Package com.illumon.modelfarm.fitterfarm

Interface FitDataRates

All Known Implementing Classes:
CoreFitData, EquityFitData, EquityFitDataOptionPrices, EquityFitDataVolSurface, FuturesCoreFitData, FuturesFitData, FuturesFitDataOptionPrices, FuturesFitDataVolSurface
public interface FitDataRates
A snapshot of market data needed to define rates for an underlying.

  • Method Details

    • getDivExDates

      DBDateTime[] getDivExDates()
      Gets an array of dividend ex-dates for the underlying security.
      Returns:
      array of dividend ex-dates for the underlying security.

    • getDivCashAmounts

      double[] getDivCashAmounts()
      Gets an array of cash dividend values for the underlying security.
      Returns:
      array of cash dividend values for the underlying security.

    • getDivProportionalAmounts

      double[] getDivProportionalAmounts()
      Gets an array of proportional dividend values for the underlying security.
      Returns:
      array of proportional dividend values for the underlying security.

    • getYieldCurveDates

      DBDateTime[] getYieldCurveDates()
      Gets an array of dates defining the yield curve.
      Returns:
      array of dates defining the yield curve.

    • getYieldCurveRates

      double[] getYieldCurveRates()
      Gets an array of rates defining the yield curve.
      Returns:
      array of rates defining the yield curve.

    • getCarryCurveDates

      DBDateTime[] getCarryCurveDates()
      Gets an array of dates defining the cost-of-carry curve.
      Returns:
      array of dates defining the cost-of-carry curve.

    • getCarryCurveRates

      double[] getCarryCurveRates()
      Gets an array of rates defining the cost-of-carry curve.
      Returns:
      array of rates defining the cost-of-carry curve.

    • getCarryCurveErrors

      double[] getCarryCurveErrors()
      Gets an array of rate errors defining the cost-of-carry curve.
      Returns:
      array of rate errors defining the cost-of-carry curve.