Lean  $LEAN_TAG$
QuantConnect.Securities.IndexOption.IndexOptionPriceVariationModel Class Reference

The index option price variation model More...

Inheritance diagram for QuantConnect.Securities.IndexOption.IndexOptionPriceVariationModel:
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Public Member Functions

decimal GetMinimumPriceVariation (GetMinimumPriceVariationParameters parameters)
 Get the minimum price variation from a security More...
 

Detailed Description

The index option price variation model

Definition at line 22 of file IndexOptionPriceVariationModel.cs.

Member Function Documentation

◆ GetMinimumPriceVariation()

decimal QuantConnect.Securities.IndexOption.IndexOptionPriceVariationModel.GetMinimumPriceVariation ( GetMinimumPriceVariationParameters  parameters)

Get the minimum price variation from a security

Parameters
parametersAn object containing the method parameters
Returns
Decimal minimum price variation of a given security

Implements QuantConnect.Securities.IPriceVariationModel.

Definition at line 29 of file IndexOptionPriceVariationModel.cs.

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