Table of Contents

Class OffsetBasketStrike

Namespace
StockSharp.Algo.Derivatives
Assembly
StockSharp.Algo.dll

The virtual strike including strikes of the specified shift boundary.

public class OffsetBasketStrike : BasketStrike, ICloneable<Security>, ICloneable, INotifyPropertyChanged
Inheritance
OffsetBasketStrike
Implements
Inherited Members
Extension Methods

Remarks

Initializes a new instance of the OffsetBasketStrike.

Constructors

OffsetBasketStrike(Security, ISecurityProvider, IMarketDataProvider, Range<int>)

The virtual strike including strikes of the specified shift boundary.

public OffsetBasketStrike(Security underlyingSecurity, ISecurityProvider securityProvider, IMarketDataProvider dataProvider, Range<int> strikeOffset)

Parameters

underlyingSecurity Security

Underlying asset.

securityProvider ISecurityProvider

The provider of information about instruments.

dataProvider IMarketDataProvider

The market data provider.

strikeOffset Range<int>

Boundaries of shift from the main strike (a negative value specifies the shift to options in the money, a positive value - out of the money).

Remarks

Initializes a new instance of the OffsetBasketStrike.

Methods

FilterStrikes(IEnumerable<Security>, decimal)

To get filtered strikes.

protected override IEnumerable<Security> FilterStrikes(IEnumerable<Security> allStrikes, decimal assetPrice)

Parameters

allStrikes IEnumerable<Security>

All strikes.

assetPrice decimal

The asset price.

Returns

IEnumerable<Security>

Filtered strikes.

FromSerializedString(string)

Load security state from text.

protected override void FromSerializedString(string text)

Parameters

text string

Value, received from ToSerializedString().

ToSerializedString()

Save security state to string.

protected override string ToSerializedString()

Returns

string

String.