Classes
interface	IContinuousContractModel
	Continuous contract model interface. Interfaces is implemented by different classes realizing various methods for modeling continuous security series. Primarily, modeling of continuous futures. Continuous contracts are used in backtesting of otherwise expiring derivative contracts. Continuous contracts are not traded, and are not products traded on exchanges. More...

interface	ISecurityDataFilter
	Security data filter interface. Defines pattern for the user defined data filter techniques. More...

Enumerations
enum	AdjustmentType { AdjustmentType.ForwardAdjusted, AdjustmentType.BackAdjusted }
	Enum defines types of possible price adjustments in continuous contract modeling. More...

Enumeration Type Documentation

◆ AdjustmentType

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Enum defines types of possible price adjustments in continuous contract modeling.

Enumerator
ForwardAdjusted	ForwardAdjusted - new quotes are adjusted as new data comes.
BackAdjusted	BackAdjusted - old quotes are retrospectively adjusted as new data comes.