Lean  $LEAN_TAG$
QuantConnect.Securities.OptionInitialMargin Class Reference

Result type for Option.OptionStrategyPositionGroupBuyingPowerModel.GetInitialMarginRequirement More...

Inheritance diagram for QuantConnect.Securities.OptionInitialMargin:
[legend]

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...
 

Detailed Description

Constructor & Destructor Documentation

◆ OptionInitialMargin()

QuantConnect.Securities.OptionInitialMargin.OptionInitialMargin ( decimal  value,
decimal  premium 
)

Initializes a new instance of the OptionInitialMargin class

Parameters
valueThe initial margin
premiumThe premium of the option/option strategy

Definition at line 45 of file OptionInitialMargin.cs.

Property Documentation

◆ Zero

OptionInitialMargin QuantConnect.Securities.OptionInitialMargin.Zero = new OptionInitialMargin(0m, 0m)
staticget

Gets an instance of OptionInitialMargin with zero values

Definition at line 28 of file OptionInitialMargin.cs.

◆ Premium

decimal QuantConnect.Securities.OptionInitialMargin.Premium
get

The option/strategy premium value in account currency

Definition at line 33 of file OptionInitialMargin.cs.

◆ ValueWithoutPremium

decimal QuantConnect.Securities.OptionInitialMargin.ValueWithoutPremium
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.


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