Lean
$LEAN_TAG$
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This is the complete list of members for QuantConnect.Securities.Option.QLOptionPriceModel, including all inherited members.
AllowedOptionStyles | QuantConnect.Securities.Option.QLOptionPriceModel | |
EnableGreekApproximation | QuantConnect.Securities.Option.QLOptionPriceModel | |
Evaluate(Security security, Slice slice, OptionContract contract) | QuantConnect.Securities.Option.QLOptionPriceModel | |
ImpliedVolatilityEstimation(double price, double initialGuess, double timeTillExpiry, double riskFreeDiscount, double forwardPrice, PlainVanillaPayoff payoff, out BlackCalculator black) | QuantConnect.Securities.Option.QLOptionPriceModel | protected |
QLOptionPriceModel(PricingEngineFunc pricingEngineFunc, IQLUnderlyingVolatilityEstimator underlyingVolEstimator=null, IQLRiskFreeRateEstimator riskFreeRateEstimator=null, IQLDividendYieldEstimator dividendYieldEstimator=null, OptionStyle[] allowedOptionStyles=null) | QuantConnect.Securities.Option.QLOptionPriceModel | |
QLOptionPriceModel(PricingEngineFuncEx pricingEngineFunc, IQLUnderlyingVolatilityEstimator underlyingVolEstimator=null, IQLRiskFreeRateEstimator riskFreeRateEstimator=null, IQLDividendYieldEstimator dividendYieldEstimator=null, OptionStyle[] allowedOptionStyles=null) | QuantConnect.Securities.Option.QLOptionPriceModel | |
VolatilityEstimatorWarmedUp | QuantConnect.Securities.Option.QLOptionPriceModel |