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QuantConnect.Orders.OptionExercise.IOptionExerciseModel Interface Reference

Represents a model that simulates option exercise and lapse events More...

Inheritance diagram for QuantConnect.Orders.OptionExercise.IOptionExerciseModel:
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Public Member Functions

IEnumerable< OrderEvent > OptionExercise (Option option, OptionExerciseOrder order)
 Model the option exercise More...
 

Detailed Description

Represents a model that simulates option exercise and lapse events

Definition at line 25 of file IOptionExerciseModel.cs.

Member Function Documentation

◆ OptionExercise()

IEnumerable<OrderEvent> QuantConnect.Orders.OptionExercise.IOptionExerciseModel.OptionExercise ( Option  option,
OptionExerciseOrder  order 
)

Model the option exercise

Parameters
optionOption we're trading this order
orderOrder to update
Returns
Order fill information detailing the average price and quantity filled.

Implemented in QuantConnect.Orders.OptionExercise.OptionExerciseModelPythonWrapper, and QuantConnect.Orders.OptionExercise.DefaultExerciseModel.

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