com.illumon.modelfarm.fitterfarm.equity

Class EquityFitData

java.lang.Object

com.illumon.modelfarm.fitterfarm.CoreFitData

com.illumon.modelfarm.fitterfarm.equity.EquityFitData

All Implemented Interfaces:

FitDataBase, FitDataOptionChain, FitDataRates, FitDataUnderlying, FitDataUnderlyingPrices, Serializable

Direct Known Subclasses:

EquityFitDataOptionPrices

public abstract class EquityFitData
extends CoreFitData
implements FitDataUnderlyingPrices, Serializable

A snapshot of market data needed to fit an equity option model.

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
EquityFitData() Create a new, empty data set.
EquityFitData(EquityFitData data) Copy the data.

Method Summary

Modifier and Type	Method and Description
double	getUnderlyingAsk() Gets the underlying ask price.
double	getUnderlyingBid() Gets the underlying bid price.
void	setUnderlyingAsk(double underlyingAsk) Sets the underlying ask price.
void	setUnderlyingBid(double underlyingBid) Sets the underlying bid price.
String	toString()
protected String	toStringContents()

Methods inherited from class com.illumon.modelfarm.fitterfarm.CoreFitData

clone2d, getCarryCurveDates, getCarryCurveErrors, getCarryCurveRates, getDivCashAmounts, getDivExDates, getDivProportionalAmounts, getFitGroup, getFitScope, getOptionExerciseTypes, getOptionExpirations, getOptionIds, getOptionPayoffTypes, getOptionRoots, getOptionSettlementTypes, getOptionStrikes, getOptionSyms, getTimestamp, getUnderlyingId, getUnderlyingSym, getUnderlyingType, getYieldCurveDates, getYieldCurveRates, setCarryCurveDates, setCarryCurveErrors, setCarryCurveRates, setDivCashAmounts, setDivExDates, setDivProportionalAmounts, setFitGroup, setOptionExerciseTypes, setOptionExpirations, setOptionIds, setOptionPayoffTypes, setOptionRoots, setOptionSettlementTypes, setOptionStrikes, setOptionSyms, setTimestamp, setUnderlyingId, setUnderlyingSym, setUnderlyingType, setYieldCurveDates, setYieldCurveRates

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

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

getUnderlyingMid

Constructor Detail

EquityFitData

public EquityFitData()

Create a new, empty data set.

EquityFitData

public EquityFitData(EquityFitData data)

Copy the data.

Parameters:

data - data to copy.

Method Detail

getUnderlyingBid

public double getUnderlyingBid()

Description copied from interface: FitDataUnderlyingPrices

Gets the underlying bid price.

Specified by:

getUnderlyingBid in interface FitDataUnderlyingPrices

Returns:

underlying bid price.

setUnderlyingBid

public void setUnderlyingBid(double underlyingBid)

Sets the underlying bid price.

Parameters:

underlyingBid - underlying bid price.

getUnderlyingAsk

public double getUnderlyingAsk()

Description copied from interface: FitDataUnderlyingPrices

Gets the underlying ask price.

Specified by:

getUnderlyingAsk in interface FitDataUnderlyingPrices

Returns:

underlying ask price.

setUnderlyingAsk

public void setUnderlyingAsk(double underlyingAsk)

Sets the underlying ask price.

Parameters:

underlyingAsk - underlying ask price.

toStringContents

protected String toStringContents()

Overrides:

toStringContents in class CoreFitData

toString

public String toString()

Overrides:

toString in class CoreFitData