QuantConnect.Securities.Option.OptionStrategy.LegData Class Referenceabstract
Defines common properties between OptionLegData and UnderlyingLegData More...
Inheritance diagram for QuantConnect.Securities.Option.OptionStrategy.LegData:
Public Member Functions | |
| abstract void | Invoke (Action< UnderlyingLegData > underlyingHandler, Action< OptionLegData > optionHandler) |
| Invokes the correct handler based on the runtime type. More... | |
Additional Inherited Members | |
 Static Public Member Functions inherited from QuantConnect.Orders.Leg | |
| static Leg | Create (Symbol symbol, int quantity, decimal? limitPrice=null) |
| Creates a new instance More... | |
| Properties inherited from QuantConnect.Orders.Leg | |
| Symbol | Symbol [get, set] |
| The legs symbol More... | |
| int | Quantity [get, set] |
| Quantity multiplier used to specify proper scale (and direction) of the leg within the strategy More... | |
| decimal? | OrderPrice [get, set] |
| Order limit price of the leg in case limit order is sent to the market on strategy execution More... | |
Detailed Description
Defines common properties between OptionLegData and UnderlyingLegData
Definition at line 55 of file OptionStrategy.cs.
Member Function Documentation
◆ Invoke()
|
pure virtual |
Invokes the correct handler based on the runtime type.
Implemented in QuantConnect.Securities.Option.OptionStrategy.UnderlyingLegData, and QuantConnect.Securities.Option.OptionStrategy.OptionLegData.
The documentation for this class was generated from the following file:
- Common/Securities/Option/OptionStrategy.cs
