Package com.illumon.modelfarm.fitterfarm.futures

Class FuturesFitDataOptionPrices

java.lang.Object

com.illumon.modelfarm.fitterfarm.CoreFitData

com.illumon.modelfarm.fitterfarm.futures.FuturesCoreFitData

com.illumon.modelfarm.fitterfarm.futures.FuturesFitData

com.illumon.modelfarm.fitterfarm.futures.FuturesFitDataOptionPrices

All Implemented Interfaces:

FitDataBase, FitDataOptionChain, FitDataOptionChainFutures, FitDataOptionPrices, FitDataRates, FitDataUnderlying, FitDataUnderlyingFutures, Serializable

Direct Known Subclasses:

FuturesFitDataVolSurface

public class FuturesFitDataOptionPrices
extends FuturesFitData
implements FitDataOptionPrices, Serializable

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

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor	Description
FuturesFitDataOptionPrices()	Create a new, empty data set.
FuturesFitDataOptionPrices(FuturesFitDataOptionPrices 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.futures.FuturesFitData

getFutureAskGaps, getFutureAsks, getFutureAskSizes, getFutureBidGaps, getFutureBids, getFutureBidSizes, getFutureExpirations, getFutureIds, getFutureLasts, getFutureSyms, setFutureAskGaps, setFutureAsks, setFutureAskSizes, setFutureBidGaps, setFutureBids, setFutureBidSizes, setFutureExpirations, setFutureIds, setFutureLasts, setFutureSyms

Methods inherited from class com.illumon.modelfarm.fitterfarm.futures.FuturesCoreFitData

getUnderlyingFutureIds, setUnderlyingFutureIds

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.FitDataUnderlyingFutures

getFutureMids

Constructor Details

FuturesFitDataOptionPrices

public FuturesFitDataOptionPrices()

Create a new, empty data set.

FuturesFitDataOptionPrices

public FuturesFitDataOptionPrices(FuturesFitDataOptionPrices 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 FuturesFitData

toString

public String toString()

Overrides:

toString in class FuturesFitData