|ToString Method||Table of Content||OptionsStrategyLegDefinition Properties|
public class OptionsStrategyLegDefinition
Thetype exposes the following members.
Market Id of the option leg market.
Number of option contracts per increment quantity.
The price ratio is the fractional weighted price component per leg in the strategy. Using a Q4 2017 set as composite strategy as an example, each leg Oct 2017, Nov 2017 and Dec 2017 will have 3 as the LegRatioPriceDenominator.
The price ratio is the fractional weighted price component per leg in the strategy. Using a Q4 2017 set as composite strategy as an example, each leg Oct 2017, Nov 2017 and Dec 2017 will have 1 as the LegRatioPriceNumerator.
The quantity ratio represents the proportion of each of the leg of interproduct spreads. The Leg ratio denominator will be set to 1 for most products not but will be used in future product launches.
The quantity ratio represents the proportion of each of the leg of interproduct spreads. Using Gas Oil crack as an example. This will be set to 4 for the Gas oil leg and 3 for the Brent leg.
The strategy code for the leg. If set, this field can be used to obtain the next level of granularity of the strategy. If it is not set, the LegMarketID is the most granular level for the market. See Appendix E for list of codes.
Futures market id of the underlying futures market.
Serves as a hash function for a particular type.(Inherited from Object.)
Gets the Type of the current instance.(Inherited from Object.)
String representation.(Overrides Object.ToString().)