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DerivativesHelperGetAtTheMoney Method (Security, IMarketDataProvider, IEnumerableSecurity)

To get at the money options (ATM).

Namespace:  StockSharp.Algo.Derivatives
Assembly:  StockSharp.Algo (in StockSharp.Algo.dll) Version: 4.4.16.0 (4.4.16)
Syntax
C#
public static IEnumerable<Security> GetAtTheMoney(
	this Security underlyingAsset,
	IMarketDataProvider provider,
	IEnumerable<Security> allStrikes
)

Parameters

underlyingAsset
Type: StockSharp.BusinessEntitiesSecurity
Underlying asset.
provider
Type: StockSharp.BusinessEntitiesIMarketDataProvider
The market data provider.
allStrikes
Type: System.Collections.GenericIEnumerableSecurity
All strikes.

Return Value

Type: IEnumerableSecurity
At the money options.

Usage Note

In Visual Basic and C#, you can call this method as an instance method on any object of type Security. When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic) or Extension Methods (C# Programming Guide).
See Also