com.illumon.modelfarm.fitterfarm.futures

Class FuturesFitData

java.lang.Object

com.illumon.modelfarm.fitterfarm.CoreFitData

com.illumon.modelfarm.fitterfarm.futures.FuturesFitData

All Implemented Interfaces:

FitDataBase, FitDataOptionChain, FitDataRates, FitDataUnderlying, FitDataUnderlyingFutures, Serializable

Direct Known Subclasses:

FuturesFitDataOptionPrices

public abstract class FuturesFitData
extends CoreFitData
implements FitDataUnderlyingFutures, Serializable

A snapshot of market data needed to fit a futures option model.

See Also:

Serialized Form

Constructor Summary

Constructors

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

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.
String[]	getFutureSyms() Gets the future symbols.
long[]	getUnderlyingFutureIds() Gets the ids for the underlying futures of the options.
void	setFutureAsks(double[] futureAsks) Sets the future asks.
void	setFutureBids(double[] futureBids) Sets the future bids.
void	setFutureExpirations(DBDateTime[] futureExpirations) Sets the future expirations.
void	setFutureIds(long[] futureIds) Sets the future IDs.
void	setFutureSyms(String[] futureSyms) Sets the future syms.
void	setUnderlyingFutureIds(long[] underlyingFutureIds) Sets the ids for the underlying futures of the options.
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.FitDataUnderlyingFutures

getFutureMids

Constructor Detail

FuturesFitData

public FuturesFitData()

Create a new, empty data set.

FuturesFitData

public FuturesFitData(FuturesFitData data)

Copy the data.

Parameters:

data - data to copy.

Method Detail

getFutureIds

public long[] getFutureIds()

Description copied from interface: FitDataUnderlyingFutures

Gets the future ids.

Specified by:

getFutureIds in interface FitDataUnderlyingFutures

Returns:

future ids.

setFutureIds

public void setFutureIds(long[] futureIds)

Sets the future IDs.

Parameters:

futureIds - future IDs

getFutureSyms

public String[] getFutureSyms()

Description copied from interface: FitDataUnderlyingFutures

Gets the future symbols.

Specified by:

getFutureSyms in interface FitDataUnderlyingFutures

Returns:

future symbols.

setFutureSyms

public void setFutureSyms(String[] futureSyms)

Sets the future syms.

Parameters:

futureSyms - future syms

getFutureExpirations

public DBDateTime[] getFutureExpirations()

Description copied from interface: FitDataUnderlyingFutures

Gets the future expirations.

Specified by:

getFutureExpirations in interface FitDataUnderlyingFutures

Returns:

future expirations.

setFutureExpirations

public void setFutureExpirations(DBDateTime[] futureExpirations)

Sets the future expirations.

Parameters:

futureExpirations - future expirations

getFutureBids

public double[] getFutureBids()

Description copied from interface: FitDataUnderlyingFutures

Gets the future bids.

Specified by:

getFutureBids in interface FitDataUnderlyingFutures

Returns:

future bids.

setFutureBids

public void setFutureBids(double[] futureBids)

Sets the future bids.

Parameters:

futureBids - future bids

getFutureAsks

public double[] getFutureAsks()

Description copied from interface: FitDataUnderlyingFutures

Gets the future asks.

Specified by:

getFutureAsks in interface FitDataUnderlyingFutures

Returns:

future asks.

setFutureAsks

public void setFutureAsks(double[] futureAsks)

Sets the future asks.

Parameters:

futureAsks - future asks

getUnderlyingFutureIds

public long[] getUnderlyingFutureIds()

Gets the ids for the underlying futures of the options.

Returns:

ids for the underlying futures of the options.

setUnderlyingFutureIds

public void setUnderlyingFutureIds(long[] underlyingFutureIds)

Sets the ids for the underlying futures of the options.

Parameters:

underlyingFutureIds - ids for the underlying futures of the options

toStringContents

protected String toStringContents()

Overrides:

toStringContents in class CoreFitData

toString

public String toString()

Overrides:

toString in class CoreFitData