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Lean
$LEAN_TAG$
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This is the complete list of members for QuantConnect.Securities.Option.OptionStrategies, including all inherited members.
| BearCallLadder(Symbol canonicalOption, decimal lowerStrike, decimal middleStrike, decimal higherStrike, DateTime expiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| BearCallSpread(Symbol canonicalOption, decimal leg1Strike, decimal leg2Strike, DateTime expiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| BearPutLadder(Symbol canonicalOption, decimal higherStrike, decimal middleStrike, decimal lowerStrike, DateTime expiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| BearPutSpread(Symbol canonicalOption, decimal leg1Strike, decimal leg2Strike, DateTime expiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| BoxSpread(Symbol canonicalOption, decimal higherStrike, decimal lowerStrike, DateTime expiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| BullCallLadder(Symbol canonicalOption, decimal lowerStrike, decimal middleStrike, decimal higherStrike, DateTime expiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| BullCallSpread(Symbol canonicalOption, decimal leg1Strike, decimal leg2Strike, DateTime expiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| BullPutLadder(Symbol canonicalOption, decimal higherStrike, decimal middleStrike, decimal lowerStrike, DateTime expiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| BullPutSpread(Symbol canonicalOption, decimal leg1Strike, decimal leg2Strike, DateTime expiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| ButterflyCall(Symbol canonicalOption, decimal higherStrike, decimal middleStrike, decimal lowerStrike, DateTime expiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| ButterflyPut(Symbol canonicalOption, decimal higherStrike, decimal middleStrike, decimal lowerStrike, DateTime expiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| CallBackspread(Symbol canonicalOption, decimal lowerStrike, decimal higherStrike, DateTime expiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| CallButterfly(Symbol canonicalOption, decimal higherStrike, decimal middleStrike, decimal lowerStrike, DateTime expiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| CallCalendarSpread(Symbol canonicalOption, decimal strike, DateTime nearExpiration, DateTime farExpiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| Conversion(Symbol canonicalOption, decimal strike, DateTime expiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| CoveredCall(Symbol canonicalOption, decimal strike, DateTime expiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| CoveredPut(Symbol canonicalOption, decimal strike, DateTime expiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| IronButterfly(Symbol canonicalOption, decimal otmPutStrike, decimal atmStrike, decimal otmCallStrike, DateTime expiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| IronCondor(Symbol canonicalOption, decimal longPutStrike, decimal shortPutStrike, decimal shortCallStrike, decimal longCallStrike, DateTime expiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| JellyRoll(Symbol canonicalOption, decimal strike, DateTime nearExpiration, DateTime farExpiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| NakedCall(Symbol canonicalOption, decimal strike, DateTime expiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| NakedPut(Symbol canonicalOption, decimal strike, DateTime expiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| ProtectiveCall(Symbol canonicalOption, decimal strike, DateTime expiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| ProtectiveCollar(Symbol canonicalOption, decimal callStrike, decimal putStrike, DateTime expiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| ProtectivePut(Symbol canonicalOption, decimal strike, DateTime expiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| PutBackspread(Symbol canonicalOption, decimal higherStrike, decimal lowerStrike, DateTime expiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| PutButterfly(Symbol canonicalOption, decimal higherStrike, decimal middleStrike, decimal lowerStrike, DateTime expiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| PutCalendarSpread(Symbol canonicalOption, decimal strike, DateTime nearExpiration, DateTime farExpiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| ReverseConversion(Symbol canonicalOption, decimal strike, DateTime expiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| ShortBoxSpread(Symbol canonicalOption, decimal higherStrike, decimal lowerStrike, DateTime expiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| ShortButterflyCall(Symbol canonicalOption, decimal higherStrike, decimal middleStrike, decimal lowerStrike, DateTime expiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| ShortButterflyPut(Symbol canonicalOption, decimal higherStrike, decimal middleStrike, decimal lowerStrike, DateTime expiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| ShortCallBackspread(Symbol canonicalOption, decimal lowerStrike, decimal higherStrike, DateTime expiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| ShortCallCalendarSpread(Symbol canonicalOption, decimal strike, DateTime nearExpiration, DateTime farExpiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| ShortIronButterfly(Symbol canonicalOption, decimal otmPutStrike, decimal atmStrike, decimal otmCallStrike, DateTime expiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| ShortIronCondor(Symbol canonicalOption, decimal shortPutStrike, decimal longPutStrike, decimal longCallStrike, decimal shortCallStrike, DateTime expiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| ShortJellyRoll(Symbol canonicalOption, decimal strike, DateTime nearExpiration, DateTime farExpiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| ShortPutBackspread(Symbol canonicalOption, decimal higherStrike, decimal lowerStrike, DateTime expiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| ShortPutCalendarSpread(Symbol canonicalOption, decimal strike, DateTime nearExpiration, DateTime farExpiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| ShortStraddle(Symbol canonicalOption, decimal strike, DateTime expiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| ShortStrangle(Symbol canonicalOption, decimal callLegStrike, decimal putLegStrike, DateTime expiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| Straddle(Symbol canonicalOption, decimal strike, DateTime expiration) | QuantConnect.Securities.Option.OptionStrategies | static |
| Strangle(Symbol canonicalOption, decimal callLegStrike, decimal putLegStrike, DateTime expiration) | QuantConnect.Securities.Option.OptionStrategies | static |