GaussianProbabilityModelT
math
gainLoss
PortfolioStatsT
PositionStatsT
gamma
OptionGreeksT
PosT
PosTT
OrderFilterScopeT
gammaAbs
OrderFilterScopeT
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
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