com.illumon.modelfarm.fitterfarm

Interface FitDataUnderlyingFutures

All Known Implementing Classes:

FuturesFitData, FuturesFitDataOptionPrices, FuturesFitDataVolSurface

public interface FitDataUnderlyingFutures

A snapshot of market data needed to define future prices for an underlying security.

Method Summary

Modifier and Type	Method and Description
double[]	getFutureAsks() Gets the future asks.
double[]	getFutureBids() Gets the future bids.
DBDateTime[]	getFutureExpirations() Gets the future expirations.
long[]	getFutureIds() Gets the future ids.
default double[]	getFutureMids() Mid-market futures prices.
String[]	getFutureSyms() Gets the future symbols.

Method Detail

getFutureIds

long[] getFutureIds()

Gets the future ids.

Returns:

future ids.

getFutureSyms

String[] getFutureSyms()

Gets the future symbols.

Returns:

future symbols.

getFutureExpirations

DBDateTime[] getFutureExpirations()

Gets the future expirations.

Returns:

future expirations.

getFutureBids

double[] getFutureBids()

Gets the future bids.

Returns:

future bids.

getFutureAsks

double[] getFutureAsks()

Gets the future asks.

Returns:

future asks.

getFutureMids

default double[] getFutureMids()

Mid-market futures prices.

Returns:

mid-market futures prices.