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quantconnect--lean/Common/Securities/Option
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Jhonathan Abreu 65aecb4fb0
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Support indexing memoizing enumerable (#9489) 
* Support indexing memoizing enumerable

Pass MemoizingEnumerable to universe selectors

* Add CastingEnumerable class

* Minor change
2026-05-18 18:12:45 -03:00
..
StrategyMatcher
Set OptionStrategy legs symbols on creation (#9304)
2026-02-24 12:59:08 -04:00
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
Adds support for custom option pricing models (#9270)
2026-02-09 12:46:15 -03:00
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
Adds support for custom option pricing models (#9270)
2026-02-09 12:46:15 -03:00
IOptionPriceModelProvider.cs
Implement indicator-based option price model (#9237)
2026-02-19 15:15:25 -04:00
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
Implement indicator-based option price model (#9237)
2026-02-19 15:15:25 -04:00
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 indexing memoizing enumerable (#9489)
2026-05-18 18:12:45 -03:00
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
Improve cash assignment event message (#9051)
2025-10-23 11:54:00 -05:00
OptionPriceModel.cs
Adds support for custom option pricing models (#9270)
2026-02-09 12:46:15 -03:00
OptionPriceModelParameters.cs
Adds support for custom option pricing models (#9270)
2026-02-09 12:46:15 -03:00
OptionPriceModelResult.cs
Implement indicator-based option price model (#9237)
2026-02-19 15:15:25 -04:00
OptionPriceModels.cs
Implement indicator-based option price model (#9237)
2026-02-19 15:15:25 -04:00
OptionPriceModels.QuantLib.cs
Implement indicator-based option price model (#9237)
2026-02-19 15:15:25 -04:00
OptionStrategies.cs
Set OptionStrategy legs symbols on creation (#9304)
2026-02-24 12:59:08 -04:00
OptionStrategy.cs
Set OptionStrategy legs symbols on creation (#9304)
2026-02-24 12:59:08 -04:00
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
Add ContractMultiplier setter to Cfd via CfdSymbolProperties (#9328)
2026-04-08 10:47:47 -03:00
QLOptionPriceModel.cs
Adds support for custom option pricing models (#9270)
2026-02-09 12:46:15 -03:00
QLOptionPriceModelProvider.cs
Implement indicator-based option price model (#9237)
2026-02-19 15:15:25 -04:00