com.illumon.modelfarm.fitterfarm.futures

Class FuturesFitDataOptionPrices

java.lang.Object

com.illumon.modelfarm.fitterfarm.CoreFitData

com.illumon.modelfarm.fitterfarm.futures.FuturesFitData

com.illumon.modelfarm.fitterfarm.futures.FuturesFitDataOptionPrices

All Implemented Interfaces:

FitDataOptionChain, FitDataOptionPrices, FitDataRates, FitDataUnderlying, FitDataUnderlyingFutures, Serializable

Direct Known Subclasses:

FuturesFitDataVolSurface

public class FuturesFitDataOptionPrices
extends FuturesFitData
implements FitDataOptionPrices, Serializable

A snapshot of market data needed to fit a futures option model. Option prices are directly provided.

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
FuturesFitDataOptionPrices() Create a new, empty data set.
FuturesFitDataOptionPrices(FuturesFitDataOptionPrices data) Copy the data.

Method Summary

Modifier and Type	Method and Description
double[]	getOptionAsks() Gets an array of ask prices for options.
double[]	getOptionBids() Gets an array of bid prices for options.
void	setOptionAsks(double[] optionAsks) Sets an array of ask prices for options.
void	setOptionBids(double[] optionBids) Sets an array of bid prices for options.
String	toString()
protected String	toStringContents()

Methods inherited from class com.illumon.modelfarm.fitterfarm.futures.FuturesFitData

getFutureAsks, getFutureBids, getFutureExpirations, getFutureIds, getFutureSyms, getUnderlyingFutureIds, setFutureAsks, setFutureBids, setFutureExpirations, setFutureIds, setFutureSyms, setUnderlyingFutureIds

Methods inherited from class com.illumon.modelfarm.fitterfarm.CoreFitData

clone2d, getCarryCurveDates, getCarryCurveErrors, getCarryCurveRates, getDivCashAmounts, getDivExDates, getDivProportionalAmounts, getOptionExerciseTypes, getOptionExpirations, getOptionIds, getOptionPayoffTypes, getOptionSettlementTypes, getOptionStrikes, getOptionSyms, getTimestamp, getUnderlyingId, getUnderlyingSym, getUnderlyingType, getYieldCurveDates, getYieldCurveRates, setCarryCurveDates, setCarryCurveErrors, setCarryCurveRates, setDivCashAmounts, setDivExDates, setDivProportionalAmounts, setOptionExerciseTypes, setOptionExpirations, setOptionIds, setOptionPayoffTypes, setOptionSettlementTypes, setOptionStrikes, setOptionSyms, setTimestamp, setUnderlyingId, setUnderlyingSym, setUnderlyingType, setYieldCurveDates, setYieldCurveRates

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Methods inherited from interface com.illumon.modelfarm.fitterfarm.FitDataOptionChain

getOptionExerciseTypes, getOptionExpirations, getOptionIds, getOptionPayoffTypes, getOptionSettlementTypes, getOptionStrikes, getOptionSyms

Methods inherited from interface com.illumon.modelfarm.fitterfarm.FitDataUnderlying

getTimestamp, getUnderlyingId, getUnderlyingSym, getUnderlyingType

Methods inherited from interface com.illumon.modelfarm.fitterfarm.FitDataUnderlyingFutures

getFutureMids

Constructor Detail

FuturesFitDataOptionPrices

public FuturesFitDataOptionPrices()

Create a new, empty data set.

FuturesFitDataOptionPrices

public FuturesFitDataOptionPrices(FuturesFitDataOptionPrices data)

Copy the data.

Parameters:

data - data to copy.

Method Detail

getOptionBids

public double[] getOptionBids()

Description copied from interface: FitDataOptionPrices

Gets an array of bid prices for options.

Specified by:

getOptionBids in interface FitDataOptionPrices

Returns:

array of bid prices for options.

setOptionBids

public void setOptionBids(double[] optionBids)

Sets an array of bid prices for options.

Parameters:

optionBids - array of bid prices for put options.

getOptionAsks

public double[] getOptionAsks()

Description copied from interface: FitDataOptionPrices

Gets an array of ask prices for options.

Specified by:

getOptionAsks in interface FitDataOptionPrices

Returns:

array of ask prices for options.

setOptionAsks

public void setOptionAsks(double[] optionAsks)

Sets an array of ask prices for options.

Parameters:

optionAsks - array of ask prices for put options.

toStringContents

protected String toStringContents()

Overrides:

toStringContents in class FuturesFitData

toString

public String toString()

Overrides:

toString in class FuturesFitData