Class Synthetic
- Namespace
- StockSharp.Algo.Derivatives
- Assembly
- StockSharp.Algo.dll
The synthetic positions builder.
public class Synthetic
- Inheritance
-
Synthetic
- Inherited Members
- Extension Methods
Remarks
Initializes a new instance of the Synthetic.
Constructors
Synthetic(Security, ISecurityProvider)
The synthetic positions builder.
public Synthetic(Security security, ISecurityProvider provider)
Parameters
securitySecurityThe instrument (the option or the underlying asset).
providerISecurityProviderThe provider of information about instruments.
Remarks
Initializes a new instance of the Synthetic.
Methods
Buy()
To get the synthetic position to buy the option.
public (Security security, Sides side)[] Buy()
Returns
Buy(decimal)
To get the option position for the underlying asset synthetic buy.
public (Security security, Sides side)[] Buy(decimal strike)
Parameters
strikedecimalStrike.
Returns
Buy(decimal, DateTimeOffset)
To get the option position for the underlying asset synthetic buy.
public (Security security, Sides side)[] Buy(decimal strike, DateTimeOffset expiryDate)
Parameters
strikedecimalStrike.
expiryDateDateTimeOffsetThe date of the option expiration.
Returns
Position(Sides)
To get the synthetic position for the option.
public (Security security, Sides side)[] Position(Sides side)
Parameters
sideSidesThe main position direction.
Returns
Position(decimal, DateTimeOffset, Sides)
To get the option position for the synthetic base asset.
public (Security security, Sides side)[] Position(decimal strike, DateTimeOffset expiryDate, Sides side)
Parameters
strikedecimalStrike.
expiryDateDateTimeOffsetThe date of the option expiration.
sideSidesThe main position direction.
Returns
Sell()
To get the synthetic position to sale the option.
public (Security security, Sides side)[] Sell()
Returns
Sell(decimal)
To get the option position for synthetic sale of the base asset.
public (Security security, Sides side)[] Sell(decimal strike)
Parameters
strikedecimalStrike.
Returns
Sell(decimal, DateTimeOffset)
To get the option position for synthetic sale of the base asset.
public (Security security, Sides side)[] Sell(decimal strike, DateTimeOffset expiryDate)
Parameters
strikedecimalStrike.
expiryDateDateTimeOffsetThe date of the option expiration.