Lean
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Result type for Option.OptionStrategyPositionGroupBuyingPowerModel.GetInitialMarginRequirement More...
Public Member Functions | |
OptionInitialMargin (decimal value, decimal premium) | |
Initializes a new instance of the OptionInitialMargin class More... | |
Public Member Functions inherited from QuantConnect.Securities.InitialMargin | |
InitialMargin (decimal value) | |
Initializes a new instance of the InitialMargin class More... | |
Properties | |
static OptionInitialMargin | Zero = new OptionInitialMargin(0m, 0m) [get] |
Gets an instance of OptionInitialMargin with zero values More... | |
decimal | Premium [get] |
The option/strategy premium value in account currency More... | |
decimal | ValueWithoutPremium [get] |
The initial margin value in account currency, not including the premium in cases that apply (premium debited) More... | |
Properties inherited from QuantConnect.Securities.InitialMargin | |
static InitialMargin | Zero = new InitialMargin(0m) [get] |
Gets an instance of InitialMargin with zero values More... | |
decimal | Value [get] |
The initial margin value in account currency More... | |
Additional Inherited Members | |
Static Public Member Functions inherited from QuantConnect.Securities.InitialMargin | |
static implicit | operator decimal (InitialMargin margin) |
Implicit operator InitialMargin -> decimal More... | |
static implicit | operator InitialMargin (decimal margin) |
Implicit operator decimal -> InitialMargin More... | |
Result type for Option.OptionStrategyPositionGroupBuyingPowerModel.GetInitialMarginRequirement
Definition at line 23 of file OptionInitialMargin.cs.
QuantConnect.Securities.OptionInitialMargin.OptionInitialMargin | ( | decimal | value, |
decimal | premium | ||
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Initializes a new instance of the OptionInitialMargin class
value | The initial margin |
premium | The premium of the option/option strategy |
Definition at line 45 of file OptionInitialMargin.cs.
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staticget |
Gets an instance of OptionInitialMargin with zero values
Definition at line 28 of file OptionInitialMargin.cs.
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get |
The option/strategy premium value in account currency
Definition at line 33 of file OptionInitialMargin.cs.
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get |
The initial margin value in account currency, not including the premium in cases that apply (premium debited)
Definition at line 38 of file OptionInitialMargin.cs.