| ConstantQLDividendYieldEstimator |
Class implements default flat dividend yield curve estimator, implementing IQLDividendYieldEstimator. |
| ConstantQLRiskFreeRateEstimator |
Class implements default flat risk free curve, implementing IQLRiskFreeRateEstimator. |
| ConstantQLUnderlyingVolatilityEstimator |
Class implements default underlying constant volatility estimator (IQLUnderlyingVolatilityEstimator.), that projects the underlying own volatility... |
| CurrentPriceOptionPriceModel |
Provides a default implementation of IOptionPriceModel that does not compute any... |
| DefaultOptionAssignmentModel |
The option assignment model emulates exercising of short option positions in the portfolio.... |
| EmptyOptionChainProvider |
An implementation of IOptionChainProvider that always returns an empty list of contracts |
| FedRateQLRiskFreeRateEstimator |
Class implements Fed's US primary credit rate as risk free rate, implementing IQLRiskFreeRateEstimator. |
| FuturesOptionsMarginModel |
Defines a margin model for future options (an option with a future as its underlying).... |
| IOptionAssignmentModel |
The option assignment model emulates exercising of short option positions in the portfolio. |
| IOptionPriceModel |
Defines a model used to calculate the theoretical price of an option contract. |
| IQLDividendYieldEstimator |
Defines QuantLib dividend yield estimator for option pricing model. User may define his own estimators,... |
| IQLRiskFreeRateEstimator |
Defines QuantLib risk free rate estimator for option pricing model. |
| IQLUnderlyingVolatilityEstimator |
Defines QuantLib underlying volatility estimator for option pricing model. User may define his own estimators,... |
| NullOptionAssignmentModel |
The null option assignment model, that will disable automatic order assignment |
| Option |
Option Security Object Implementation for Option Assets |
| OptionAssignmentParameters |
The option assignment parameters data transfer class |
| OptionAssignmentResult |
Data transfer object class |
| OptionCache |
Option specific caching support |
| OptionDataFilter |
Option packet by packet data filtering mechanism for dynamically detecting bad ticks. |
| OptionExchange |
Option exchange class - information and helper tools for option exchange properties |
| OptionHolding |
Option holdings implementation of the base securities class |
| OptionMarginModel |
Represents a simple option margin model. |
| OptionPortfolioModel |
Provides an implementation of ISecurityPortfolioModel for options that supports... |
| OptionPriceModelResult |
Result type for IOptionPriceModel.evaluate |
| OptionPriceModels |
Static class contains definitions of major option pricing models that can be used in LEAN |
| OptionStrategies |
Provides methods for creating popular OptionStrategy instances.... |
| OptionStrategy |
Option strategy specification class. Describes option strategy and its parameters for trading. |
| OptionStrategyPositionGroupBuyingPowerModel |
Option strategy buying power model |
| OptionSymbol |
Static class contains common utility methods specific to symbols representing the option contracts |
| OptionSymbolProperties |
Represents common properties for a specific option contract |
| QLOptionPriceModel |
Provides QuantLib(QL) implementation of IOptionPriceModel to support major option pricing models, available in QL. |