Reduced interface for accessing Option specific price properties and methods More...

Inheritance diagram for QuantConnect.Interfaces.IOptionPrice:

Public Member Functions
OptionPriceModelResult	EvaluatePriceModel (Slice slice, OptionContract contract)
	Evaluates the specified option contract to compute a theoretical price, IV and greeks More...

Public Member Functions inherited from QuantConnect.Interfaces.ISecurityPrice
void	SetMarketPrice (BaseData data)
	Update any security properties based on the latest market data and time More...

void	Update (IReadOnlyList< BaseData > data, Type dataType, bool? containsFillForwardData)
	Updates all of the security properties, such as price/OHLCV/bid/ask based on the data provided. Data is also stored into the security's data cache More...

BaseData	GetLastData ()
	Get the last price update set to the security. More...

Properties
ISecurityPrice	Underlying `[get]`
	Gets a reduced interface of the underlying security object. More...

Properties inherited from QuantConnect.Interfaces.ISecurityPrice
decimal	Price `[get]`
	Get the current value of the security. More...

decimal	Close `[get]`
	If this uses trade bar data, return the most recent close. More...

decimal	Volume `[get]`
	Access to the volume of the equity today More...

decimal	BidPrice `[get]`
	Gets the most recent bid price if available More...

decimal	BidSize `[get]`
	Gets the most recent bid size if available More...

decimal	AskPrice `[get]`
	Gets the most recent ask price if available More...

decimal	AskSize `[get]`
	Gets the most recent ask size if available More...

long	OpenInterest `[get]`
	Access to the open interest of the security today More...

Symbol	Symbol `[get]`
	Symbol for the asset. More...

SymbolProperties	SymbolProperties `[get]`
	SymbolProperties of the symbol More...

Detailed Description

Reduced interface for accessing Option specific price properties and methods

Definition at line 27 of file IOptionPrice.cs.

Member Function Documentation

OptionPriceModelResult QuantConnect.Interfaces.IOptionPrice.EvaluatePriceModel	(	Slice	slice,
		OptionContract	contract
	)

Evaluates the specified option contract to compute a theoretical price, IV and greeks

Parameters

slice	The current data slice. This can be used to access other information available to the algorithm
contract	The option contract to evaluate

Returns: An instance of OptionPriceModelResult containing the theoretical price of the specified option contract

ISecurityPrice QuantConnect.Interfaces.IOptionPrice.Underlying

get

Gets a reduced interface of the underlying security object.

Definition at line 32 of file IOptionPrice.cs.

The documentation for this interface was generated from the following file: