QuantConnect.Securities.Option.FuturesOptionsMarginModel Member List

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

BuyingPowerModel()	QuantConnect.Securities.BuyingPowerModel
BuyingPowerModel(decimal initialMarginRequirement, decimal maintenanceMarginRequirement, decimal requiredFreeBuyingPowerPercent)	QuantConnect.Securities.BuyingPowerModel
BuyingPowerModel(decimal leverage, decimal requiredFreeBuyingPowerPercent=0)	QuantConnect.Securities.BuyingPowerModel
EnableIntradayMargins	QuantConnect.Securities.Future.FutureMarginModel
FutureMarginModel(decimal requiredFreeBuyingPowerPercent=0, Security security=null)	QuantConnect.Securities.Future.FutureMarginModel
FuturesOptionsMarginModel(decimal requiredFreeBuyingPowerPercent=0, Option futureOption=null)	QuantConnect.Securities.Option.FuturesOptionsMarginModel
GetAmountToOrder([NotNull]Security security, decimal targetMargin, decimal marginForOneUnit, out decimal finalMargin)	QuantConnect.Securities.BuyingPowerModel
GetBuyingPower(BuyingPowerParameters parameters)	QuantConnect.Securities.BuyingPowerModel	virtual
GetInitialMarginRequiredForOrder(InitialMarginRequiredForOrderParameters parameters)	QuantConnect.Securities.Future.FutureMarginModel	virtual
GetInitialMarginRequirement(InitialMarginParameters parameters)	QuantConnect.Securities.Option.FuturesOptionsMarginModel	virtual
GetLeverage(Security security)	QuantConnect.Securities.Future.FutureMarginModel	virtual
GetMaintenanceMargin(MaintenanceMarginParameters parameters)	QuantConnect.Securities.Option.FuturesOptionsMarginModel	virtual
GetMarginRemaining(SecurityPortfolioManager portfolio, Security security, OrderDirection direction)	QuantConnect.Securities.BuyingPowerModel	protectedvirtual
GetMarginRequirement(Option option, decimal underlyingRequirement, PositionSide positionSide=PositionSide.Long)	QuantConnect.Securities.Option.FuturesOptionsMarginModel	static
GetMaximumOrderQuantityForDeltaBuyingPower(GetMaximumOrderQuantityForDeltaBuyingPowerParameters parameters)	QuantConnect.Securities.BuyingPowerModel	virtual
GetMaximumOrderQuantityForTargetBuyingPower(GetMaximumOrderQuantityForTargetBuyingPowerParameters parameters)	QuantConnect.Securities.Future.FutureMarginModel	virtual
GetReservedBuyingPowerForPosition(ReservedBuyingPowerForPositionParameters parameters)	QuantConnect.Securities.BuyingPowerModel	virtual
HasSufficientBuyingPowerForOrder(HasSufficientBuyingPowerForOrderParameters parameters)	QuantConnect.Securities.BuyingPowerModel	virtual
InitialIntradayMarginRequirement	QuantConnect.Securities.Option.FuturesOptionsMarginModel
InitialOvernightMarginRequirement	QuantConnect.Securities.Option.FuturesOptionsMarginModel
MaintenanceIntradayMarginRequirement	QuantConnect.Securities.Option.FuturesOptionsMarginModel
MaintenanceOvernightMarginRequirement	QuantConnect.Securities.Option.FuturesOptionsMarginModel
Null	QuantConnect.Securities.BuyingPowerModel	static
RequiredFreeBuyingPowerPercent	QuantConnect.Securities.BuyingPowerModel	protected
SecurityMarginModel()	QuantConnect.Securities.SecurityMarginModel
SecurityMarginModel(decimal initialMarginRequirement, decimal maintenanceMarginRequirement, decimal requiredFreeBuyingPowerPercent)	QuantConnect.Securities.SecurityMarginModel
SecurityMarginModel(decimal leverage, decimal requiredFreeBuyingPowerPercent=0)	QuantConnect.Securities.SecurityMarginModel
SetLeverage(Security security, decimal leverage)	QuantConnect.Securities.Future.FutureMarginModel	virtual