DefaultExerciseModel
Bases: Object, IOptionExerciseModel
Represents the default option exercise model (physical, cash settlement)
option_exercise(
option: Option, order: OptionExerciseOrder
) -> Iterable[OrderEvent]
Default option exercise model for the basic equity/index option security class.
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
option
|
Option
|
Option we're trading this order |
required |
order
|
OptionExerciseOrder
|
Order to update |
required |