/*
* 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)
{
}
}
}