/*
* 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.
*/
namespace QuantConnect.Securities.Future
{
///
/// Future holdings implementation of the base securities class
///
///
public class FutureHolding : SecurityHolding
{
///
/// The cash settled profit for the current open position
///
public virtual decimal SettledProfit { get; set; }
///
/// Unsettled profit for the current open position
///
public virtual decimal UnsettledProfit
{
get
{
return TotalCloseProfit() - SettledProfit;
}
}
///
/// Future Holding Class constructor
///
/// The future security being held
/// A currency converter instance
public FutureHolding(Security security, ICurrencyConverter currencyConverter)
: base(security, currencyConverter)
{
}
}
}