OffsetBasketStrike

StockSharp.Algo.Derivatives

The virtual strike including strikes of the specified shift boundary.

Herda de: BasketStrike

Construtores

OffsetBasketStrike(Security, ISecurityProvider, IMarketDataProvider, Range<int>)

The virtual strike including strikes of the specified shift boundary.

underlyingSecurity
Underlying asset.
securityProvider
The provider of information about instruments.
dataProvider
The market data provider.
strikeOffset
Boundaries of shift from the main strike (a negative value specifies the shift to options in the money, a positive value - out of the money).

Métodos

FilterStrikes(IEnumerable<Security>, decimal) : IEnumerable<Security>

To get filtered strikes.

allStrikes
All strikes.
assetPrice
The asset price.

Retorna: Filtered strikes.

FromSerializedString(string)

Load security state from .

text
Value, received from ToSerializedString.
ToSerializedString() : string

Save security state to string.

Retorna: String.