Synthetic
StockSharp.Algo.Derivatives
The synthetic positions builder.
Konstruktoren
Synthetic(Security, ISecurityProvider)
The synthetic positions builder.
- security
- The instrument (the option or the underlying asset).
- provider
- The provider of information about instruments.
Methoden
Buy() : ValueTuple<Security, Sides>[]
To get the synthetic position to buy the option.
Rückgabe: The synthetic position.
Buy(decimal) : ValueTuple<Security, Sides>[]
To get the option position for the underlying asset synthetic buy.
- strike
- Strike.
Rückgabe: The option position.
Buy(decimal, DateTime) : ValueTuple<Security, Sides>[]
To get the option position for the underlying asset synthetic buy.
- strike
- Strike.
- expiryDate
- The date of the option expiration.
Rückgabe: The option position.
Position(Sides) : ValueTuple<Security, Sides>[]
To get the synthetic position for the option.
- side
- The main position direction.
Rückgabe: The synthetic position.
Position(decimal, DateTime, Sides) : ValueTuple<Security, Sides>[]
To get the option position for the synthetic base asset.
- strike
- Strike.
- expiryDate
- The date of the option expiration.
- side
- The main position direction.
Rückgabe: The option position.
Sell() : ValueTuple<Security, Sides>[]
To get the synthetic position to sale the option.
Rückgabe: The synthetic position.
Sell(decimal) : ValueTuple<Security, Sides>[]
To get the option position for synthetic sale of the base asset.
- strike
- Strike.
Rückgabe: The option position.