Synthetic

StockSharp.Algo.Derivatives

The synthetic positions builder.

Constructors

Synthetic
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

Buy
public ValueTuple<Security, Sides>[] Buy()
result = synthetic.Buy()

To get the synthetic position to buy the option.

Returns: The synthetic position.

Buy
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.

Buy
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.

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.

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.

Sell
public ValueTuple<Security, Sides>[] Sell()
result = synthetic.Sell()

To get the synthetic position to sale the option.

Returns: The synthetic position.

Sell
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.

Sell
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.