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VolatilityBasketStrike Constructor

Initializes a new instance of the VolatilityBasketStrike.

Namespace:  StockSharp.Algo.Derivatives
Assembly:  StockSharp.Algo (in StockSharp.Algo.dll) Version: 4.4.16.0 (4.4.16)
Syntax
C#
public VolatilityBasketStrike(
	Security underlyingAsset,
	ISecurityProvider securityProvider,
	IMarketDataProvider dataProvider,
	Range<decimal> volatilityRange
)

Parameters

underlyingAsset
Type: StockSharp.BusinessEntitiesSecurity
Underlying asset.
securityProvider
Type: StockSharp.BusinessEntitiesISecurityProvider
The provider of information about instruments.
dataProvider
Type: StockSharp.BusinessEntitiesIMarketDataProvider
The market data provider.
volatilityRange
Type: RangeDecimal
Volatility range.
See Also