Lean
$LEAN_TAG$
InitialMargin.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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namespace
QuantConnect.Securities
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{
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/// <summary>
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/// Result type for <see cref="IBuyingPowerModel.GetInitialMarginRequirement"/>
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/// and <see cref="IBuyingPowerModel.GetInitialMarginRequiredForOrder"/>
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/// </summary>
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public
class
InitialMargin
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{
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/// <summary>
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/// Gets an instance of <see cref="InitialMargin"/> with zero values
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/// </summary>
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public
static
InitialMargin
Zero
{
get
; } =
new
InitialMargin
(0m);
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/// <summary>
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/// The initial margin value in account currency
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/// </summary>
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public
decimal
Value
{
get
; }
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/// <summary>
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/// Initializes a new instance of the <see cref="InitialMargin"/> class
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/// </summary>
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/// <param name="value">The initial margin</param>
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public
InitialMargin
(decimal value)
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{
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Value
= value;
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}
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/// <summary>
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/// Implicit operator <see cref="InitialMargin"/> -> <see cref="decimal"/>
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/// </summary>
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public
static
implicit
operator
decimal(
InitialMargin
margin)
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{
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return
margin.
Value
;
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}
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/// <summary>
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/// Implicit operator <see cref="decimal"/> -> <see cref="InitialMargin"/>
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/// </summary>
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public
static
implicit
operator
InitialMargin
(decimal margin)
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{
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return
new
InitialMargin
(margin);
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}
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}
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}
Common
Securities
InitialMargin.cs
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