wehub-resource-sync
61 lines
2.1 KiB
C#
61 lines
2.1 KiB
C#
/*
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* QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
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* Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
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*
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* Licensed under the Apache License, Version 2.0 (the "License");
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* you may not use this file except in compliance with the License.
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* You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
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*
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* Unless required by applicable law or agreed to in writing, software
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* distributed under the License is distributed on an "AS IS" BASIS,
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* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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* See the License for the specific language governing permissions and
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* limitations under the License.
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*/
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using System;
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namespace QuantConnect.Securities
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{
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/// <summary>
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/// Parameters for <see cref="IBuyingPowerModel.GetInitialMarginRequirement"/>
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/// </summary>
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public class InitialMarginParameters
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{
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/// <summary>
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/// Gets the security
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/// </summary>
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public Security Security { get; }
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/// <summary>
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/// Gets the quantity
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/// </summary>
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public decimal Quantity { get; }
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/// <summary>
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/// Initializes a new instance of the <see cref="InitialMarginParameters"/> class
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/// </summary>
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/// <param name="security">The security</param>
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/// <param name="quantity">The quantity</param>
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public InitialMarginParameters(Security security, decimal quantity)
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{
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Security = security;
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Quantity = quantity;
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}
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/// <summary>
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/// Creates a new instance of <see cref="InitialMarginParameters"/> for the security's underlying
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/// </summary>
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public InitialMarginParameters ForUnderlying()
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{
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var derivative = Security as IDerivativeSecurity;
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if (derivative == null)
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{
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throw new InvalidOperationException(Messages.InitialMarginParameters.ForUnderlyingOnlyInvokableForIDerivativeSecurity);
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}
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return new InitialMarginParameters(derivative.Underlying, Quantity);
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}
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}
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}
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