| Interface | Description |
|---|---|
| FitDataBase |
Basic data describing a snapshot of market data.
|
| FitDataOptionChain |
A snapshot of market data needed to create an option chain.
|
| FitDataOptionPrices |
A snapshot of market data needed to define option market prices.
|
| FitDataRates |
A snapshot of market data needed to define rates for an underlying.
|
| FitDataUnderlying |
A snapshot of market data needed to define an underlying security.
|
| FitDataUnderlyingFutures |
A snapshot of market data needed to define future prices for an underlying security.
|
| FitDataUnderlyingPrices |
A snapshot of market data needed to define prices for an underlying security.
|
| FitDataVolSurface |
A snapshot of market data needed to define the vol surface for an underlying.
|
| Class | Description |
|---|---|
| CoreFitData |
A snapshot of market data needed to fit an equity option model.
|
| FitterFarmFactory |
Factory methods to create multithreaded resources to fit a derivative model's parameters.
|