QLOptionPriceModelProvider

QuantConnect.Securities.Option.QLOptionPriceModelProvider

Bases: Object, IOptionPriceModelProvider

Provides option price models for option securities based on QuantLib implementations

INSTANCE

INSTANCE: QLOptionPriceModelProvider

Singleton instance of the QLOptionPriceModelProvider

get_option_price_model

get_option_price_model(
    symbol: Union[Symbol, str, BaseContract, Security],
    pricing_model_type: Optional[
        OptionPricingModelType
    ] = None,
) -> IOptionPriceModel

Gets the option price model for the specified option symbol

Parameters:

Name	Type	Description	Default
symbol	Union[Symbol, str, BaseContract, Security]	The symbol	required
pricing_model_type	Optional[OptionPricingModelType]	The option pricing model type to use	None

Returns:

Type	Description
IOptionPriceModel	The option price model for the given symbol.