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QuantConnect.Indicators.Delta Member List

This is the complete list of members for QuantConnect.Indicators.Delta, including all inherited members.

_dividendYieldModelQuantConnect.Indicators.OptionIndicatorBaseprotected
_greekValueQuantConnect.Indicators.OptionGreeksIndicatorBaseprotected
_oppositeOptionSymbolQuantConnect.Indicators.OptionIndicatorBaseprotected
_optionModelQuantConnect.Indicators.OptionIndicatorBaseprotected
_riskFreeInterestRateModelQuantConnect.Indicators.OptionIndicatorBaseprotected
_underlyingSymbolQuantConnect.Indicators.OptionIndicatorBaseprotected
Calculate(IndicatorDataPoint input)QuantConnect.Indicators.OptionGreeksIndicatorBaseprotectedvirtual
CalculateGreek(decimal timeTillExpiry)QuantConnect.Indicators.Deltaprotectedvirtual
ComputeNextValue(IndicatorDataPoint input)QuantConnect.Indicators.OptionIndicatorBaseprotected
Delta(string name, Symbol option, IRiskFreeInterestRateModel riskFreeRateModel, IDividendYieldModel dividendYieldModel, Symbol mirrorOption=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null)QuantConnect.Indicators.Delta
Delta(Symbol option, IRiskFreeInterestRateModel riskFreeRateModel, IDividendYieldModel dividendYieldModel, Symbol mirrorOption=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null)QuantConnect.Indicators.Delta
Delta(string name, Symbol option, PyObject riskFreeRateModel, PyObject dividendYieldModel, Symbol mirrorOption=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null)QuantConnect.Indicators.Delta
Delta(Symbol option, PyObject riskFreeRateModel, PyObject dividendYieldModel, Symbol mirrorOption=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null)QuantConnect.Indicators.Delta
Delta(string name, Symbol option, IRiskFreeInterestRateModel riskFreeRateModel, decimal dividendYield=0.0m, Symbol mirrorOption=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null)QuantConnect.Indicators.Delta
Delta(Symbol option, IRiskFreeInterestRateModel riskFreeRateModel, decimal dividendYield=0.0m, Symbol mirrorOption=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null)QuantConnect.Indicators.Delta
Delta(string name, Symbol option, PyObject riskFreeRateModel, decimal dividendYield=0.0m, Symbol mirrorOption=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null)QuantConnect.Indicators.Delta
Delta(Symbol option, PyObject riskFreeRateModel, decimal dividendYield=0.0m, Symbol mirrorOption=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null)QuantConnect.Indicators.Delta
Delta(string name, Symbol option, decimal riskFreeRate=0.05m, decimal dividendYield=0.0m, Symbol mirrorOption=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null)QuantConnect.Indicators.Delta
Delta(Symbol option, decimal riskFreeRate=0.05m, decimal dividendYield=0.0m, Symbol mirrorOption=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null)QuantConnect.Indicators.Delta
DividendYieldQuantConnect.Indicators.OptionIndicatorBase
ExpiryQuantConnect.Indicators.OptionIndicatorBase
GetOptionModel(OptionPricingModelType? optionModel, OptionStyle optionStyle)QuantConnect.Indicators.OptionIndicatorBasestatic
ImpliedVolatilityQuantConnect.Indicators.OptionGreeksIndicatorBase
IsReadyQuantConnect.Indicators.OptionGreeksIndicatorBase
OppositePriceQuantConnect.Indicators.OptionIndicatorBase
OptionGreeksIndicatorBase(string name, Symbol option, IRiskFreeInterestRateModel riskFreeRateModel, IDividendYieldModel dividendYieldModel, Symbol mirrorOption=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null)QuantConnect.Indicators.OptionGreeksIndicatorBaseprotected
OptionGreeksIndicatorBase(string name, Symbol option, IRiskFreeInterestRateModel riskFreeRateModel, decimal dividendYield=0.0m, Symbol mirrorOption=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null)QuantConnect.Indicators.OptionGreeksIndicatorBaseprotected
OptionGreeksIndicatorBase(string name, Symbol option, decimal riskFreeRate=0.05m, decimal dividendYield=0.0m, Symbol mirrorOption=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null)QuantConnect.Indicators.OptionGreeksIndicatorBaseprotected
OptionGreeksIndicatorBase(string name, Symbol option, PyObject riskFreeRateModel, PyObject dividendYieldModel, Symbol mirrorOption=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null)QuantConnect.Indicators.OptionGreeksIndicatorBaseprotected
OptionGreeksIndicatorBase(string name, Symbol option, PyObject riskFreeRateModel, decimal dividendYield=0.0m, Symbol mirrorOption=null, OptionPricingModelType? optionModel=null, OptionPricingModelType? ivModel=null)QuantConnect.Indicators.OptionGreeksIndicatorBaseprotected
OptionIndicatorBase(string name, Symbol option, IRiskFreeInterestRateModel riskFreeRateModel, IDividendYieldModel dividendYieldModel, Symbol mirrorOption=null, OptionPricingModelType? optionModel=null, int period=2)QuantConnect.Indicators.OptionIndicatorBaseprotected
OptionSymbolQuantConnect.Indicators.OptionIndicatorBase
PriceQuantConnect.Indicators.OptionIndicatorBase
Reset()QuantConnect.Indicators.OptionGreeksIndicatorBase
RightQuantConnect.Indicators.OptionIndicatorBase
RiskFreeRateQuantConnect.Indicators.OptionIndicatorBase
StrikeQuantConnect.Indicators.OptionIndicatorBase
StyleQuantConnect.Indicators.OptionIndicatorBase
UnderlyingPriceQuantConnect.Indicators.OptionIndicatorBase
UseMirrorContractQuantConnect.Indicators.OptionIndicatorBase
WarmUpPeriodQuantConnect.Indicators.OptionIndicatorBase