/// <summary>
/// The margin that must be held in order to increase the position by the provided quantity
/// </summary>
/// <param name="parameters">An object containing the security and quantity</param>
public override InitialMargin GetInitialMarginRequirement(PositionGroupInitialMarginParameters parameters)
{
var initialMarginRequirement = 0m;
foreach (var position in parameters.PositionGroup)
{
var security = parameters.Portfolio.Securities[position.Symbol];
initialMarginRequirement += security.BuyingPowerModel.GetInitialMarginRequirement(
security, position.Quantity
);
}
return(initialMarginRequirement);
}
/// <summary> /// The margin that must be held in order to increase the position by the provided quantity /// </summary> /// <param name="parameters">An object containing the security and quantity</param> public abstract InitialMargin GetInitialMarginRequirement(PositionGroupInitialMarginParameters parameters);