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quantconnect--lean/Common/Securities/Option
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Alexandre Catarino db2cb57a3f
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Handles NaN or Infinity from QLNet Calculations (#6757)
2022-11-18 18:25:13 -03:00
..
StrategyMatcher
Update enum values in comments (#6460)
2022-07-05 10:29:28 -03:00
ConstantQLDividendYieldEstimator.cs
Feature 2839 black scholes data generator (#6135)
2022-01-10 17:21:03 -03:00
ConstantQLRiskFreeRateEstimator.cs
Calculate Option Greeks with Implied Volatility (#6720)
2022-11-17 13:35:42 -03:00
ConstantQLUnderlyingVolatilityEstimator.cs
Feature 2839 black scholes data generator (#6135)
2022-01-10 17:21:03 -03:00
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
FedRateQLRiskFreeRateEstimator.cs
Calculate Option Greeks with Implied Volatility (#6720)
2022-11-17 13:35:42 -03:00
IOptionPriceModel.cs
Support for option strategies in API, QL option pricing models:
2016-09-20 17:14:25 +02:00
IQLDividendYieldEstimator.cs
Feature 2839 black scholes data generator (#6135)
2022-01-10 17:21:03 -03:00
IQLRiskFreeRateEstimator.cs
Calculate Option Greeks with Implied Volatility (#6720)
2022-11-17 13:35:42 -03:00
IQLUnderlyingVolatilityEstimator.cs
Feature 2839 black scholes data generator (#6135)
2022-01-10 17:21:03 -03:00
Option.cs
Calculate Option Greeks with Implied Volatility (#6720)
2022-11-17 13:35:42 -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
Adds Indexes and Index Options asset types (Backtesting/Live, IB only) (#5379)
2021-03-12 20:46:23 -03:00
OptionHolding.cs
SecurityHolding has a ref to an ICurrencyConverter
2018-12-04 17:06:56 -03:00
OptionMarginModel.cs
Option Margin Strategies (#5511)
2021-04-30 18:45:27 -03:00
OptionPortfolioModel.cs
Refactor OptionExerciseOrder.Quantity to be consistent with other Order types (#4796)
2020-10-08 20:05:20 -03:00
OptionPriceModelResult.cs
Feature 2839 black scholes data generator (#6135)
2022-01-10 17:21:03 -03:00
OptionPriceModels.cs
Calculate Option Greeks with Implied Volatility (#6720)
2022-11-17 13:35:42 -03:00
OptionStrategies.cs
Fix Options Strategies Names (#6715)
2022-10-31 15:17:07 -03:00
OptionStrategy.cs
Add OptionStrategyMatcher (#4924)
2020-12-02 18:42:24 -03:00
OptionStrategyPositionGroupBuyingPowerModel.cs
Option Margin Strategies (#5511)
2021-04-30 18:45:27 -03:00
OptionSymbol.cs
Add Log.Error at OptionSymbol.IsOptionContractExpired (#6405)
2022-06-16 15:10:17 -03:00
OptionSymbolProperties.cs
Adds Indexes and Index Options asset types (Backtesting/Live, IB only) (#5379)
2021-03-12 20:46:23 -03:00
QLOptionPriceModel.cs
Handles NaN or Infinity from QLNet Calculations (#6757)
2022-11-18 18:25:13 -03:00