OffsetBasketStrike
StockSharp.Algo.Derivatives
The virtual strike including strikes of the specified shift boundary.
继承自: BasketStrike
构造函数
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).
方法
FilterStrikes(IEnumerable<Security>, decimal) : IEnumerable<Security>
To get filtered strikes.
- allStrikes
- All strikes.
- assetPrice
- The asset price.
返回值: Filtered strikes.
FromSerializedString(string)
Load security state from .
- text
- Value, received from ToSerializedString.