com.illumon.modelfarm.fitterfarm

Interface FitDataUnderlyingPrices

All Known Implementing Classes:

EquityFitData, EquityFitDataOptionPrices, EquityFitDataVolSurface

public interface FitDataUnderlyingPrices

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

Method Summary

Modifier and Type	Method and Description
double	getUnderlyingAsk() Gets the underlying ask price.
double	getUnderlyingBid() Gets the underlying bid price.
default double	getUnderlyingMid() Mid-market underlying price.

Method Detail

getUnderlyingMid

default double getUnderlyingMid()

Mid-market underlying price.

Returns:

mid-market underlying price.

getUnderlyingBid

double getUnderlyingBid()

Gets the underlying bid price.

Returns:

underlying bid price.

getUnderlyingAsk

double getUnderlyingAsk()

Gets the underlying ask price.

Returns:

underlying ask price.