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

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

BearCallLadder(Symbol canonicalOption, decimal lowerStrike, decimal middleStrike, decimal higherStrike, DateTime expiration)QuantConnect.Securities.Option.OptionStrategiesstatic
BearCallSpread(Symbol canonicalOption, decimal leg1Strike, decimal leg2Strike, DateTime expiration)QuantConnect.Securities.Option.OptionStrategiesstatic
BearPutLadder(Symbol canonicalOption, decimal higherStrike, decimal middleStrike, decimal lowerStrike, DateTime expiration)QuantConnect.Securities.Option.OptionStrategiesstatic
BearPutSpread(Symbol canonicalOption, decimal leg1Strike, decimal leg2Strike, DateTime expiration)QuantConnect.Securities.Option.OptionStrategiesstatic
BoxSpread(Symbol canonicalOption, decimal higherStrike, decimal lowerStrike, DateTime expiration)QuantConnect.Securities.Option.OptionStrategiesstatic
BullCallLadder(Symbol canonicalOption, decimal lowerStrike, decimal middleStrike, decimal higherStrike, DateTime expiration)QuantConnect.Securities.Option.OptionStrategiesstatic
BullCallSpread(Symbol canonicalOption, decimal leg1Strike, decimal leg2Strike, DateTime expiration)QuantConnect.Securities.Option.OptionStrategiesstatic
BullPutLadder(Symbol canonicalOption, decimal higherStrike, decimal middleStrike, decimal lowerStrike, DateTime expiration)QuantConnect.Securities.Option.OptionStrategiesstatic
BullPutSpread(Symbol canonicalOption, decimal leg1Strike, decimal leg2Strike, DateTime expiration)QuantConnect.Securities.Option.OptionStrategiesstatic
ButterflyCall(Symbol canonicalOption, decimal higherStrike, decimal middleStrike, decimal lowerStrike, DateTime expiration)QuantConnect.Securities.Option.OptionStrategiesstatic
ButterflyPut(Symbol canonicalOption, decimal higherStrike, decimal middleStrike, decimal lowerStrike, DateTime expiration)QuantConnect.Securities.Option.OptionStrategiesstatic
CallBackspread(Symbol canonicalOption, decimal lowerStrike, decimal higherStrike, DateTime expiration)QuantConnect.Securities.Option.OptionStrategiesstatic
CallButterfly(Symbol canonicalOption, decimal higherStrike, decimal middleStrike, decimal lowerStrike, DateTime expiration)QuantConnect.Securities.Option.OptionStrategiesstatic
CallCalendarSpread(Symbol canonicalOption, decimal strike, DateTime nearExpiration, DateTime farExpiration)QuantConnect.Securities.Option.OptionStrategiesstatic
Conversion(Symbol canonicalOption, decimal strike, DateTime expiration)QuantConnect.Securities.Option.OptionStrategiesstatic
CoveredCall(Symbol canonicalOption, decimal strike, DateTime expiration)QuantConnect.Securities.Option.OptionStrategiesstatic
CoveredPut(Symbol canonicalOption, decimal strike, DateTime expiration)QuantConnect.Securities.Option.OptionStrategiesstatic
IronButterfly(Symbol canonicalOption, decimal otmPutStrike, decimal atmStrike, decimal otmCallStrike, DateTime expiration)QuantConnect.Securities.Option.OptionStrategiesstatic
IronCondor(Symbol canonicalOption, decimal longPutStrike, decimal shortPutStrike, decimal shortCallStrike, decimal longCallStrike, DateTime expiration)QuantConnect.Securities.Option.OptionStrategiesstatic
JellyRoll(Symbol canonicalOption, decimal strike, DateTime nearExpiration, DateTime farExpiration)QuantConnect.Securities.Option.OptionStrategiesstatic
NakedCall(Symbol canonicalOption, decimal strike, DateTime expiration)QuantConnect.Securities.Option.OptionStrategiesstatic
NakedPut(Symbol canonicalOption, decimal strike, DateTime expiration)QuantConnect.Securities.Option.OptionStrategiesstatic
ProtectiveCall(Symbol canonicalOption, decimal strike, DateTime expiration)QuantConnect.Securities.Option.OptionStrategiesstatic
ProtectiveCollar(Symbol canonicalOption, decimal callStrike, decimal putStrike, DateTime expiration)QuantConnect.Securities.Option.OptionStrategiesstatic
ProtectivePut(Symbol canonicalOption, decimal strike, DateTime expiration)QuantConnect.Securities.Option.OptionStrategiesstatic
PutBackspread(Symbol canonicalOption, decimal higherStrike, decimal lowerStrike, DateTime expiration)QuantConnect.Securities.Option.OptionStrategiesstatic
PutButterfly(Symbol canonicalOption, decimal higherStrike, decimal middleStrike, decimal lowerStrike, DateTime expiration)QuantConnect.Securities.Option.OptionStrategiesstatic
PutCalendarSpread(Symbol canonicalOption, decimal strike, DateTime nearExpiration, DateTime farExpiration)QuantConnect.Securities.Option.OptionStrategiesstatic
ReverseConversion(Symbol canonicalOption, decimal strike, DateTime expiration)QuantConnect.Securities.Option.OptionStrategiesstatic
ShortBoxSpread(Symbol canonicalOption, decimal higherStrike, decimal lowerStrike, DateTime expiration)QuantConnect.Securities.Option.OptionStrategiesstatic
ShortButterflyCall(Symbol canonicalOption, decimal higherStrike, decimal middleStrike, decimal lowerStrike, DateTime expiration)QuantConnect.Securities.Option.OptionStrategiesstatic
ShortButterflyPut(Symbol canonicalOption, decimal higherStrike, decimal middleStrike, decimal lowerStrike, DateTime expiration)QuantConnect.Securities.Option.OptionStrategiesstatic
ShortCallBackspread(Symbol canonicalOption, decimal lowerStrike, decimal higherStrike, DateTime expiration)QuantConnect.Securities.Option.OptionStrategiesstatic
ShortCallCalendarSpread(Symbol canonicalOption, decimal strike, DateTime nearExpiration, DateTime farExpiration)QuantConnect.Securities.Option.OptionStrategiesstatic
ShortIronButterfly(Symbol canonicalOption, decimal otmPutStrike, decimal atmStrike, decimal otmCallStrike, DateTime expiration)QuantConnect.Securities.Option.OptionStrategiesstatic
ShortIronCondor(Symbol canonicalOption, decimal shortPutStrike, decimal longPutStrike, decimal longCallStrike, decimal shortCallStrike, DateTime expiration)QuantConnect.Securities.Option.OptionStrategiesstatic
ShortJellyRoll(Symbol canonicalOption, decimal strike, DateTime nearExpiration, DateTime farExpiration)QuantConnect.Securities.Option.OptionStrategiesstatic
ShortPutBackspread(Symbol canonicalOption, decimal higherStrike, decimal lowerStrike, DateTime expiration)QuantConnect.Securities.Option.OptionStrategiesstatic
ShortPutCalendarSpread(Symbol canonicalOption, decimal strike, DateTime nearExpiration, DateTime farExpiration)QuantConnect.Securities.Option.OptionStrategiesstatic
ShortStraddle(Symbol canonicalOption, decimal strike, DateTime expiration)QuantConnect.Securities.Option.OptionStrategiesstatic
ShortStrangle(Symbol canonicalOption, decimal callLegStrike, decimal putLegStrike, DateTime expiration)QuantConnect.Securities.Option.OptionStrategiesstatic
Straddle(Symbol canonicalOption, decimal strike, DateTime expiration)QuantConnect.Securities.Option.OptionStrategiesstatic
Strangle(Symbol canonicalOption, decimal callLegStrike, decimal putLegStrike, DateTime expiration)QuantConnect.Securities.Option.OptionStrategiesstatic