QuantConnect.Securities.SecurityPriceVariationModel Class Reference

Provides default implementation of IPriceVariationModel for use in defining the minimum price variation. More...

Inheritance diagram for QuantConnect.Securities.SecurityPriceVariationModel:

Public Member Functions
virtual decimal	GetMinimumPriceVariation (GetMinimumPriceVariationParameters parameters)
	Get the minimum price variation from a security More...

Detailed Description

Provides default implementation of IPriceVariationModel for use in defining the minimum price variation.

Definition at line 23 of file SecurityPriceVariationModel.cs.

Member Function Documentation

GetMinimumPriceVariation()

virtual decimal QuantConnect.Securities.SecurityPriceVariationModel.GetMinimumPriceVariation ( GetMinimumPriceVariationParameters  parameters )

virtual

Get the minimum price variation from a security

Parameters

parameters

An object containing the method parameters

Returns

Decimal minimum price variation of a given security

Implements QuantConnect.Securities.IPriceVariationModel.

Reimplemented in QuantConnect.Securities.EquityPriceVariationModel.

Definition at line 30 of file SecurityPriceVariationModel.cs.

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

• Common/Securities/SecurityPriceVariationModel.cs