Files
quantconnect--lean/Common/Securities/ISettlementModel.cs
T
Martin-Molinero 8b2eb5bd68 Refactor Settlement Model API (#7225)
* Refactor settlement mode api

- Add new Scan method on ISettlementModel API. To be used by
  futures settlement model mark to market handling
- Use 'Parameters' classes for 'ISettlementModel'

* Address reviews
2023-05-01 11:23:31 -03:00

36 lines
1.4 KiB
C#

/*
* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/
namespace QuantConnect.Securities
{
/// <summary>
/// Represents the model responsible for applying cash settlement rules
/// </summary>
public interface ISettlementModel
{
/// <summary>
/// Applies cash settlement rules
/// </summary>
/// <param name="applyFundsParameters">The funds application parameters</param>
void ApplyFunds(ApplyFundsSettlementModelParameters applyFundsParameters);
/// <summary>
/// Scan for pending settlements
/// </summary>
/// <param name="settlementParameters">The settlement parameters</param>
void Scan(ScanSettlementModelParameters settlementParameters);
}
}