com.illumon.modelfarm.fitterfarm

Interface FitDataOptionPrices

All Superinterfaces:

FitDataOptionChain, FitDataUnderlying

All Known Implementing Classes:

EquityFitDataOptionPrices, EquityFitDataVolSurface, FuturesFitDataOptionPrices, FuturesFitDataVolSurface

public interface FitDataOptionPrices
extends FitDataOptionChain

A snapshot of market data needed to define option market prices.

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.

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

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

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

getTimestamp, getUnderlyingId, getUnderlyingSym, getUnderlyingType

Method Detail

getOptionBids

double[] getOptionBids()

Gets an array of bid prices for options.

Returns:

array of bid prices for options.

getOptionAsks

double[] getOptionAsks()

Gets an array of ask prices for options.

Returns:

array of ask prices for options.