Class EquityFitDataOptionPricesWide
java.lang.Object
com.illumon.modelfarm.fitterfarm.equity.EquityFitDataOptionPricesWide
public class EquityFitDataOptionPricesWide extends Object
A wide view of the equity fit data where the option data is grouped by expiration and strike.
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Constructor Summary
Constructors Constructor Description EquityFitDataOptionPricesWide(EquityFitDataOptionPrices fitData)
Creates a new wide version of equity fit data. -
Method Summary
Modifier and Type Method Description EquityFitDataOptionPrices
getFitData()
Gets the equity fit data used to generate the wide view.double[]
getOptionCallAsks()
Gets the option call asks.double[]
getOptionCallBids()
Gets the option call bids.DBDateTime[]
getOptionExpirations()
Gets the option expirations.double[]
getOptionPutAsks()
Gets the option put asks.double[]
getOptionPutBids()
Gets the option put bids.double[]
getOptionStrikes()
Gets the option strikes.
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Constructor Details
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EquityFitDataOptionPricesWide
Creates a new wide version of equity fit data.- Parameters:
fitData
- data needed to fit an equity option model.
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Method Details
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getFitData
Gets the equity fit data used to generate the wide view.- Returns:
- equity fit data used to generate the wide view.
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getOptionExpirations
Gets the option expirations.- Returns:
- option expirations.
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getOptionStrikes
public double[] getOptionStrikes()Gets the option strikes.- Returns:
- option strikes.
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getOptionPutBids
public double[] getOptionPutBids()Gets the option put bids.- Returns:
- option put bids.
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getOptionPutAsks
public double[] getOptionPutAsks()Gets the option put asks.- Returns:
- option put asks.
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getOptionCallBids
public double[] getOptionCallBids()Gets the option call bids.- Returns:
- option call bids.
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getOptionCallAsks
public double[] getOptionCallAsks()Gets the option call asks.- Returns:
- option call asks.
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