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QuantConnect.Securities.FutureOption

Classes

Class Description
CMEStrikePriceScalingFactors Provides a means to get the scaling factor for CME's quotes API
FutureOption Futures Options security
FutureOptionCache Future option specific caching support
FutureOptionSymbol Static helper methods to resolve Futures Options Symbol-related tasks.
FuturesOptionsExpiryFunctions Futures options expiry lookup utility class
FuturesOptionsUnderlyingMapper Creates the underlying Symbol that corresponds to a futures options contract