Package com.illumon.modelfarm.fitterfarm

Interface FitDataOptionChainFutures

All Superinterfaces:

FitDataOptionChain, FitDataUnderlying

All Known Implementing Classes:

FuturesCoreFitData, FuturesFitData, FuturesFitDataOptionPrices, FuturesFitDataVolSurface

public interface FitDataOptionChainFutures
extends FitDataOptionChain

A snapshot of market data needed to create an option chain for futures.

Method Summary

Modifier and Type	Method	Description
long[]	getUnderlyingFutureIds()	Gets the ids for the underlying futures of the options.

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

getOptionExerciseTypes, getOptionExpirations, getOptionIds, getOptionPayoffTypes, getOptionRoots, getOptionSettlementTypes, getOptionStrikes, getOptionSyms

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

getTimestamp, getUnderlyingId, getUnderlyingSym, getUnderlyingType

Method Details

getUnderlyingFutureIds

long[] getUnderlyingFutureIds()

Gets the ids for the underlying futures of the options.

Returns:

ids for the underlying futures of the options.