OptionPriceModelParameters

QuantConnect.Securities.Option.OptionPriceModelParameters

OptionPriceModelParameters(
    security: Security = None,
    slice: Slice = None,
    contract: OptionContract = None,
)

Bases: Object

Defines the parameters for IOptionPriceModel.evaluate

Initializes a new instance of the OptionPriceModelParameters class

Parameters:

Name	Type	Description	Default
`security`	`Security`	The option security object	`None`
`slice`	`Slice`	The current data slice	`None`
`contract`	`OptionContract`	The option contract to evaluate	`None`

security: Security

Gets the option security object

slice: Slice

Gets the current data slice

contract: OptionContract

Gets the option contract to evaluate