Class InstrumentTransactionCosts
- Namespace
- Balsam.TransactionCosts
- Assembly
- Balsam.Backtester.dll
Sets transaction costs based on instrument defined values.
public class InstrumentTransactionCosts : TransactionCostModel, ICloneable
- Inheritance
-
InstrumentTransactionCosts
- Implements
- Inherited Members
- Extension Methods
Methods
OnCalculate(ITrade)
Sets commission and slippage using instrument defined values.
protected override void OnCalculate(ITrade trade)
Parameters
trade
ITrade