantConnect.Securities.OptionInitialMargin:
Public Member Functions | |
| OptionInitialMargin (decimal value, decimal premium) | |
| Initializes a new instance of the OptionInitialMargin class More... | |
 Public Member Functions inherited from QuantConnect.Securities.InitialMargin | |
| InitialMargin (decimal value) | |
| Initializes a new instance of the InitialMargin class More... | |
Properties | |
| static OptionInitialMargin | Zero = new OptionInitialMargin(0m, 0m) [get] |
| Gets an instance of OptionInitialMargin with zero values More... | |
| decimal | Premium [get] |
| The option/strategy premium value in account currency More... | |
| decimal | ValueWithoutPremium [get] |
| The initial margin value in account currency, not including the premium in cases that apply (premium debited) More... | |
| Properties inherited from QuantConnect.Securities.InitialMargin | |
| static InitialMargin | Zero = new InitialMargin(0m) [get] |
| Gets an instance of InitialMargin with zero values More... | |
| decimal | Value [get] |
| The initial margin value in account currency More... | |
Additional Inherited Members | |
| Static Public Member Functions inherited from QuantConnect.Securities.InitialMargin | |
| static implicit | operator decimal (InitialMargin margin) |
| Implicit operator InitialMargin -> decimal More... | |
| static implicit | operator InitialMargin (decimal margin) |
| Implicit operator decimal -> InitialMargin More... | |
Detailed Description
Result type for Option.OptionStrategyPositionGroupBuyingPowerModel.GetInitialMarginRequirement
Definition at line 23 of file OptionInitialMargin.cs.
Constructor & Destructor Documentation
◆ OptionInitialMargin()
| QuantConnect.Securities.OptionInitialMargin.OptionInitialMargin | ( | decimal | value, |
| decimal | premium | ||
| ) |
Initializes a new instance of the OptionInitialMargin class
- Parameters
-
value The initial margin premium The premium of the option/option strategy
Definition at line 45 of file OptionInitialMargin.cs.
Property Documentation
◆ Zero
|
staticget |
Gets an instance of OptionInitialMargin with zero values
Definition at line 28 of file OptionInitialMargin.cs.
◆ Premium
|
get |
The option/strategy premium value in account currency
Definition at line 33 of file OptionInitialMargin.cs.
◆ ValueWithoutPremium
|
get |
The initial margin value in account currency, not including the premium in cases that apply (premium debited)
Definition at line 38 of file OptionInitialMargin.cs.
The documentation for this class was generated from the following file:
- Common/Securities/OptionInitialMargin.cs
