wehub-resource-sync
53 lines
2.0 KiB
C#
53 lines
2.0 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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/// Result type for <see cref="Option.OptionStrategyPositionGroupBuyingPowerModel.GetInitialMarginRequirement"/>
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/// </summary>
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public class OptionInitialMargin : InitialMargin
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{
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/// <summary>
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/// Gets an instance of <see cref="OptionInitialMargin"/> with zero values
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/// </summary>
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public static OptionInitialMargin Zero { get; } = new OptionInitialMargin(0m, 0m);
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/// <summary>
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/// The option/strategy premium value in account currency
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/// </summary>
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public decimal Premium { get; }
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/// <summary>
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/// The initial margin value in account currency, not including the premium in cases that apply (premium debited)
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/// </summary>
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public decimal ValueWithoutPremium { get; }
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/// <summary>
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/// Initializes a new instance of the <see cref="OptionInitialMargin"/> class
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/// </summary>
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/// <param name="value">The initial margin</param>
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/// <param name="premium">The premium of the option/option strategy</param>
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public OptionInitialMargin(decimal value, decimal premium)
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: base(value + Math.Max(premium, 0))
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{
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Premium = premium;
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ValueWithoutPremium = value;
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}
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}
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}
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