Package com.illumon.modelfarm.fitterfarm

  • Interface Summary 
    Interface Description
    FitDataBase
    Basic data describing a snapshot of market data.
    FitDataOptionChain
    A snapshot of market data needed to create an option chain.
    FitDataOptionChainFutures
    A snapshot of market data needed to create an option chain for futures.
    FitDataOptionPrices
    A snapshot of market data needed to define option market prices.
    FitDataRates
    A snapshot of market data needed to define rates for an underlying.
    FitDataUnderlying
    A snapshot of market data needed to define an underlying security.
    FitDataUnderlyingFutures
    A snapshot of market data needed to define future prices for an underlying security.
    FitDataUnderlyingPrices
    A snapshot of market data needed to define prices for an underlying security.
    FitDataVolSurface
    A snapshot of market data needed to define the vol surface for an underlying.
  • Class Summary 
    Class Description
    CoreFitData
    A snapshot of market data needed to fit an equity option model.
    FitScope
    A high level grouping used to partition all data into subsets that should be fit or evaluated together.
    FitterFarmFactory
    Factory methods to create multithreaded resources to fit a derivative model's parameters.