Interface FitDataUnderlyingPrices

All Known Implementing Classes:
EquityFitData, EquityFitDataOptionPrices, EquityFitDataVolSurface

public interface FitDataUnderlyingPrices
A snapshot of market data needed to define prices for an underlying security.
  • Method Details

    • getUnderlyingMid

      default double getUnderlyingMid()
      Mid-market underlying price.
      Returns:
      mid-market underlying price.
    • getUnderlyingBid

      double getUnderlyingBid()
      Gets the underlying bid price.
      Returns:
      underlying bid price.
    • getUnderlyingAsk

      double getUnderlyingAsk()
      Gets the underlying ask price.
      Returns:
      underlying ask price.
    • getUnderlyingLast

      double getUnderlyingLast()
      Gets the underlying last price.
      Returns:
      underlying last price.
    • getUnderlyingBidSize

      double getUnderlyingBidSize()
      Gets the underlying bid size.
      Returns:
      underlying bid size.
    • getUnderlyingAskSize

      double getUnderlyingAskSize()
      Gets the underlying ask size.
      Returns:
      underlying ask size.
    • getUnderlyingBidGap

      double getUnderlyingBidGap()
      Gets the underlying bid gap.
      Returns:
      underlying bid gap.
    • getUnderlyingAskGap

      double getUnderlyingAskGap()
      Gets the underlying ask gap.
      Returns:
      underlying ask gap.