com.illumon.modelfarm.fitterfarm.equity

Class EquityFitDataOptionPricesWide

java.lang.Object

com.illumon.modelfarm.fitterfarm.equity.EquityFitDataOptionPricesWide

public class EquityFitDataOptionPricesWide
extends Object

A wide view of the equity fit data where the option data is grouped by expiration and strike.

Constructor Summary

Constructors

Constructor and Description
EquityFitDataOptionPricesWide(EquityFitDataOptionPrices fitData) Creates a new wide version of equity fit data.

Method Summary

Modifier and Type	Method and Description
EquityFitDataOptionPrices	getFitData() Gets the equity fit data used to generate the wide view.
double[]	getOptionCallAsks() Gets the option call asks.
double[]	getOptionCallBids() Gets the option call bids.
DBDateTime[]	getOptionExpirations() Gets the option expirations.
double[]	getOptionPutAsks() Gets the option put asks.
double[]	getOptionPutBids() Gets the option put bids.
double[]	getOptionStrikes() Gets the option strikes.

Methods inherited from class java.lang.Object

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

Constructor Detail

EquityFitDataOptionPricesWide

public EquityFitDataOptionPricesWide(EquityFitDataOptionPrices fitData)

Creates a new wide version of equity fit data.

Parameters:

fitData - data needed to fit an equity option model.

Method Detail

getFitData

public EquityFitDataOptionPrices getFitData()

Gets the equity fit data used to generate the wide view.

Returns:

equity fit data used to generate the wide view.

getOptionExpirations

public DBDateTime[] getOptionExpirations()

Gets the option expirations.

Returns:

option expirations.

getOptionStrikes

public double[] getOptionStrikes()

Gets the option strikes.

Returns:

option strikes.

getOptionPutBids

public double[] getOptionPutBids()

Gets the option put bids.

Returns:

option put bids.

getOptionPutAsks

public double[] getOptionPutAsks()

Gets the option put asks.

Returns:

option put asks.

getOptionCallBids

public double[] getOptionCallBids()

Gets the option call bids.

Returns:

option call bids.

getOptionCallAsks

public double[] getOptionCallAsks()

Gets the option call asks.

Returns:

option call asks.