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