Class: Options::Strategies::CallRatioSpread

Inherits:
StrategyBuilder show all
Defined in:
lib/options/strategies.rb

Instance Attribute Summary

Attributes inherited from Strategy

#ce_increment, #default_lot_size, #increment, #index_name, #input_lot_size, #legs, #option_type_klasses, #options_data, #pe_increment, #strike_price

Instance Method Summary collapse

Methods inherited from StrategyBuilder

#build

Methods inherited from Strategy

#construct, #long=, #lot_size=, #merge_legs, #parse_option_type_klasses, #short=, #to_hash, #to_json

Constructor Details

#initialize(options = {}) ⇒ CallRatioSpread

Returns a new instance of CallRatioSpread.



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# File 'lib/options/strategies.rb', line 296

def initialize(options ={})
  super(options)
  @strategy_type_klasses = {LongCall => [@strike_price], ShortCall => [@strike_price + (5 * @increment), @strike_price + (5 * @increment)]}
end