Class: Options::Strategies::Straddle

Inherits:
Strategy
  • Object
show all
Defined in:
lib/options/strategies.rb

Direct Known Subclasses

LongStraddle, ShortStraddle

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 Strategy

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

Constructor Details

#initialize(options = {}) ⇒ Straddle

Returns a new instance of Straddle.



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# File 'lib/options/strategies.rb', line 103

def initialize(options={})
  super(options)
  @options = options
  @option_type_klasses = {CEOption => @options[:strike_price], PEOption => @options[:strike_price]}
end