VolatilityBasketStrike
StockSharp.Algo.Derivatives
The virtual strike including strikes of the specified volatility boundary.
Hereda de: BasketStrike
Constructores
VolatilityBasketStrike(Security, ISecurityProvider, IMarketDataProvider, Range<decimal>)
The virtual strike including strikes of the specified volatility boundary.
- underlyingAsset
- Underlying asset.
- securityProvider
- The provider of information about instruments.
- dataProvider
- The market data provider.
- volatilityRange
- Volatility range.
Métodos
FilterStrikes(IEnumerable<Security>, decimal) : IEnumerable<Security>
To get filtered strikes.
- allStrikes
- All strikes.
- assetPrice
- The asset price.
Devuelve: Filtered strikes.
FromSerializedString(string)
Load security state from .
- text
- Value, received from ToSerializedString.