Table of Contents

Class Synthetic

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

The synthetic positions builder.

public class Synthetic
Inheritance
Synthetic
Inherited Members
Extension Methods

Constructors

Synthetic(Security, ISecurityProvider)

Initializes a new instance of the Synthetic.

public Synthetic(Security security, ISecurityProvider provider)

Parameters

security Security

The instrument (the option or the underlying asset).

provider ISecurityProvider

The provider of information about instruments.

Methods

Buy()

To get the synthetic position to buy the option.

public (Security security, Sides side)[] Buy()

Returns

(Security security, Sides side)[]

The synthetic position.

Buy(decimal)

To get the option position for the underlying asset synthetic buy.

public (Security security, Sides side)[] Buy(decimal strike)

Parameters

strike decimal

Strike.

Returns

(Security security, Sides side)[]

The option position.

Buy(decimal, DateTimeOffset)

To get the option position for the underlying asset synthetic buy.

public (Security security, Sides side)[] Buy(decimal strike, DateTimeOffset expiryDate)

Parameters

strike decimal

Strike.

expiryDate DateTimeOffset

The date of the option expiration.

Returns

(Security security, Sides side)[]

The option position.

Position(Sides)

To get the synthetic position for the option.

public (Security security, Sides side)[] Position(Sides side)

Parameters

side Sides

The main position direction.

Returns

(Security security, Sides side)[]

The synthetic position.

Position(decimal, DateTimeOffset, Sides)

To get the option position for the synthetic base asset.

public (Security security, Sides side)[] Position(decimal strike, DateTimeOffset expiryDate, Sides side)

Parameters

strike decimal

Strike.

expiryDate DateTimeOffset

The date of the option expiration.

side Sides

The main position direction.

Returns

(Security security, Sides side)[]

The option position.

Sell()

To get the synthetic position to sale the option.

public (Security security, Sides side)[] Sell()

Returns

(Security security, Sides side)[]

The synthetic position.

Sell(decimal)

To get the option position for synthetic sale of the base asset.

public (Security security, Sides side)[] Sell(decimal strike)

Parameters

strike decimal

Strike.

Returns

(Security security, Sides side)[]

The option position.

Sell(decimal, DateTimeOffset)

To get the option position for synthetic sale of the base asset.

public (Security security, Sides side)[] Sell(decimal strike, DateTimeOffset expiryDate)

Parameters

strike decimal

Strike.

expiryDate DateTimeOffset

The date of the option expiration.

Returns

(Security security, Sides side)[]

The option position.