Lean
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Reduced interface for accessing Option specific price properties and methods More...
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... | |
Reduced interface for accessing Option specific price properties and methods
Definition at line 27 of file IOptionPrice.cs.
OptionPriceModelResult QuantConnect.Interfaces.IOptionPrice.EvaluatePriceModel | ( | Slice | slice, |
OptionContract | contract | ||
) |
Evaluates the specified option contract to compute a theoretical price, IV and greeks
slice | The current data slice. This can be used to access other information available to the algorithm |
contract | The option contract to evaluate |
Implemented in QuantConnect.Securities.Option.Option.
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get |
Gets a reduced interface of the underlying security object.
Definition at line 32 of file IOptionPrice.cs.