Lean
$LEAN_TAG$
IndexOptionPriceVariationModel.cs
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/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*
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*/
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namespace
QuantConnect.Securities.IndexOption
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{
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/// <summary>
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/// The index option price variation model
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/// </summary>
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public
class
IndexOptionPriceVariationModel
:
IPriceVariationModel
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{
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/// <summary>
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/// Get the minimum price variation from a security
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/// </summary>
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/// <param name="parameters">An object containing the method parameters</param>
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/// <returns>Decimal minimum price variation of a given security</returns>
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public
decimal
GetMinimumPriceVariation
(
GetMinimumPriceVariationParameters
parameters)
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{
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return
IndexOptionSymbolProperties
.
MinimumPriceVariationForPrice
(parameters.
Security
.
Symbol
, parameters.
ReferencePrice
);
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}
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}
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}
Common
Securities
IndexOption
IndexOptionPriceVariationModel.cs
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