IOptionExerciseModel
Represents a model that simulates option exercise and lapse events
option_exercise(
option: Option, order: OptionExerciseOrder
) -> Iterable[OrderEvent]
Model the option exercise
Parameters:
| Name | Type | Description | Default |
|---|---|---|---|
option
|
Option
|
Option we're trading this order |
required |
order
|
OptionExerciseOrder
|
Order to update |
required |
Returns:
| Type | Description |
|---|---|
Iterable[OrderEvent]
|
Order fill information detailing the average price and quantity filled. |