ExpirationContinuousSecurity

ExpirationContinuousSecurity

public ExpirationContinuousSecurity()

expirationContinuousSecurity = ExpirationContinuousSecurity()

Initializes a new instance of the ExpirationContinuousSecurity.

ExpirationJumps

public IExpirationJumpList ExpirationJumps { get; }

value = expirationContinuousSecurity.ExpirationJumps

Instruments and dates of transition at which the transition to the next instrument takes place.

InnerSecurityIds

public override IEnumerable<SecurityId> InnerSecurityIds { get; }

value = expirationContinuousSecurity.InnerSecurityIds

Instruments, from which this basket is created.

FromSerializedString

protected override void FromSerializedString(string text)

expirationContinuousSecurity.FromSerializedString(text)

Load security state from .

text

Value, received from ToSerializedString.

GetSecurity

public SecurityId GetSecurity(DateTime marketTime)

result = expirationContinuousSecurity.GetSecurity(marketTime)

To get the instrument that trades for the specified exchange time.

marketTime

The exchange time.

Returns: The instrument. If there is no instrument for the specified time then the will be returned.

ToSerializedString

protected override string ToSerializedString()

result = expirationContinuousSecurity.ToSerializedString()

Save security state to string.

Returns: String.