BasketStrike
StockSharp.Algo.Derivatives
The virtual strike created from a combination of other strikes.
Наследует: BasketSecurity
Конструкторы
BasketStrike(Security, ISecurityProvider, IMarketDataProvider)
The virtual strike created from a combination of other strikes.
- underlyingAsset
- Underlying asset.
- securityProvider
- The provider of information about instruments.
- dataProvider
- The market data provider.
Свойства
DataProvider : IMarketDataProvider
The market data provider.
InnerSecurityIds : IEnumerable<SecurityId>
Instruments, from which this basket is created.
SecurityProvider : ISecurityProvider
The provider of information about instruments.
UnderlyingAsset : Security
Underlying asset.
Методы
FilterStrikes(IEnumerable<Security>, decimal) : IEnumerable<Security>
To get filtered strikes.
- allStrikes
- All strikes.
- assetPrice
- The asset price.
Возвращает: Filtered strikes.