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QuantConnect.Securities.Option.QLOptionPriceModel Member List

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

AllowedOptionStylesQuantConnect.Securities.Option.QLOptionPriceModel
EnableGreekApproximationQuantConnect.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.QLOptionPriceModelprotected
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
VolatilityEstimatorWarmedUpQuantConnect.Securities.Option.QLOptionPriceModel