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QuantConnect.Interfaces.IOptionPrice Interface Reference

Reduced interface for accessing Option specific price properties and methods More...

Inheritance diagram for QuantConnect.Interfaces.IOptionPrice:
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Public Member Functions

OptionPriceModelResult EvaluatePriceModel (Slice slice, OptionContract contract)
 Evaluates the specified option contract to compute a theoretical price, IV and greeks More...
 
- Public Member Functions inherited from QuantConnect.Interfaces.ISecurityPrice
void SetMarketPrice (BaseData data)
 Update any security properties based on the latest market data and time More...
 
void Update (IReadOnlyList< BaseData > data, Type dataType, bool? containsFillForwardData)
 Updates all of the security properties, such as price/OHLCV/bid/ask based on the data provided. Data is also stored into the security's data cache More...
 
BaseData GetLastData ()
 Get the last price update set to the security. More...
 

Properties

ISecurityPrice Underlying [get]
 Gets a reduced interface of the underlying security object. More...
 
- Properties inherited from QuantConnect.Interfaces.ISecurityPrice
decimal Price [get]
 Get the current value of the security. More...
 
decimal Close [get]
 If this uses trade bar data, return the most recent close. More...
 
decimal Volume [get]
 Access to the volume of the equity today More...
 
decimal BidPrice [get]
 Gets the most recent bid price if available More...
 
decimal BidSize [get]
 Gets the most recent bid size if available More...
 
decimal AskPrice [get]
 Gets the most recent ask price if available More...
 
decimal AskSize [get]
 Gets the most recent ask size if available More...
 
long OpenInterest [get]
 Access to the open interest of the security today More...
 
Symbol Symbol [get]
 Symbol for the asset. More...
 
SymbolProperties SymbolProperties [get]
 SymbolProperties of the symbol More...
 

Detailed Description

Reduced interface for accessing Option specific price properties and methods

Definition at line 27 of file IOptionPrice.cs.

Member Function Documentation

◆ EvaluatePriceModel()

OptionPriceModelResult QuantConnect.Interfaces.IOptionPrice.EvaluatePriceModel ( Slice  slice,
OptionContract  contract 
)

Evaluates the specified option contract to compute a theoretical price, IV and greeks

Parameters
sliceThe current data slice. This can be used to access other information available to the algorithm
contractThe option contract to evaluate
Returns
An instance of OptionPriceModelResult containing the theoretical price of the specified option contract

Implemented in QuantConnect.Securities.Option.Option.

Property Documentation

◆ Underlying

ISecurityPrice QuantConnect.Interfaces.IOptionPrice.Underlying
get

Gets a reduced interface of the underlying security object.

Definition at line 32 of file IOptionPrice.cs.


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