Lean  $LEAN_TAG$
QuantConnect.Securities.Option.OptionStrategy.LegData Class Referenceabstract

Defines common properties between OptionLegData and UnderlyingLegData More...

Inheritance diagram for QuantConnect.Securities.Option.OptionStrategy.LegData:
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Public Member Functions

abstract void Invoke (Action< UnderlyingLegData > underlyingHandler, Action< OptionLegData > optionHandler)
 Invokes the correct handler based on the runtime type. More...
 

Additional Inherited Members

- Static Public Member Functions inherited from QuantConnect.Orders.Leg
static Leg Create (Symbol symbol, int quantity, decimal? limitPrice=null)
 Creates a new instance More...
 
- Properties inherited from QuantConnect.Orders.Leg
Symbol Symbol [get, set]
 The legs symbol More...
 
int Quantity [get, set]
 Quantity multiplier used to specify proper scale (and direction) of the leg within the strategy More...
 
decimal? OrderPrice [get, set]
 Order limit price of the leg in case limit order is sent to the market on strategy execution More...
 

Detailed Description

Defines common properties between OptionLegData and UnderlyingLegData

Definition at line 55 of file OptionStrategy.cs.

Member Function Documentation

◆ Invoke()

abstract void QuantConnect.Securities.Option.OptionStrategy.LegData.Invoke ( Action< UnderlyingLegData underlyingHandler,
Action< OptionLegData optionHandler 
)
pure virtual

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