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quantconnect--lean/Common/Securities/Option
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Jhonathan Abreu 442dd771a3 Remove dynamic options filter behavior (#7620) 
* Make options filter non-dynamic by default and explicitly set

* Deprecate ContractSecurityFilterUniverse.OnlyApplyFilterAtMarketOpen

* Add regression algorithm

* Remove dynamic option chain filter behavior
2023-12-14 10:56:52 -03:00
..
StrategyMatcher
Add naked single-option strategies (#7231)
2023-05-30 15:59:28 -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
DefaultOptionAssignmentModel.cs
Refactor automatic option assignment (#7165)
2023-04-04 17:40:31 -03:00
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
IOptionAssignmentModel.cs
Refactor automatic option assignment (#7165)
2023-04-04 17:40:31 -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
NullOptionAssignmentModel.cs
Refactor automatic option assignment (#7165)
2023-04-04 17:40:31 -03:00
Option.cs
Add null slippage model (#7580)
2023-11-16 16:03:37 -03:00
OptionAssignmentParameters.cs
Refactor automatic option assignment (#7165)
2023-04-04 17:40:31 -03:00
OptionAssignmentResult.cs
Refactor automatic option assignment (#7165)
2023-04-04 17:40:31 -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
Remove dynamic options filter behavior (#7620)
2023-12-14 10:56:52 -03:00
OptionHolding.cs
SecurityHolding has a ref to an ICurrencyConverter
2018-12-04 17:06:56 -03:00
OptionMarginModel.cs
Fix naked index option margin requirement percentage (#7391)
2023-07-20 19:29:02 -03:00
OptionPortfolioModel.cs
Refactor Settlement Model API (#7225)
2023-05-01 11:23:31 -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
Modernization of syntax used in argument check exceptions (#7380)
2023-07-17 14:53:17 -03:00
OptionStrategy.cs
Fix SPXW option strategies (#6939)
2023-02-08 20:24:30 -03:00
OptionStrategyPositionGroupBuyingPowerModel.cs
Options premium in margin calculations (#7294)
2023-06-06 13:07:32 -03:00
OptionSymbol.cs
IsOption Use Underlying Holidays and Early Closes if Empty (#7007)
2023-02-24 12:49:51 -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
Improves Error Handling in OptionPriceModelResult.Evaluate (#7575)
2023-11-16 16:05:47 -03:00