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QuantConnect.Securities.Option.OptionStrategy.UnderlyingLegData Class Reference

This class is a POCO containing basic data for the underlying leg of the strategy More...

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

override void Invoke (Action< UnderlyingLegData > underlyingHandler, Action< OptionLegData > optionHandler)
 Invokes the underlyingHandler More...
 

Static Public Member Functions

static UnderlyingLegData Create (int quantity, Symbol symbol, decimal? orderPrice=null)
 Creates a new instance of UnderlyingLegData for the specified quantity of underlying shares. More...
 
static UnderlyingLegData Create (int quantity, decimal? orderPrice=null)
 Creates a new instance of UnderlyingLegData for the specified quantity of underlying shares. More...
 
- Static Public Member Functions inherited from QuantConnect.Orders.Leg
static Leg Create (Symbol symbol, int quantity, decimal? limitPrice=null)
 Creates a new instance More...
 

Additional Inherited Members

- 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

This class is a POCO containing basic data for the underlying leg of the strategy

Definition at line 111 of file OptionStrategy.cs.

Member Function Documentation

◆ Create() [1/2]

static UnderlyingLegData QuantConnect.Securities.Option.OptionStrategy.UnderlyingLegData.Create ( int  quantity,
Symbol  symbol,
decimal?  orderPrice = null 
)
static

Creates a new instance of UnderlyingLegData for the specified quantity of underlying shares.

Definition at line 116 of file OptionStrategy.cs.

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◆ Create() [2/2]

static UnderlyingLegData QuantConnect.Securities.Option.OptionStrategy.UnderlyingLegData.Create ( int  quantity,
decimal?  orderPrice = null 
)
static

Creates a new instance of UnderlyingLegData for the specified quantity of underlying shares.

Definition at line 126 of file OptionStrategy.cs.

◆ Invoke()

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

Invokes the underlyingHandler

Implements QuantConnect.Securities.Option.OptionStrategy.LegData.

Definition at line 138 of file OptionStrategy.cs.


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