com.illumon.modelfarm.fitterfarm

Interface FitDataRates

All Known Implementing Classes:

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

public interface FitDataRates

A snapshot of market data needed to define rates for an underlying.

Method Summary

Modifier and Type	Method and Description
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.
DBDateTime[]	getYieldCurveDates() Gets an array of dates defining the yield curve.
double[]	getYieldCurveRates() Gets an array of rates defining the yield curve.

Method Detail

getDivExDates

DBDateTime[] getDivExDates()

Gets an array of dividend ex-dates for the underlying security.

Returns:

array of dividend ex-dates for the underlying security.

getDivCashAmounts

double[] getDivCashAmounts()

Gets an array of cash dividend values for the underlying security.

Returns:

array of cash dividend values for the underlying security.

getDivProportionalAmounts

double[] getDivProportionalAmounts()

Gets an array of proportional dividend values for the underlying security.

Returns:

array of proportional dividend values for the underlying security.

getYieldCurveDates

DBDateTime[] getYieldCurveDates()

Gets an array of dates defining the yield curve.

Returns:

array of dates defining the yield curve.

getYieldCurveRates

double[] getYieldCurveRates()

Gets an array of rates defining the yield curve.

Returns:

array of rates defining the yield curve.

getCarryCurveDates

DBDateTime[] getCarryCurveDates()

Gets an array of dates defining the cost-of-carry curve.

Returns:

array of dates defining the cost-of-carry curve.

getCarryCurveRates

double[] getCarryCurveRates()

Gets an array of rates defining the cost-of-carry curve.

Returns:

array of rates defining the cost-of-carry curve.

getCarryCurveErrors

double[] getCarryCurveErrors()

Gets an array of rate errors defining the cost-of-carry curve.

Returns:

array of rate errors defining the cost-of-carry curve.