Table of Contents

Class VolatilityBasketStrike

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

The virtual strike including strikes of the specified volatility boundary.

public class VolatilityBasketStrike : BasketStrike, INotifyPropertyChanged
Inheritance
VolatilityBasketStrike
Implements
Inherited Members
Extension Methods

Constructors

VolatilityBasketStrike(Security, ISecurityProvider, IMarketDataProvider, Range<decimal>)

Initializes a new instance of the VolatilityBasketStrike.

public VolatilityBasketStrike(Security underlyingAsset, ISecurityProvider securityProvider, IMarketDataProvider dataProvider, Range<decimal> volatilityRange)

Parameters

underlyingAsset Security

Underlying asset.

securityProvider ISecurityProvider

The provider of information about instruments.

dataProvider IMarketDataProvider

The market data provider.

volatilityRange Range<decimal>

Volatility range.

Methods

FilterStrikes(IEnumerable<Security>)

To get filtered strikes.

protected override IEnumerable<Security> FilterStrikes(IEnumerable<Security> allStrikes)

Parameters

allStrikes IEnumerable<Security>

All strikes.

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.