QuantConnect Lean Algorithmic Trading Engine
Members 
QuantConnect.Securities Namespace : SecurityPriceVariationModel Class
SecurityPriceVariationModel Class
Provides default implementation of IPriceVariationModel for use in defining the minimum price variation.
Syntax
public class SecurityPriceVariationModel : IPriceVariationModel  
Inheritance Hierarchy

System.Object
   QuantConnect.Securities.SecurityPriceVariationModel
      QuantConnect.Securities.EquityPriceVariationModel

Requirements

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

See Also