FitDataVolSurface

All Superinterfaces:: FitDataUnderlying

All Known Implementing Classes:: EquityFitDataVolSurface, FuturesFitDataVolSurface

public interface FitDataVolSurface
extends FitDataUnderlying

A snapshot of market data needed to define the vol surface for an underlying.

Method Summary

Modifier and Type	Method	Description
`DBDateTime[]`	`getVolSurfaceExpirations()`	Gets an array of expirations associated with the vol surface.
`double[]`	`getVolSurfaceForwardErrors()`	Gets the forward price errors associated with the expirations in the vol surface.
`double[]`	`getVolSurfaceForwardPrices()`	Gets the forward prices associated with the expirations in the vol surface.
`double[][]`	`getVolSurfaceImpliedVolErrors()`	Gets the implied vol errors of the vol surface.
`double[][]`	`getVolSurfaceImpliedVols()`	Gets the implied vols of the vol surface.
`double[][]`	`getVolSurfaceStrikes()`	Gets the strikes of the vol surface.

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

getTimestamp, getUnderlyingId, getUnderlyingSym, getUnderlyingType

Method Details
- getVolSurfaceExpirations
  
  DBDateTime[] getVolSurfaceExpirations()
  
  Gets an array of expirations associated with the vol surface.
  
  Returns:
  
  array of expirations associated with the vol surface.
- getVolSurfaceForwardPrices
  
  double[] getVolSurfaceForwardPrices()
  
  Gets the forward prices associated with the expirations in the vol surface.
  
  Returns:
  
  forward prices associated with the expirations in the vol surface.
- getVolSurfaceForwardErrors
  
  double[] getVolSurfaceForwardErrors()
  
  Gets the forward price errors associated with the expirations in the vol surface.
  
  Returns:
  
  forward price errors associated with the expirations in the vol surface.
- getVolSurfaceStrikes
  
  double[][] getVolSurfaceStrikes()
  
  Gets the strikes of the vol surface. The first index corresponds to the expiration.
  
  Returns:
  
  strikes of the vol surface.
- getVolSurfaceImpliedVols
  
  double[][] getVolSurfaceImpliedVols()
  
  Gets the implied vols of the vol surface. The first index corresponds to the expiration.
  
  Returns:
  
  implied vols of the vol surface.
- getVolSurfaceImpliedVolErrors
  
  double[][] getVolSurfaceImpliedVolErrors()
  
  Gets the implied vol errors of the vol surface. The first index corresponds to the expiration.
  
  Returns:
  
  implied vol errors of the vol surface.