GaussianProbabilityModelT
math
gainLoss
PositionsSequenceT PortfolioStatsT PositionStatsT
gamma
OptionGreeksT PosT PosTT OrderFilterScopeT
gammaAbs
OrderFilterScopeT
gammaUnscaled
PosT
gcm
PositionStatsT
getAllLegs
PosTT PositionStatsT
getAnnualizationFactor
AggregationPeriodT
getBinomial
OptionPricingModelsT
getBjerksundStensland
OptionPricingModelsT
getBlackScholes
OptionPricingModelsT
getCashBasedMarginModel
RiskModelsT
getContext
StrategyRunnerT
getCurY
PlottableT
getCurrentTimestep
RunContextT
getDefaultAggregationPeriod
RunContextT
getDividendYield
DividendModelT UserDefinedDividendRateT
getExpirationRiskModel
RiskModelsT
getGaussianProbModel
ProbabilityModelsT
getInstrument
LegT PosT PosTT StrategyRunnerT TradeLegT
getInstrumentType
InstrumentT
getInterestRate
InterestRateModelT UserDefinedInterestRateT
getLastComputationResult
ComputationableT NumberT
getLastOHLC
StudiesT
getLeg
PosT PosTT
getLegsInDescendingStrikeOrder
IronCondorT OrderFiltersT
getNetOpenLegs
PosTT PositionStatsT
getNetOpenQuantity
PositionStatsT
getNumOpenPositions
StrategyRunnerT
getOption
StrategyRunnerT
getOptionGreeks
InstrumentT
getOptionableLegs
ButterflyT CalendarSpreadT CallOption CollarT CoveredCallOrder IronCondorT MarriedPut OrderFiltersT PutOption RatioSpreadT RollOptionOrder StockOnlyT StraddleT VerticalSpreadT
getOrderComments
PosT PosTT
getPeriod
AggregationPeriodT
getPortfolio
StrategyRunnerT
getPrice
MidPriceSlippageModelT NaturalPriceSlippageModelT SlippageModelT
getPriorComputationResult
ComputationableT NumberT
getProbabilityExpiringBelow
ProbabilityModelT
getProbabilityOfTouching
ProbabilityModelT
getQuantity
LegT
getRegTMarginModel
RiskModelsT
getSignedQuantity
LegT
getStrategyID
ButterflyT CalendarSpreadT CallOption CollarT CoveredCallOrder IronCondorT MarriedPut OrderFiltersT PutOption RatioSpreadT RollOptionOrder StockOnlyT StraddleT VerticalSpreadT
getUnderlyingInstrument
PosT PosTT
getValue
ComputationableT NumberT StudiesOperationsT
getValuePrior
StudiesT