Deephaven Javadocs 20180917

java.lang.Object
- com.illumon.modelfarm.fitterfarm.CoreFitData

All Implemented Interfaces:

FitDataOptionChain, FitDataRates, FitDataUnderlying, Serializable

Direct Known Subclasses:

EquityFitData, FuturesFitData
```
public abstract class CoreFitData
extends Object
implements FitDataUnderlying, FitDataOptionChain, FitDataRates, Serializable
```
A snapshot of market data needed to fit an equity option model.

See Also:

Serialized Form

Constructor Summary

Constructors
Modifier Constructor and Description

protected CoreFitData()
Create a new, empty data set.

protected CoreFitData(CoreFitData data)
Copy the data.

Constructors
Modifier	Constructor and Description
`protected`	`CoreFitData()` Create a new, empty data set.
`protected`	`CoreFitData(CoreFitData data)` Copy the data.

Method Summary

All Methods Static Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`protected static double[][]`	`clone2d(double[][] vals)`
`DBDateTime[]`	`getCarryCurveDates()` Gets an array of dates defining the cost-of-carry curve.
`double[]`	`getCarryCurveErrors()` Gets an array of rate errors defining the cost-of-carry curve.
`double[]`	`getCarryCurveRates()` Gets an array of rates defining the cost-of-carry curve.
`double[]`	`getDivCashAmounts()` Gets an array of cash dividend values for the underlying security.
`DBDateTime[]`	`getDivExDates()` Gets an array of dividend ex-dates for the underlying security.
`double[]`	`getDivProportionalAmounts()` Gets an array of proportional dividend values for the underlying security.
`String[]`	`getOptionExerciseTypes()` Gets the type of option exercise (e.g.
`DBDateTime[]`	`getOptionExpirations()` Gets an array of expirations associated with the option prices.
`long[]`	`getOptionIds()` Gets an array of ids associated with the options.
`String[]`	`getOptionPayoffTypes()` Gets the type of option payoff (e.g.
`String[]`	`getOptionSettlementTypes()` Gets the type of option settlement (e.g.
`double[]`	`getOptionStrikes()` Gets an array of strikes associated with the option prices.
`String[]`	`getOptionSyms()` Gets an array of symbols associated with the options.
`DBDateTime`	`getTimestamp()` Gets the timestamp of the data snapshot.
`long`	`getUnderlyingId()` Gets the underlying id.
`String`	`getUnderlyingSym()` Gets the underlying symbol.
`String`	`getUnderlyingType()` Gets the type of underlying (e.g.
`DBDateTime[]`	`getYieldCurveDates()` Gets an array of dates defining the yield curve.
`double[]`	`getYieldCurveRates()` Gets an array of rates defining the yield curve.
`void`	`setCarryCurveDates(DBDateTime[] carryCurveDates)` Sets an array of dates defining the cost-of-carry curve.
`void`	`setCarryCurveErrors(double[] carryCurveErrors)` Sets an array of rate errors defining the cost-of-carry curve.
`void`	`setCarryCurveRates(double[] carryCurveRates)` Sets an array of rates defining the cost-of-carry curve.
`void`	`setDivCashAmounts(double[] divCashAmounts)` Sets an array of cash dividend values for the underlying security.
`void`	`setDivExDates(DBDateTime[] divExDates)` Sets an array of dividend ex-dates for the underlying security.
`void`	`setDivProportionalAmounts(double[] divProportionalAmounts)` Sets an array of proportional dividend values for the underlying security.
`void`	`setOptionExerciseTypes(String[] optionExerciseTypes)` Sets the type of option exercise (e.g.
`void`	`setOptionExpirations(DBDateTime[] optionExpirations)` Sets the expirations associated with the option prices.
`void`	`setOptionIds(long[] optionIds)` Sets an array of ids associated with the options.
`void`	`setOptionPayoffTypes(String[] optionPayoffTypes)` Sets the type of option payoff (e.g.
`void`	`setOptionSettlementTypes(String[] optionSettlementTypes)` Sets the type of option settlement (e.g.
`void`	`setOptionStrikes(double[] optionStrikes)` Sets an array of strikes associated with the option prices.
`void`	`setOptionSyms(String[] optionSyms)` Sets an array of symbols associated with the options.
`void`	`setTimestamp(DBDateTime timestamp)` Set the timestamp of the data snapshot.
`void`	`setUnderlyingId(long underlyingId)` Set the underlying id.
`void`	`setUnderlyingSym(String usym)` Set the underlying symbol.
`void`	`setUnderlyingType(String underlyingType)` Sets the type of underlying (e.g.
`void`	`setYieldCurveDates(DBDateTime[] yieldCurveDates)` Sets an array of dates defining the yield curve.
`void`	`setYieldCurveRates(double[] yieldCurveRates)` Sets an array of rates defining the yield curve.
`String`	`toString()`
`protected String`	`toStringContents()`

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

- Constructor Detail
  - CoreFitData
```
protected CoreFitData()
```
    Create a new, empty data set.
  - CoreFitData
```
protected CoreFitData(CoreFitData data)
```
    Copy the data.
    
    Parameters:
    
    data - data to copy.
- Method Detail
  - getTimestamp
```
public DBDateTime getTimestamp()
```
    Description copied from interface: FitDataUnderlying
    
    Gets the timestamp of the data snapshot.
    
    Specified by:
    
    getTimestamp in interface FitDataUnderlying
    
    Returns:
    
    timestamp of the data snapshot.
  - setTimestamp
```
public void setTimestamp(DBDateTime timestamp)
```
    Set the timestamp of the data snapshot.
    
    Parameters:
    
    timestamp - timestamp of the data snapshot.
  - getUnderlyingId
```
public long getUnderlyingId()
```
    Description copied from interface: FitDataUnderlying
    
    Gets the underlying id.
    
    Specified by:
    
    getUnderlyingId in interface FitDataUnderlying
    
    Returns:
    
    underlying id.
  - setUnderlyingId
```
public void setUnderlyingId(long underlyingId)
```
    Set the underlying id.
    
    Parameters:
    
    underlyingId - underlying id.
  - getUnderlyingSym
```
public String getUnderlyingSym()
```
    Description copied from interface: FitDataUnderlying
    
    Gets the underlying symbol.
    
    Specified by:
    
    getUnderlyingSym in interface FitDataUnderlying
    
    Returns:
    
    underlying symbol.
  - setUnderlyingSym
```
public void setUnderlyingSym(String usym)
```
    Set the underlying symbol.
    
    Parameters:
    
    usym - underlying symbol.
  - getUnderlyingType
```
public String getUnderlyingType()
```
    Description copied from interface: FitDataUnderlying
    
    Gets the type of underlying (e.g. "Equity", "Future").
    
    Specified by:
    
    getUnderlyingType in interface FitDataUnderlying
    
    Returns:
    
    type of underlying (e.g. "Equity", "Future").
  - setUnderlyingType
```
public void setUnderlyingType(String underlyingType)
```
    Sets the type of underlying (e.g. "Equity", "Future").
    
    Parameters:
    
    underlyingType - type of underlying (e.g. "Equity", "Future").
  - getOptionIds
```
public long[] getOptionIds()
```
    Description copied from interface: FitDataOptionChain
    
    Gets an array of ids associated with the options.
    
    Specified by:
    
    getOptionIds in interface FitDataOptionChain
    
    Returns:
    
    array of ids associated with the options.
  - setOptionIds
```
public void setOptionIds(long[] optionIds)
```
    Sets an array of ids associated with the options.
    
    Parameters:
    
    optionIds - array of ids associated with the options.
  - getOptionSyms
```
public String[] getOptionSyms()
```
    Description copied from interface: FitDataOptionChain
    
    Gets an array of symbols associated with the options.
    
    Specified by:
    
    getOptionSyms in interface FitDataOptionChain
    
    Returns:
    
    array of symbols associated with the options.
  - setOptionSyms
```
public void setOptionSyms(String[] optionSyms)
```
    Sets an array of symbols associated with the options.
    
    Parameters:
    
    optionSyms - array of symbols associated with the options.
  - getOptionExpirations
```
public DBDateTime[] getOptionExpirations()
```
    Description copied from interface: FitDataOptionChain
    
    Gets an array of expirations associated with the option prices.
    
    Specified by:
    
    getOptionExpirations in interface FitDataOptionChain
    
    Returns:
    
    array of expirations associated with the option prices.
  - setOptionExpirations
```
public void setOptionExpirations(DBDateTime[] optionExpirations)
```
    Sets the expirations associated with the option prices.
    
    Parameters:
    
    optionExpirations - expirations associated with the option prices.
  - getOptionStrikes
```
public double[] getOptionStrikes()
```
    Description copied from interface: FitDataOptionChain
    
    Gets an array of strikes associated with the option prices.
    
    Specified by:
    
    getOptionStrikes in interface FitDataOptionChain
    
    Returns:
    
    array of strikes associated with the option prices.
  - setOptionStrikes
```
public void setOptionStrikes(double[] optionStrikes)
```
    Sets an array of strikes associated with the option prices.
    
    Parameters:
    
    optionStrikes - array of strikes associated with the option prices.
  - getOptionPayoffTypes
```
public String[] getOptionPayoffTypes()
```
    Description copied from interface: FitDataOptionChain
    
    Gets the type of option payoff (e.g. "Put", "Call", etc.) associated with the option prices.
    
    Specified by:
    
    getOptionPayoffTypes in interface FitDataOptionChain
    
    Returns:
    
    type of option payoff (e.g. "Put", "Call", etc.) associated with the option prices.
  - setOptionPayoffTypes
```
public void setOptionPayoffTypes(String[] optionPayoffTypes)
```
    Sets the type of option payoff (e.g. "Put", "Call", etc.) associated with the option prices.
    
    Parameters:
    
    optionPayoffTypes - type of option payoff (e.g. "Put", "Call", etc.) associated with the option prices.
  - getOptionExerciseTypes
```
public String[] getOptionExerciseTypes()
```
    Description copied from interface: FitDataOptionChain
    
    Gets the type of option exercise (e.g. "American", "European", etc.) associated with the option prices.
    
    Specified by:
    
    getOptionExerciseTypes in interface FitDataOptionChain
    
    Returns:
    
    type of option exercise (e.g. "American", "European", etc.) associated with the option prices.
  - setOptionExerciseTypes
```
public void setOptionExerciseTypes(String[] optionExerciseTypes)
```
    Sets the type of option exercise (e.g. "American", "European", etc.) associated with the option prices.
    
    Parameters:
    
    optionExerciseTypes - type of option exercise (e.g. "American", "European", etc.) associated with the option prices.
  - getOptionSettlementTypes
```
public String[] getOptionSettlementTypes()
```
    Description copied from interface: FitDataOptionChain
    
    Gets the type of option settlement (e.g. "Cash", "Underlying", etc.) associated with the option prices.
    
    Specified by:
    
    getOptionSettlementTypes in interface FitDataOptionChain
    
    Returns:
    
    type of option settlement (e.g. "Cash", "Underlying", etc.) associated with the option prices.
  - setOptionSettlementTypes
```
public void setOptionSettlementTypes(String[] optionSettlementTypes)
```
    Sets the type of option settlement (e.g. "Cash", "Underlying", etc.) associated with the option prices.
    
    Parameters:
    
    optionSettlementTypes - type of option settlement (e.g. "Cash", "Underlying", etc.) associated with the option prices.
  - getDivExDates
```
public DBDateTime[] getDivExDates()
```
    Description copied from interface: FitDataRates
    
    Gets an array of dividend ex-dates for the underlying security.
    
    Specified by:
    
    getDivExDates in interface FitDataRates
    
    Returns:
    
    array of dividend ex-dates for the underlying security.
  - setDivExDates
```
public void setDivExDates(DBDateTime[] divExDates)
```
    Sets an array of dividend ex-dates for the underlying security.
    
    Parameters:
    
    divExDates - array of dividend ex-dates for the underlying security.
  - getDivCashAmounts
```
public double[] getDivCashAmounts()
```
    Description copied from interface: FitDataRates
    
    Gets an array of cash dividend values for the underlying security.
    
    Specified by:
    
    getDivCashAmounts in interface FitDataRates
    
    Returns:
    
    array of cash dividend values for the underlying security.
  - setDivCashAmounts
```
public void setDivCashAmounts(double[] divCashAmounts)
```
    Sets an array of cash dividend values for the underlying security.
    
    Parameters:
    
    divCashAmounts - array of cash dividend values for the underlying security.
  - getDivProportionalAmounts
```
public double[] getDivProportionalAmounts()
```
    Description copied from interface: FitDataRates
    
    Gets an array of proportional dividend values for the underlying security.
    
    Specified by:
    
    getDivProportionalAmounts in interface FitDataRates
    
    Returns:
    
    array of proportional dividend values for the underlying security.
  - setDivProportionalAmounts
```
public void setDivProportionalAmounts(double[] divProportionalAmounts)
```
    Sets an array of proportional dividend values for the underlying security.
    
    Parameters:
    
    divProportionalAmounts - array of proportinoal dividend values for the underlying security.
  - getYieldCurveDates
```
public DBDateTime[] getYieldCurveDates()
```
    Description copied from interface: FitDataRates
    
    Gets an array of dates defining the yield curve.
    
    Specified by:
    
    getYieldCurveDates in interface FitDataRates
    
    Returns:
    
    array of dates defining the yield curve.
  - setYieldCurveDates
```
public void setYieldCurveDates(DBDateTime[] yieldCurveDates)
```
    Sets an array of dates defining the yield curve.
    
    Parameters:
    
    yieldCurveDates - array of dates defining the yield curve.
  - getYieldCurveRates
```
public double[] getYieldCurveRates()
```
    Description copied from interface: FitDataRates
    
    Gets an array of rates defining the yield curve.
    
    Specified by:
    
    getYieldCurveRates in interface FitDataRates
    
    Returns:
    
    array of rates defining the yield curve.
  - setYieldCurveRates
```
public void setYieldCurveRates(double[] yieldCurveRates)
```
    Sets an array of rates defining the yield curve.
    
    Parameters:
    
    yieldCurveRates - array of rates defining the yield curve.
  - getCarryCurveDates
```
public DBDateTime[] getCarryCurveDates()
```
    Description copied from interface: FitDataRates
    
    Gets an array of dates defining the cost-of-carry curve.
    
    Specified by:
    
    getCarryCurveDates in interface FitDataRates
    
    Returns:
    
    array of dates defining the cost-of-carry curve.
  - setCarryCurveDates
```
public void setCarryCurveDates(DBDateTime[] carryCurveDates)
```
    Sets an array of dates defining the cost-of-carry curve.
    
    Parameters:
    
    carryCurveDates - array of dates defining the cost-of-carry curve.
  - getCarryCurveRates
```
public double[] getCarryCurveRates()
```
    Description copied from interface: FitDataRates
    
    Gets an array of rates defining the cost-of-carry curve.
    
    Specified by:
    
    getCarryCurveRates in interface FitDataRates
    
    Returns:
    
    array of rates defining the cost-of-carry curve.
  - setCarryCurveRates
```
public void setCarryCurveRates(double[] carryCurveRates)
```
    Sets an array of rates defining the cost-of-carry curve.
    
    Parameters:
    
    carryCurveRates - array of rates defining the cost-of-carry curve.
  - getCarryCurveErrors
```
public double[] getCarryCurveErrors()
```
    Description copied from interface: FitDataRates
    
    Gets an array of rate errors defining the cost-of-carry curve.
    
    Specified by:
    
    getCarryCurveErrors in interface FitDataRates
    
    Returns:
    
    array of rate errors defining the cost-of-carry curve.
  - setCarryCurveErrors
```
public void setCarryCurveErrors(double[] carryCurveErrors)
```
    Sets an array of rate errors defining the cost-of-carry curve.
    
    Parameters:
    
    carryCurveErrors - array of rate errors defining the cost-of-carry curve.
  - toStringContents
```
protected String toStringContents()
```
  - toString
```
public String toString()
```
    Overrides:
    
    toString in class Object
  - clone2d
```
protected static double[][] clone2d(double[][] vals)
```

Class CoreFitData

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

Constructor Detail

CoreFitData

CoreFitData

Method Detail

getTimestamp

setTimestamp

getUnderlyingId

setUnderlyingId

getUnderlyingSym

setUnderlyingSym

getUnderlyingType

setUnderlyingType

getOptionIds

setOptionIds

getOptionSyms

setOptionSyms

getOptionExpirations

setOptionExpirations

getOptionStrikes

setOptionStrikes

getOptionPayoffTypes

setOptionPayoffTypes

getOptionExerciseTypes

setOptionExerciseTypes

getOptionSettlementTypes

setOptionSettlementTypes

getDivExDates

setDivExDates

getDivCashAmounts

setDivCashAmounts

getDivProportionalAmounts

setDivProportionalAmounts

getYieldCurveDates

setYieldCurveDates

getYieldCurveRates

setYieldCurveRates

getCarryCurveDates

setCarryCurveDates

getCarryCurveRates

setCarryCurveRates

getCarryCurveErrors

setCarryCurveErrors

toStringContents

toString

clone2d