QuantConnect.Orders.OptionExercise.DefaultExerciseModel Class Reference

Represents the default option exercise model (physical, cash settlement) More...

Inheritance diagram for QuantConnect.Orders.OptionExercise.DefaultExerciseModel:

Public Member Functions
virtual IEnumerable< OrderEvent >	OptionExercise (Option option, OptionExerciseOrder order)
	Default option exercise model for the basic equity/index option security class. More...

Detailed Description

Represents the default option exercise model (physical, cash settlement)

Definition at line 27 of file DefaultExerciseModel.cs.

Member Function Documentation

OptionExercise()

virtual IEnumerable<OrderEvent> QuantConnect.Orders.OptionExercise.DefaultExerciseModel.OptionExercise ( Option  option, OptionExerciseOrder  order  )

virtual

Default option exercise model for the basic equity/index option security class.

Parameters

option	Option we're trading this order
order	Order to update

Implements QuantConnect.Orders.OptionExercise.IOptionExerciseModel.

Definition at line 34 of file DefaultExerciseModel.cs.

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The documentation for this class was generated from the following file:

• Common/Orders/OptionExercise/DefaultExerciseModel.cs