public class FitterFarmFactory extends Object
| Modifier and Type | Method and Description |
|---|---|
static ModelFarm |
newEquityFitterOptionPriceHistorical(int nThreads,
Model<EquityFitDataOptionPrices> model,
Table underlying,
Table options,
Table dividends,
Table yieldCurve,
Table carryCurve,
int queueSize,
Table snapshotTrigger)
Create a multithreaded resource to fit a derivative model's parameters for equities when a snapshot table ticks.
|
static ModelFarm |
newEquityFitterOptionPriceHistorical(int nThreads,
Model<EquityFitDataOptionPrices> model,
Table underlying,
Table options,
Table dividends,
Table yieldCurve,
Table carryCurve,
Table snapshotTrigger)
Create a multithreaded resource to fit a derivative model's parameters for equities when a snapshot table ticks.
|
static ModelFarm |
newEquityFitterOptionPriceRealTime(int nThreads,
Model<EquityFitDataOptionPrices> model,
Table underlying,
Table options,
Table dividends,
Table yieldCurve,
Table carryCurve)
Create a multithreaded resource to fit a derivative model's parameters for equities in real time.
|
static ModelFarm |
newEquityFitterOptionPriceRealTime(int nThreads,
Model<EquityFitDataOptionPrices> model,
Table underlying,
Table options,
Table dividends,
Table yieldCurve,
Table carryCurve,
EquityPrioritizer<EquityFitDataOptionPrices> prioritizer)
Create a multithreaded resource to fit a derivative model's parameters for equities in real time.
|
static ModelFarm |
newEquityFitterVolSurfaceHistorical(int nThreads,
Model<EquityFitDataVolSurface> model,
Table underlying,
Table options,
Table volSurfaceForwards,
Table volSurfaceVols,
Table dividends,
Table yieldCurve,
Table carryCurve,
int queueSize,
Table snapshotTrigger)
Create a multithreaded resource to fit a derivative model's parameters for equities when a snapshot table ticks.
|
static ModelFarm |
newEquityFitterVolSurfaceHistorical(int nThreads,
Model<EquityFitDataVolSurface> model,
Table underlying,
Table options,
Table volSurfaceForwards,
Table volSurfaceVols,
Table dividends,
Table yieldCurve,
Table carryCurve,
Table snapshotTrigger)
Create a multithreaded resource to fit a derivative model's parameters for equities when a snapshot table ticks.
|
static ModelFarm |
newEquityFitterVolSurfaceRealTime(int nThreads,
Model<EquityFitDataVolSurface> model,
Table underlying,
Table options,
Table volSurfaceForwards,
Table volSurfaceVols,
Table dividends,
Table yieldCurve,
Table carryCurve)
Create a multithreaded resource to fit a derivative model's parameters for equities in real time.
|
static ModelFarm |
newEquityFitterVolSurfaceRealTime(int nThreads,
Model<EquityFitDataVolSurface> model,
Table underlying,
Table options,
Table volSurfaceForwards,
Table volSurfaceVols,
Table dividends,
Table yieldCurve,
Table carryCurve,
EquityPrioritizer<EquityFitDataVolSurface> prioritizer)
Create a multithreaded resource to fit a derivative model's parameters for equities in real time.
|
static ModelFarm |
newFuturesFitterOptionPriceHistorical(int nThreads,
Model<FuturesFitDataOptionPrices> model,
Table futures,
Table options,
Table yieldCurve,
int queueSize,
Table snapshotTrigger)
Create a multithreaded resource to fit a derivative model's parameters for futures when a snapshot table ticks.
|
static ModelFarm |
newFuturesFitterOptionPriceHistorical(int nThreads,
Model<FuturesFitDataOptionPrices> model,
Table futures,
Table options,
Table yieldCurve,
Table snapshotTrigger)
Create a multithreaded resource to fit a derivative model's parameters for futures when a snapshot table ticks.
|
static ModelFarm |
newFuturesFitterOptionPriceRealTime(int nThreads,
Model<FuturesFitDataOptionPrices> model,
Table futures,
Table options,
Table yieldCurve)
Create a multithreaded resource to fit a derivative model's parameters for futures in real time.
|
static ModelFarm |
newFuturesFitterOptionPriceRealTime(int nThreads,
Model<FuturesFitDataOptionPrices> model,
Table futures,
Table options,
Table yieldCurve,
FuturesPrioritizer<FuturesFitDataOptionPrices> prioritizer)
Create a multithreaded resource to fit a derivative model's parameters for futures in real time.
|
static ModelFarm |
newFuturesFitterVolSurfaceHistorical(int nThreads,
Model<FuturesFitDataVolSurface> model,
Table futures,
Table options,
Table volSurfaceForwards,
Table volSurfaceVols,
Table yieldCurve,
int queueSize,
Table snapshotTrigger)
Create a multithreaded resource to fit a derivative model's parameters for futures when a snapshot table ticks.
|
static ModelFarm |
newFuturesFitterVolSurfaceHistorical(int nThreads,
Model<FuturesFitDataVolSurface> model,
Table futures,
Table options,
Table volSurfaceForwards,
Table volSurfaceVols,
Table yieldCurve,
Table snapshotTrigger)
Create a multithreaded resource to fit a derivative model's parameters for futures when a snapshot table ticks.
|
static ModelFarm |
newFuturesFitterVolSurfaceRealTime(int nThreads,
Model<FuturesFitDataVolSurface> model,
Table futures,
Table options,
Table volSurfaceForwards,
Table volSurfaceVols,
Table yieldCurve)
Create a multithreaded resource to fit a derivative model's parameters for futures in real time.
|
static ModelFarm |
newFuturesFitterVolSurfaceRealTime(int nThreads,
Model<FuturesFitDataVolSurface> model,
Table futures,
Table options,
Table volSurfaceForwards,
Table volSurfaceVols,
Table yieldCurve,
FuturesPrioritizer<FuturesFitDataVolSurface> prioritizer)
Create a multithreaded resource to fit a derivative model's parameters for futures in real time.
|
public static ModelFarm newEquityFitterOptionPriceRealTime(int nThreads, Model<EquityFitDataOptionPrices> model, Table underlying, Table options, Table dividends, Table yieldCurve, Table carryCurve)
Tables must have the following columns: underlying:
options:
dividends:
yieldCurve:
carryCurve:
nThreads - number of worker threads.model - model to fit.underlying - data on the underlying securities.options - data on the options.dividends - dividends on the underlying securities.yieldCurve - yield curve description.carryCurve - cost-of-carry curve description.public static ModelFarm newEquityFitterOptionPriceRealTime(int nThreads, Model<EquityFitDataOptionPrices> model, Table underlying, Table options, Table dividends, Table yieldCurve, Table carryCurve, EquityPrioritizer<EquityFitDataOptionPrices> prioritizer)
Tables must have the following columns: underlying:
options:
dividends:
yieldCurve:
carryCurve:
nThreads - number of worker threads.model - model to fit.underlying - data on the underlying securities.options - data on the options.dividends - dividends on the underlying securities.yieldCurve - yield curve description.carryCurve - cost-of-carry curve description.prioritizer - utility for computing the priority for performing a fit.public static ModelFarm newEquityFitterOptionPriceHistorical(int nThreads, Model<EquityFitDataOptionPrices> model, Table underlying, Table options, Table dividends, Table yieldCurve, Table carryCurve, Table snapshotTrigger)
Tables must have the following columns: underlying:
options:
dividends:
yieldCurve:
carryCurve:
nThreads - number of worker threads.model - model to fit.underlying - data on the underlying securities.options - data on the options.dividends - dividends on the underlying securities.yieldCurve - yield curve description.carryCurve - cost-of-carry curve description.snapshotTrigger - table used to trigger new fitspublic static ModelFarm newEquityFitterOptionPriceHistorical(int nThreads, Model<EquityFitDataOptionPrices> model, Table underlying, Table options, Table dividends, Table yieldCurve, Table carryCurve, int queueSize, Table snapshotTrigger)
Tables must have the following columns: underlying:
options:
dividends:
yieldCurve:
carryCurve:
nThreads - number of worker threads.model - model to fit.underlying - data on the underlying securities.options - data on the options.dividends - dividends on the underlying securities.yieldCurve - yield curve description.carryCurve - cost-of-carry curve description.queueSize - number of elements in the work queue backlog before the blocking new updates.snapshotTrigger - table used to trigger new fitspublic static ModelFarm newEquityFitterVolSurfaceRealTime(int nThreads, Model<EquityFitDataVolSurface> model, Table underlying, Table options, Table volSurfaceForwards, Table volSurfaceVols, Table dividends, Table yieldCurve, Table carryCurve)
Tables must have the following columns: underlying:
options:
volSurfaceForwards:
volSurfaceVols:
dividends:
yieldCurve:
carryCurve:
nThreads - number of worker threads.model - model to fit.underlying - data on the underlying securities.options - data on the options.volSurfaceForwards - forwards used in computing the vol surface.volSurfaceVols - vol surface vols.dividends - dividends on the underlying securities.yieldCurve - yield curve description.carryCurve - cost-of-carry curve description.public static ModelFarm newEquityFitterVolSurfaceRealTime(int nThreads, Model<EquityFitDataVolSurface> model, Table underlying, Table options, Table volSurfaceForwards, Table volSurfaceVols, Table dividends, Table yieldCurve, Table carryCurve, EquityPrioritizer<EquityFitDataVolSurface> prioritizer)
Tables must have the following columns: underlying:
options:
volSurfaceForwards:
volSurfaceVols:
dividends:
yieldCurve:
carryCurve:
nThreads - number of worker threads.model - model to fit.underlying - data on the underlying securities.options - data on the options.volSurfaceForwards - forwards used in computing the vol surface.volSurfaceVols - vol surface vols.dividends - dividends on the underlying securities.yieldCurve - yield curve description.carryCurve - cost-of-carry curve description.prioritizer - utility for computing the priority for performing a fit.public static ModelFarm newEquityFitterVolSurfaceHistorical(int nThreads, Model<EquityFitDataVolSurface> model, Table underlying, Table options, Table volSurfaceForwards, Table volSurfaceVols, Table dividends, Table yieldCurve, Table carryCurve, Table snapshotTrigger)
Tables must have the following columns: underlying:
options:
volSurfaceForwards:
volSurfaceVols:
dividends:
yieldCurve:
carryCurve:
nThreads - number of worker threads.model - model to fit.underlying - data on the underlying securities.options - data on the options.volSurfaceForwards - forwards used in computing the vol surface.volSurfaceVols - vol surface vols.dividends - dividends on the underlying securities.yieldCurve - yield curve description.carryCurve - cost-of-carry curve description.snapshotTrigger - table used to trigger new fitspublic static ModelFarm newEquityFitterVolSurfaceHistorical(int nThreads, Model<EquityFitDataVolSurface> model, Table underlying, Table options, Table volSurfaceForwards, Table volSurfaceVols, Table dividends, Table yieldCurve, Table carryCurve, int queueSize, Table snapshotTrigger)
Tables must have the following columns: underlying:
options:
volSurfaceForwards:
volSurfaceVols:
dividends:
yieldCurve:
carryCurve:
nThreads - number of worker threads.model - model to fit.underlying - data on the underlying securities.options - data on the options.volSurfaceForwards - forwards used in computing the vol surface.volSurfaceVols - vol surface vols.dividends - dividends on the underlying securities.yieldCurve - yield curve description.carryCurve - cost-of-carry curve description.queueSize - number of elements in the work queue backlog before the blocking new updates.snapshotTrigger - table used to trigger new fitspublic static ModelFarm newFuturesFitterOptionPriceRealTime(int nThreads, Model<FuturesFitDataOptionPrices> model, Table futures, Table options, Table yieldCurve)
Tables must have the following columns: futures:
options:
yieldCurve:
nThreads - number of worker threads.model - model to fit.futures - data on the underlying futures.options - data on the options.yieldCurve - yield curve description.public static ModelFarm newFuturesFitterOptionPriceRealTime(int nThreads, Model<FuturesFitDataOptionPrices> model, Table futures, Table options, Table yieldCurve, FuturesPrioritizer<FuturesFitDataOptionPrices> prioritizer)
Tables must have the following columns: futures:
options:
yieldCurve:
nThreads - number of worker threads.model - model to fit.futures - data on the underlying futures.options - data on the options.yieldCurve - yield curve description.prioritizer - utility for computing the priority for performing a fit.public static ModelFarm newFuturesFitterOptionPriceHistorical(int nThreads, Model<FuturesFitDataOptionPrices> model, Table futures, Table options, Table yieldCurve, Table snapshotTrigger)
Tables must have the following columns: futures:
options:
yieldCurve:
nThreads - number of worker threads.model - model to fit.futures - data on the underlying futures.options - data on the options.yieldCurve - yield curve description.snapshotTrigger - table used to trigger new fitspublic static ModelFarm newFuturesFitterOptionPriceHistorical(int nThreads, Model<FuturesFitDataOptionPrices> model, Table futures, Table options, Table yieldCurve, int queueSize, Table snapshotTrigger)
Tables must have the following columns: futures:
options:
yieldCurve:
nThreads - number of worker threads.model - model to fit.futures - data on the underlying futures.options - data on the options.yieldCurve - yield curve description.queueSize - number of elements in the work queue backlog before the blocking new updates.snapshotTrigger - table used to trigger new fitspublic static ModelFarm newFuturesFitterVolSurfaceRealTime(int nThreads, Model<FuturesFitDataVolSurface> model, Table futures, Table options, Table volSurfaceForwards, Table volSurfaceVols, Table yieldCurve)
Tables must have the following columns: futures:
options:
volSurfaceForwards:
volSurfaceVols:
yieldCurve:
nThreads - number of worker threads.model - model to fit.futures - data on the underlying futures.options - data on the options.volSurfaceForwards - forwards used in computing the vol surface.volSurfaceVols - vol surface vols.yieldCurve - yield curve description.public static ModelFarm newFuturesFitterVolSurfaceRealTime(int nThreads, Model<FuturesFitDataVolSurface> model, Table futures, Table options, Table volSurfaceForwards, Table volSurfaceVols, Table yieldCurve, FuturesPrioritizer<FuturesFitDataVolSurface> prioritizer)
Tables must have the following columns: futures:
options:
volSurfaceForwards:
volSurfaceVols:
yieldCurve:
nThreads - number of worker threads.model - model to fit.futures - data on the underlying futures.options - data on the options.volSurfaceForwards - forwards used in computing the vol surface.volSurfaceVols - vol surface vols.yieldCurve - yield curve description.prioritizer - utility for computing the priority for performing a fit.public static ModelFarm newFuturesFitterVolSurfaceHistorical(int nThreads, Model<FuturesFitDataVolSurface> model, Table futures, Table options, Table volSurfaceForwards, Table volSurfaceVols, Table yieldCurve, Table snapshotTrigger)
Tables must have the following columns: futures:
options:
volSurfaceForwards:
volSurfaceVols:
yieldCurve:
nThreads - number of worker threads.model - model to fit.futures - data on the underlying futures.options - data on the options.volSurfaceForwards - forwards used in computing the vol surface.volSurfaceVols - vol surface vols.yieldCurve - yield curve description.snapshotTrigger - table used to trigger new fitspublic static ModelFarm newFuturesFitterVolSurfaceHistorical(int nThreads, Model<FuturesFitDataVolSurface> model, Table futures, Table options, Table volSurfaceForwards, Table volSurfaceVols, Table yieldCurve, int queueSize, Table snapshotTrigger)
Tables must have the following columns: futures:
options:
volSurfaceForwards:
volSurfaceVols:
yieldCurve:
nThreads - number of worker threads.model - model to fit.futures - data on the underlying futures.options - data on the options.volSurfaceForwards - forwards used in computing the vol surface.volSurfaceVols - vol surface vols.yieldCurve - yield curve description.queueSize - number of elements in the work queue backlog before the blocking new updates.snapshotTrigger - table used to trigger new fits