Table of Contents

Class OffsetBasketStrike

Namespace
StockSharp.Algo.Derivatives
Assembly
StockSharp.Algo.dll

The virtual strike including strikes of the specified shift boundary.

public class OffsetBasketStrike : BasketStrike, INotifyPropertyChanged
Inheritance
OffsetBasketStrike
Implements
Inherited Members
Extension Methods

Constructors

OffsetBasketStrike(Security, ISecurityProvider, IMarketDataProvider, Range<int>)

Initializes a new instance of the OffsetBasketStrike.

public OffsetBasketStrike(Security underlyingSecurity, ISecurityProvider securityProvider, IMarketDataProvider dataProvider, Range<int> strikeOffset)

Parameters

underlyingSecurity Security

Underlying asset.

securityProvider ISecurityProvider

The provider of information about instruments.

dataProvider IMarketDataProvider

The market data provider.

strikeOffset Range<int>

Boundaries of shift from the main strike (a negative value specifies the shift to options in the money, a positive value - out of the money).

Methods

FilterStrikes(IEnumerable<Security>)

To get filtered strikes.

protected override IEnumerable<Security> FilterStrikes(IEnumerable<Security> allStrikes)

Parameters

allStrikes IEnumerable<Security>

All strikes.

Returns

IEnumerable<Security>

Filtered strikes.

FromSerializedString(string)

Load security state from text.

protected override void FromSerializedString(string text)

Parameters

text string

Value, received from ToSerializedString().

ToSerializedString()

Save security state to string.

protected override string ToSerializedString()

Returns

string

String.