Lean
$LEAN_TAG$
IOptionAssignmentModel.cs
1
/*
2
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
3
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
4
*
5
* Licensed under the Apache License, Version 2.0 (the "License");
6
* you may not use this file except in compliance with the License.
7
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
8
*
9
* Unless required by applicable law or agreed to in writing, software
10
* distributed under the License is distributed on an "AS IS" BASIS,
11
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12
* See the License for the specific language governing permissions and
13
* limitations under the License.
14
*/
15
16
namespace
QuantConnect.Securities.Option
17
{
18
/// <summary>
19
/// The option assignment model emulates exercising of short option positions in the portfolio.
20
/// </summary>
21
public
interface
IOptionAssignmentModel
22
{
23
/// <summary>
24
/// Get's the option assignments to generate if any
25
/// </summary>
26
/// <param name="parameters">The option assignment parameters data transfer class</param>
27
/// <returns>The option assignment result</returns>
28
public
OptionAssignmentResult
GetAssignment
(
OptionAssignmentParameters
parameters);
29
}
30
}
Common
Securities
Option
IOptionAssignmentModel.cs
Generated by
1.8.17