QuantConnect Lean Algorithmic Trading Engine
QuantConnect.Securities Namespace > DefaultMarginCallModel Class : DefaultMarginCallModel Constructor
The portfolio object to receive margin calls
The default order properties to be used in margin call orders
DefaultMarginCallModel Constructor
Initializes a new instance of the DefaultMarginCallModel class
Syntax

Parameters

portfolio
The portfolio object to receive margin calls
defaultOrderProperties
The default order properties to be used in margin call orders
Requirements

Target Platforms: Microsoft .NET 4.5 or Mono 3.10 or above.

See Also