wehub-resource-sync
54 lines
1.9 KiB
C#
54 lines
1.9 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 QuantConnect.Data;
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using QuantConnect.Data.Market;
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namespace QuantConnect.Securities.Option
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{
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/// <summary>
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/// Defines the parameters for <see cref="IOptionPriceModel.Evaluate"/>
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/// </summary>
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public class OptionPriceModelParameters
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{
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/// <summary>
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/// Gets the option security object
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/// </summary>
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public Security Security { get; set; }
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/// <summary>
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/// Gets the current data slice
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/// </summary>
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public Slice Slice { get; set; }
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/// <summary>
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/// Gets the option contract to evaluate
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/// </summary>
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public OptionContract Contract { get; set; }
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/// <summary>
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/// Initializes a new instance of the <see cref="OptionPriceModelParameters"/> class
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/// </summary>
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/// <param name="security">The option security object</param>
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/// <param name="slice">The current data slice</param>
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/// <param name="contract">The option contract to evaluate</param>
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public OptionPriceModelParameters(Security security = null, Slice slice = null, OptionContract contract = null)
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{
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Security = security;
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Slice = slice;
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Contract = contract;
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}
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}
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} |