github-featured/quantconnect--lean
2
0
Fork 0
Code Issues Pull Requests Deployments Models Agent Notes Packages Projects Releases Wiki Activity
Files
17331
quantconnect--lean/Common/Securities/Option
T
History
Martin-Molinero 9fa2630dc8 Add implicit security to symbol (#9032) 
- Add implicit conversion from security to symbol. Adding regression
  algorithms
2025-10-13 17:58:57 -03:00
..
StrategyMatcher
Add Backspread Option Strategies (#8312)
2024-09-26 16:57:20 -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
QCAlgorithm's OptionChain() api refactor (#8334)
2024-10-04 12:26:15 -04:00
DefaultOptionAssignmentModel.cs
Fix bug for NQX index options (#7824)
2024-03-13 11:42:55 -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 implicit security to symbol (#9032)
2025-10-13 17:58:57 -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
Support new Pythonnet delegates auto conversion (#8913)
2025-08-07 09:40:06 -04:00
OptionHolding.cs
SecurityHolding has a ref to an ICurrencyConverter
2018-12-04 17:06:56 -03:00
OptionMarginModel.cs
Fix bug for NQX index options (#7824)
2024-03-13 11:42:55 -03:00
OptionPortfolioModel.cs
Fix index option cash profit (#8520)
2025-01-13 12:52:12 -03:00
OptionPriceModelResult.cs
QCAlgorithm's OptionChain() api refactor (#8334)
2024-10-04 12:26:15 -04:00
OptionPriceModels.cs
Calculate Option Greeks with Implied Volatility (#6720)
2022-11-17 13:35:42 -03:00
OptionStrategies.cs
Add Backspread Option Strategies (#8312)
2024-09-26 16:57:20 -03:00
OptionStrategy.cs
Fix SPXW option strategies (#6939)
2023-02-08 20:24:30 -03:00
OptionStrategyPositionGroupBuyingPowerModel.cs
Add Backspread Option Strategies (#8312)
2024-09-26 16:57:20 -03:00
OptionSymbol.cs
Fix for multiple market closes in date (#8509)
2025-01-09 12:56:37 -03:00
OptionSymbolProperties.cs
Dynamic market hours for time and date rules (#8541)
2025-01-31 15:00:14 -04:00
QLOptionPriceModel.cs
QCAlgorithm's OptionChain() api refactor (#8334)
2024-10-04 12:26:15 -04:00