Package com.illumon.modelfarm.fitterfarm.futures

Class FuturesCoreFitData

java.lang.Object

com.illumon.modelfarm.fitterfarm.CoreFitData

com.illumon.modelfarm.fitterfarm.futures.FuturesCoreFitData

All Implemented Interfaces:

FitDataBase, FitDataOptionChain, FitDataOptionChainFutures, FitDataRates, FitDataUnderlying, Serializable

Direct Known Subclasses:

FuturesFitData

public abstract class FuturesCoreFitData
extends CoreFitData
implements FitDataOptionChainFutures, Serializable

A snapshot of market data needed to fit a futures option model.

See Also:

Serialized Form

Constructor Summary

Constructors

Modifier	Constructor	Description
protected	FuturesCoreFitData()	Create a new, empty data set.
	FuturesCoreFitData(FuturesCoreFitData data)	Copy the data.

Method Summary

Modifier and Type	Method	Description
long[]	getUnderlyingFutureIds()	Gets the ids for the underlying futures of the options.
void	setUnderlyingFutureIds(long[] underlyingFutureIds)	Sets the ids for the underlying futures of the options.
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.FitDataOptionChain

getOptionExerciseTypes, getOptionExpirations, getOptionIds, getOptionPayoffTypes, getOptionRoots, getOptionSettlementTypes, getOptionStrikes, getOptionSyms

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

getTimestamp, getUnderlyingId, getUnderlyingSym, getUnderlyingType

Constructor Details

FuturesCoreFitData

protected FuturesCoreFitData()

Create a new, empty data set.

FuturesCoreFitData

public FuturesCoreFitData(FuturesCoreFitData data)

Copy the data.

Parameters:

data - data to copy.

Method Details

getUnderlyingFutureIds

public long[] getUnderlyingFutureIds()

Gets the ids for the underlying futures of the options.

Specified by:

getUnderlyingFutureIds in interface FitDataOptionChainFutures

Returns:

ids for the underlying futures of the options.

setUnderlyingFutureIds

public void setUnderlyingFutureIds(long[] underlyingFutureIds)

Sets the ids for the underlying futures of the options.

Parameters:

underlyingFutureIds - ids for the underlying futures of the options

toStringContents

protected String toStringContents()

Overrides:

toStringContents in class CoreFitData

toString

public String toString()

Overrides:

toString in class CoreFitData