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BasketBlackScholes Constructor (Security, IMarketDataProvider, IPositionProvider)

Initializes a new instance of the BasketBlackScholes.

Namespace:  StockSharp.Algo.Derivatives
Assembly:  StockSharp.Algo (in StockSharp.Algo.dll) Version: 4.4.16.0 (4.4.16)
Syntax
C#
public BasketBlackScholes(
	Security underlyingAsset,
	IMarketDataProvider dataProvider,
	IPositionProvider positionProvider
)

Parameters

underlyingAsset
Type: StockSharp.BusinessEntitiesSecurity
Underlying asset.
dataProvider
Type: StockSharp.BusinessEntitiesIMarketDataProvider
The market data provider.
positionProvider
Type: StockSharp.BusinessEntitiesIPositionProvider
The position provider.
See Also