/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 *
*/

using QuantConnect.Data;
using QuantConnect.Data.Market;
using QuantConnect.Securities.Option;

namespace QuantConnect.Interfaces
{
    /// <summary>
    /// Reduced interface for accessing <see cref="Option"/>
    /// specific price properties and methods
    /// </summary>
    public interface IOptionPrice : ISecurityPrice
    {
        /// <summary>
        /// Gets a reduced interface of the underlying security object.
        /// </summary>
        ISecurityPrice Underlying { get; }

        /// <summary>
        /// Evaluates the specified option contract to compute a theoretical price, IV and greeks
        /// </summary>
        /// <param name="slice">The current data slice. This can be used to access other information
        /// available to the algorithm</param>
        /// <param name="contract">The option contract to evaluate</param>
        /// <returns>An instance of <see cref="OptionPriceModelResult"/> containing the theoretical
        /// price of the specified option contract</returns>
        OptionPriceModelResult EvaluatePriceModel(Slice slice, OptionContract contract);
    }
}