OffsetBasketStrike
StockSharp.Algo.Derivatives
The virtual strike including strikes of the specified shift boundary.
Inherits: BasketStrike
Constructors
OffsetBasketStrike
public OffsetBasketStrike(Security underlyingSecurity, ISecurityProvider securityProvider, IMarketDataProvider dataProvider, Range<int> strikeOffset)offsetBasketStrike = OffsetBasketStrike(underlyingSecurity, securityProvider, dataProvider, strikeOffset)The virtual strike including strikes of the specified shift boundary.
- underlyingSecurity
- Underlying asset.
- securityProvider
- The provider of information about instruments.
- dataProvider
- The market data provider.
- strikeOffset
- 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
protected override IEnumerable<Security> FilterStrikes(IEnumerable<Security> allStrikes, decimal assetPrice)result = offsetBasketStrike.FilterStrikes(allStrikes, assetPrice)To get filtered strikes.
- allStrikes
- All strikes.
- assetPrice
- The asset price.
Returns: Filtered strikes.
FromSerializedString
protected override void FromSerializedString(string text)offsetBasketStrike.FromSerializedString(text)Load security state from .
- text
- Value, received from ToSerializedString.
ToSerializedString
protected override string ToSerializedString()result = offsetBasketStrike.ToSerializedString()Save security state to string.
Returns: String.