/*
* 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;
}
}
}