Package com.illumon.modelfarm.fitterfarm.equity

Class EquityFitData

java.lang.Object

com.illumon.modelfarm.fitterfarm.CoreFitData

com.illumon.modelfarm.fitterfarm.equity.EquityFitData

All Implemented Interfaces:

FitDataBase, FitDataOptionChain, FitDataRates, FitDataUnderlying, FitDataUnderlyingPrices, Serializable

Direct Known Subclasses:

EquityFitDataOptionPrices

public abstract class EquityFitData
extends CoreFitData
implements FitDataUnderlyingPrices, Serializable

A snapshot of market data needed to fit an equity option model.

See Also:

Serialized Form

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method	Description
double	getUnderlyingAsk()	Gets the underlying ask price.
double	getUnderlyingAskGap()	Gets the underlying ask gap.
double	getUnderlyingAskSize()	Gets the underlying ask size.
double	getUnderlyingBid()	Gets the underlying bid price.
double	getUnderlyingBidGap()	Gets the underlying bid gap.
double	getUnderlyingBidSize()	Gets the underlying bid size.
double	getUnderlyingLast()	Gets the underlying last price.
void	setUnderlyingAsk(double underlyingAsk)	Sets the underlying ask price.
void	setUnderlyingAskGap(double underlyingAskGap)	Sets the underlying ask gap.
void	setUnderlyingAskSize(double underlyingAskSize)	Sets the underlying ask size.
void	setUnderlyingBid(double underlyingBid)	Sets the underlying bid price.
void	setUnderlyingBidGap(double underlyingBidGap)	Sets the underlying bid gap.
void	setUnderlyingBidSize(double underlyingBidSize)	Sets the underlying bid size.
void	setUnderlyingLast(double underlyingLast)	Sets the underlying last price.
String	toString()
protected String	toStringContents()

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.FitDataUnderlyingPrices

getUnderlyingMid

Constructor Details

EquityFitData

public EquityFitData()

Create a new, empty data set.

EquityFitData

public EquityFitData(EquityFitData data)

Copy the data.

Parameters:

data - data to copy.

Method Details

getUnderlyingBid

public double getUnderlyingBid()

Description copied from interface: FitDataUnderlyingPrices

Gets the underlying bid price.

Specified by:

getUnderlyingBid in interface FitDataUnderlyingPrices

Returns:

underlying bid price.

setUnderlyingBid

public void setUnderlyingBid(double underlyingBid)

Sets the underlying bid price.

Parameters:

underlyingBid - underlying bid price.

getUnderlyingAsk

public double getUnderlyingAsk()

Description copied from interface: FitDataUnderlyingPrices

Gets the underlying ask price.

Specified by:

getUnderlyingAsk in interface FitDataUnderlyingPrices

Returns:

underlying ask price.

setUnderlyingAsk

public void setUnderlyingAsk(double underlyingAsk)

Sets the underlying ask price.

Parameters:

underlyingAsk - underlying ask price.

getUnderlyingLast

public double getUnderlyingLast()

Description copied from interface: FitDataUnderlyingPrices

Gets the underlying last price.

Specified by:

getUnderlyingLast in interface FitDataUnderlyingPrices

Returns:

underlying last price.

setUnderlyingLast

public void setUnderlyingLast(double underlyingLast)

Sets the underlying last price.

Parameters:

underlyingLast - underlying last price.

getUnderlyingBidSize

public double getUnderlyingBidSize()

Description copied from interface: FitDataUnderlyingPrices

Gets the underlying bid size.

Specified by:

getUnderlyingBidSize in interface FitDataUnderlyingPrices

Returns:

underlying bid size.

setUnderlyingBidSize

public void setUnderlyingBidSize(double underlyingBidSize)

Sets the underlying bid size.

Parameters:

underlyingBidSize - underlying bid size.

getUnderlyingAskSize

public double getUnderlyingAskSize()

Description copied from interface: FitDataUnderlyingPrices

Gets the underlying ask size.

Specified by:

getUnderlyingAskSize in interface FitDataUnderlyingPrices

Returns:

underlying ask size.

setUnderlyingAskSize

public void setUnderlyingAskSize(double underlyingAskSize)

Sets the underlying ask size.

Parameters:

underlyingAskSize - underlying ask size.

getUnderlyingBidGap

public double getUnderlyingBidGap()

Description copied from interface: FitDataUnderlyingPrices

Gets the underlying bid gap.

Specified by:

getUnderlyingBidGap in interface FitDataUnderlyingPrices

Returns:

underlying bid gap.

setUnderlyingBidGap

public void setUnderlyingBidGap(double underlyingBidGap)

Sets the underlying bid gap.

Parameters:

underlyingBidGap - underlying bid gap.

getUnderlyingAskGap

public double getUnderlyingAskGap()

Description copied from interface: FitDataUnderlyingPrices

Gets the underlying ask gap.

Specified by:

getUnderlyingAskGap in interface FitDataUnderlyingPrices

Returns:

underlying ask gap.

setUnderlyingAskGap

public void setUnderlyingAskGap(double underlyingAskGap)

Sets the underlying ask gap.

Parameters:

underlyingAskGap - underlying ask gap.

toStringContents

protected String toStringContents()

Overrides:

toStringContents in class CoreFitData

toString

public String toString()

Overrides:

toString in class CoreFitData