Class Synthetic
- Namespace
- StockSharp.Algo.Derivatives
- Assembly
- StockSharp.Algo.dll
The synthetic positions builder.
public class Synthetic
- Inheritance
-
Synthetic
- Inherited Members
- Extension Methods
Constructors
Synthetic(Security, ISecurityProvider)
Initializes a new instance of the Synthetic.
public Synthetic(Security security, ISecurityProvider provider)
Parameters
security
SecurityThe instrument (the option or the underlying asset).
provider
ISecurityProviderThe provider of information about instruments.
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
strike
decimalStrike.
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
strike
decimalStrike.
expiryDate
DateTimeOffsetThe 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
side
SidesThe 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
strike
decimalStrike.
expiryDate
DateTimeOffsetThe date of the option expiration.
side
SidesThe 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
strike
decimalStrike.
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
strike
decimalStrike.
expiryDate
DateTimeOffsetThe date of the option expiration.