Lean
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The option assignment model emulates exercising of short option positions in the portfolio. More...
Public Member Functions | |
OptionAssignmentResult | GetAssignment (OptionAssignmentParameters parameters) |
Get's the option assignments to generate if any More... | |
The option assignment model emulates exercising of short option positions in the portfolio.
Definition at line 21 of file IOptionAssignmentModel.cs.
OptionAssignmentResult QuantConnect.Securities.Option.IOptionAssignmentModel.GetAssignment | ( | OptionAssignmentParameters | parameters | ) |
Get's the option assignments to generate if any
parameters | The option assignment parameters data transfer class |
Implemented in QuantConnect.Securities.Option.DefaultOptionAssignmentModel, QuantConnect.Python.OptionAssignmentModelPythonWrapper, and QuantConnect.Securities.Option.NullOptionAssignmentModel.