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