Package com.illumon.modelfarm.fitterfarm
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.
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Method Summary
Modifier and Type Method Description double
getUnderlyingAsk()
Gets the underlying ask price.double
getUnderlyingAskGap()
Gets the underlying ask gap.double
getUnderlyingAskSize()
Gets the underlying ask size.double
getUnderlyingBid()
Gets the underlying bid price.double
getUnderlyingBidGap()
Gets the underlying bid gap.double
getUnderlyingBidSize()
Gets the underlying bid size.double
getUnderlyingLast()
Gets the underlying last price.default double
getUnderlyingMid()
Mid-market underlying price.
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Method Details
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getUnderlyingMid
default double getUnderlyingMid()Mid-market underlying price.- Returns:
- mid-market underlying price.
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getUnderlyingBid
double getUnderlyingBid()Gets the underlying bid price.- Returns:
- underlying bid price.
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getUnderlyingAsk
double getUnderlyingAsk()Gets the underlying ask price.- Returns:
- underlying ask price.
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getUnderlyingLast
double getUnderlyingLast()Gets the underlying last price.- Returns:
- underlying last price.
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getUnderlyingBidSize
double getUnderlyingBidSize()Gets the underlying bid size.- Returns:
- underlying bid size.
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getUnderlyingAskSize
double getUnderlyingAskSize()Gets the underlying ask size.- Returns:
- underlying ask size.
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getUnderlyingBidGap
double getUnderlyingBidGap()Gets the underlying bid gap.- Returns:
- underlying bid gap.
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getUnderlyingAskGap
double getUnderlyingAskGap()Gets the underlying ask gap.- Returns:
- underlying ask gap.
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