com.illumon.modelfarm.fitterfarm.equity.EquityFitDataOptionPrices

All Implemented Interfaces:: FitDataBase, FitDataOptionChain, FitDataOptionPrices, FitDataRates, FitDataUnderlying, FitDataUnderlyingPrices, Serializable

Direct Known Subclasses:: EquityFitDataVolSurface

public class EquityFitDataOptionPrices
extends EquityFitData
implements FitDataOptionPrices, Serializable

A snapshot of market data needed to fit an equity option model. Option prices are directly provided.

See Also:: Serialized Form

Constructor Summary

Constructors

Constructor Description

EquityFitDataOptionPrices()
Create a new, empty data set.

EquityFitDataOptionPrices(EquityFitDataOptionPrices data)
Copy the data.

Method Summary

Modifier and Type	Method	Description
`double[]`	`getOptionAskGaps()`	Gets an array of ask gaps for options.
`double[]`	`getOptionAsks()`	Gets an array of ask prices for options.
`double[]`	`getOptionAskSizes()`	Gets an array of ask sizes for options.
`double[]`	`getOptionBidGaps()`	Gets an array of bid gaps for options.
`double[]`	`getOptionBids()`	Gets an array of bid prices for options.
`double[]`	`getOptionBidSizes()`	Gets an array of bid sizes for options.
`void`	`setOptionAskGaps(double[] optionAskGaps)`	Sets an array of ask gaps for options.
`void`	`setOptionAsks(double[] optionAsks)`	Sets an array of ask prices for options.
`void`	`setOptionAskSizes(double[] optionAskSizes)`	Sets an array of ask sizes for options.
`void`	`setOptionBidGaps(double[] optionBidGaps)`	Sets an array of bid gaps for options.
`void`	`setOptionBids(double[] optionBids)`	Sets an array of bid prices for options.
`void`	`setOptionBidSizes(double[] optionBidSizes)`	Sets an array of bid sizes for options.
`String`	`toString()`
`protected String`	`toStringContents()`

Methods inherited from class com.illumon.modelfarm.fitterfarm.equity.EquityFitData

getUnderlyingAsk, getUnderlyingAskGap, getUnderlyingAskSize, getUnderlyingBid, getUnderlyingBidGap, getUnderlyingBidSize, getUnderlyingLast, setUnderlyingAsk, setUnderlyingAskGap, setUnderlyingAskSize, setUnderlyingBid, setUnderlyingBidGap, setUnderlyingBidSize, setUnderlyingLast

Methods inherited from class com.illumon.modelfarm.fitterfarm.CoreFitData

clone2d, getCarryCurveDates, getCarryCurveErrors, getCarryCurveRates, getDivCashAmounts, getDivExDates, getDivProportionalAmounts, getFitGroup, getFitScope, getOptionExerciseTypes, getOptionExpirations, getOptionIds, getOptionPayoffTypes, getOptionRoots, getOptionSettlementTypes, getOptionStrikes, getOptionSyms, getTimestamp, getUnderlyingId, getUnderlyingSym, getUnderlyingType, getYieldCurveDates, getYieldCurveRates, setCarryCurveDates, setCarryCurveErrors, setCarryCurveRates, setDivCashAmounts, setDivExDates, setDivProportionalAmounts, setFitGroup, setOptionExerciseTypes, setOptionExpirations, setOptionIds, setOptionPayoffTypes, setOptionRoots, setOptionSettlementTypes, setOptionStrikes, setOptionSyms, setTimestamp, setUnderlyingId, setUnderlyingSym, setUnderlyingType, setYieldCurveDates, setYieldCurveRates

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

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

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

getUnderlyingMid

Constructor Details
- EquityFitDataOptionPrices
  
  public EquityFitDataOptionPrices()
  
  Create a new, empty data set.
- EquityFitDataOptionPrices
  
  public EquityFitDataOptionPrices(EquityFitDataOptionPrices data)
  
  Copy the data.
  
  Parameters:
  
  data - data to copy.
Method Details
- getOptionBids
  
  public double[] getOptionBids()
  
  Description copied from interface: FitDataOptionPrices
  
  Gets an array of bid prices for options.
  
  Specified by:
  
  getOptionBids in interface FitDataOptionPrices
  
  Returns:
  
  array of bid prices for options.
- setOptionBids
  
  public void setOptionBids(double[] optionBids)
  
  Sets an array of bid prices for options.
  
  Parameters:
  
  optionBids - array of bid prices for options.
- getOptionAsks
  
  public double[] getOptionAsks()
  
  Description copied from interface: FitDataOptionPrices
  
  Gets an array of ask prices for options.
  
  Specified by:
  
  getOptionAsks in interface FitDataOptionPrices
  
  Returns:
  
  array of ask prices for options.
- setOptionAsks
  
  public void setOptionAsks(double[] optionAsks)
  
  Sets an array of ask prices for options.
  
  Parameters:
  
  optionAsks - array of ask prices for options.
- getOptionBidSizes
  
  public double[] getOptionBidSizes()
  
  Description copied from interface: FitDataOptionPrices
  
  Gets an array of bid sizes for options.
  
  Specified by:
  
  getOptionBidSizes in interface FitDataOptionPrices
  
  Returns:
  
  array of bid sizes for options.
- setOptionBidSizes
  
  public void setOptionBidSizes(double[] optionBidSizes)
  
  Sets an array of bid sizes for options.
  
  Parameters:
  
  optionBidSizes - array of bid sizes for options.
- getOptionAskSizes
  
  public double[] getOptionAskSizes()
  
  Description copied from interface: FitDataOptionPrices
  
  Gets an array of ask sizes for options.
  
  Specified by:
  
  getOptionAskSizes in interface FitDataOptionPrices
  
  Returns:
  
  array of ask sizes for options.
- setOptionAskSizes
  
  public void setOptionAskSizes(double[] optionAskSizes)
  
  Sets an array of ask sizes for options.
  
  Parameters:
  
  optionAskSizes - array of ask sizes for options.
- getOptionBidGaps
  
  public double[] getOptionBidGaps()
  
  Description copied from interface: FitDataOptionPrices
  
  Gets an array of bid gaps for options.
  
  Specified by:
  
  getOptionBidGaps in interface FitDataOptionPrices
  
  Returns:
  
  array of bid gaps for options.
- setOptionBidGaps
  
  public void setOptionBidGaps(double[] optionBidGaps)
  
  Sets an array of bid gaps for options.
  
  Parameters:
  
  optionBidGaps - array of bid gaps for options.
- getOptionAskGaps
  
  public double[] getOptionAskGaps()
  
  Description copied from interface: FitDataOptionPrices
  
  Gets an array of ask gaps for options.
  
  Specified by:
  
  getOptionAskGaps in interface FitDataOptionPrices
  
  Returns:
  
  array of ask gaps for options.
- setOptionAskGaps
  
  public void setOptionAskGaps(double[] optionAskGaps)
  
  Sets an array of ask gaps for options.
  
  Parameters:
  
  optionAskGaps - array of ask gaps for options.
- toStringContents
  
  protected String toStringContents()
  
  Overrides:
  
  toStringContents in class EquityFitData
- toString
  
  public String toString()
  
  Overrides:
  
  toString in class EquityFitData

Constructor	Description
`EquityFitDataOptionPrices()`	Create a new, empty data set.
`EquityFitDataOptionPrices(EquityFitDataOptionPrices data)`	Copy the data.

Class EquityFitDataOptionPrices

Constructor Summary