Lean  $LEAN_TAG$
•All Classes Namespaces Functions Variables Enumerations Enumerator Properties Events Pages
QuantConnect.Securities.DefaultMarginCallModel Member List

This is the complete list of members for QuantConnect.Securities.DefaultMarginCallModel, including all inherited members.

DefaultMarginCallModel(SecurityPortfolioManager portfolio, IOrderProperties defaultOrderProperties, decimal marginBuffer=0.10m)QuantConnect.Securities.DefaultMarginCallModel
DefaultOrderPropertiesQuantConnect.Securities.DefaultMarginCallModelprotected
ExecuteMarginCall(IEnumerable< SubmitOrderRequest > generatedMarginCallOrders)QuantConnect.Securities.DefaultMarginCallModelvirtual
GenerateMarginCallOrders(MarginCallOrdersParameters parameters)QuantConnect.Securities.DefaultMarginCallModelprotectedvirtual
GetMarginCallOrders(out bool issueMarginCallWarning)QuantConnect.Securities.DefaultMarginCallModel
PortfolioQuantConnect.Securities.DefaultMarginCallModelprotected