com.illumon.modelfarm.fitterfarm

Interface FitDataOptionChain

All Superinterfaces:

FitDataUnderlying

All Known Subinterfaces:

FitDataOptionPrices

All Known Implementing Classes:

CoreFitData, EquityFitData, EquityFitDataOptionPrices, EquityFitDataVolSurface, FuturesFitData, FuturesFitDataOptionPrices, FuturesFitDataVolSurface

public interface FitDataOptionChain
extends FitDataUnderlying

A snapshot of market data needed to create an option chain.

Method Summary

Modifier and Type	Method and Description
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[]	getOptionRoots() Gets an array of root symbols associated with the options.
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.

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

getTimestamp, getUnderlyingId, getUnderlyingSym, getUnderlyingType

Method Detail

getOptionIds

long[] getOptionIds()

Gets an array of ids associated with the options.

Returns:

array of ids associated with the options.

getOptionSyms

String[] getOptionSyms()

Gets an array of symbols associated with the options.

Returns:

array of symbols associated with the options.

getOptionRoots

String[] getOptionRoots()

Gets an array of root symbols associated with the options.

Returns:

array of root symbols associated with the options.

getOptionExpirations

DBDateTime[] getOptionExpirations()

Gets an array of expirations associated with the option prices.

Returns:

array of expirations associated with the option prices.

getOptionStrikes

double[] getOptionStrikes()

Gets an array of strikes associated with the option prices.

Returns:

array of strikes associated with the option prices.

getOptionPayoffTypes

String[] getOptionPayoffTypes()

Gets the type of option payoff (e.g. "Put", "Call", etc.) associated with the option prices.

Returns:

type of option payoff (e.g. "Put", "Call", etc.) associated with the option prices.

getOptionExerciseTypes

String[] getOptionExerciseTypes()

Gets the type of option exercise (e.g. "American", "European", etc.) associated with the option prices.

Returns:

type of option exercise (e.g. "American", "European", etc.) associated with the option prices.

getOptionSettlementTypes

String[] getOptionSettlementTypes()

Gets the type of option settlement (e.g. "Cash", "Underlying", etc.) associated with the option prices.

Returns:

type of option settlement (e.g. "Cash", "Underlying", etc.) associated with the option prices.