/* * 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 System; namespace QuantConnect.Securities { /// /// Result type for /// public class OptionInitialMargin : InitialMargin { /// /// Gets an instance of with zero values /// public static OptionInitialMargin Zero { get; } = new OptionInitialMargin(0m, 0m); /// /// The option/strategy premium value in account currency /// public decimal Premium { get; } /// /// The initial margin value in account currency, not including the premium in cases that apply (premium debited) /// public decimal ValueWithoutPremium { get; } /// /// Initializes a new instance of the class /// /// The initial margin /// The premium of the option/option strategy public OptionInitialMargin(decimal value, decimal premium) : base(value + Math.Max(premium, 0)) { Premium = premium; ValueWithoutPremium = value; } } }