Martin Molinero ec1d410907 Performance improvements ...

- `SecurityIdentifier` will calculate `StrikePrice` just once. Replacing
`!=` for a direct call to `Equals()` preventing unnecessary checks.
- Slightly improving Linq queries at `OptionFilterUniverse`
- Replace `OpenReader().CopyTo` for `Extract(stream)` avoids copying the
data twice.
- Replace `DateTime.Now` for `DateTime.UtcNow`

2019-06-10 22:40:19 -03:00

..

ConstantQLDividendYieldEstimator.cs

Updated code as per PR

2017-01-02 19:47:23 +01:00

ConstantQLRiskFreeRateEstimator.cs

Updated code as per PR

2017-01-02 19:47:23 +01:00

ConstantQLUnderlyingVolatilityEstimator.cs

Updated code as per PR

2017-01-02 19:47:23 +01:00

CurrentPriceOptionPriceModel.cs

Fixes 5 warnings with code CS1574

2017-05-18 17:05:09 +05:30

EmptyOptionChainProvider.cs

Refactor option chain providers

2017-08-02 22:43:15 +02:00

IOptionPriceModel.cs

Support for option strategies in API, QL option pricing models:

2016-09-20 17:14:25 +02:00

IQLDividendYieldEstimator.cs

Added new constructors to IBMapper class

2016-11-25 15:11:01 +01:00

IQLRiskFreeRateEstimator.cs

Added new constructors to IBMapper class

2016-11-25 15:11:01 +01:00

IQLUnderlyingVolatilityEstimator.cs

Added new constructors to IBMapper class

2016-11-25 15:11:01 +01:00

Option.cs

SecurityHolding has a ref to an ICurrencyConverter

2018-12-04 17:06:56 -03:00

OptionCache.cs

Adds the Option security and associated classes

2016-04-07 13:39:23 -04:00

OptionDataFilter.cs

Adds the Option security and associated classes

2016-04-07 13:39:23 -04:00

OptionExchange.cs

Adds the Option security and associated classes

2016-04-07 13:39:23 -04:00

OptionFilterUniverse.cs

Performance improvements

2019-06-10 22:40:19 -03:00

OptionHolding.cs

SecurityHolding has a ref to an ICurrencyConverter

2018-12-04 17:06:56 -03:00

OptionMarginModel.cs

Remove OrderFeeParameters.AccountCurrency

2018-12-28 15:57:53 -03:00

OptionPortfolioModel.cs

Address reviews

2018-12-14 12:38:55 -03:00

OptionPriceModelResult.cs

Updated code as per PR

2017-01-02 19:47:23 +01:00

OptionPriceModels.cs

Updated code as per PR

2017-01-02 19:47:23 +01:00

OptionStrategies.cs

- Added support for basic initial/maintenance margin (selected contracts). Tests.

2016-10-02 18:18:07 +02:00

OptionStrategy.cs

- Added support for basic initial/maintenance margin (selected contracts). Tests.

2016-10-02 18:18:07 +02:00

OptionSymbol.cs

Adding a control to avoid set the last trading date in a holiday

2018-07-24 16:04:33 -03:00

OptionSymbolProperties.cs

Fix quantity bug in option exercise/assignment

2017-08-30 14:25:02 +02:00

QLOptionPriceModel.cs

Fix indentation in QLOptionPriceModel

2017-08-23 22:45:36 +02:00