/* * 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 { /// /// Represents a simple, constant margin model by specifying the percentages of required margin. /// public class SecurityMarginModel : BuyingPowerModel { /// /// Initializes a new instance of the with no leverage (1x) /// public SecurityMarginModel() { } /// /// Initializes a new instance of the /// /// The percentage of an order's absolute cost /// that must be held in free cash in order to place the order /// The percentage of the holding's absolute /// cost that must be held in free cash in order to avoid a margin call /// The percentage used to determine the required /// unused buying power for the account. public SecurityMarginModel( decimal initialMarginRequirement, decimal maintenanceMarginRequirement, decimal requiredFreeBuyingPowerPercent ) : base(initialMarginRequirement, maintenanceMarginRequirement, requiredFreeBuyingPowerPercent) { } /// /// Initializes a new instance of the /// /// The leverage /// The percentage used to determine the required /// unused buying power for the account. public SecurityMarginModel(decimal leverage, decimal requiredFreeBuyingPowerPercent = 0) : base(leverage, requiredFreeBuyingPowerPercent) { } } }