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OptionAssignmentResult.cs
1
/*
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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.Option
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{
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/// <summary>
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/// Data transfer object class
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/// </summary>
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public
class
OptionAssignmentResult
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{
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/// <summary>
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/// No option assignment should take place
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/// </summary>
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public
static
OptionAssignmentResult
Null
{
get
; } =
new
OptionAssignmentResult
(decimal.Zero,
string
.Empty);
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/// <summary>
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/// The amount of option holdings to trigger the assignment for
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/// </summary>
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public
decimal
Quantity
{
get
;
set
; }
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/// <summary>
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/// The tag that will be used in the order for the option assignment
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/// </summary>
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public
string
Tag
{
get
;
set
; }
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/// <summary>
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/// Creates a new instance
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/// </summary>
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/// <param name="quantity">The quantity to assign</param>
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/// <param name="tag">The order tag to use</param>
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public
OptionAssignmentResult
(decimal quantity,
string
tag)
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{
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Quantity
= quantity;
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Tag
= tag;
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}
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}
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}
Common
Securities
Option
OptionAssignmentResult.cs
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