Package com.illumon.modelfarm.fitterfarm

Interface FitDataOptionChain

All Superinterfaces:
FitDataUnderlying
All Known Subinterfaces:
FitDataOptionChainFutures, FitDataOptionPrices
All Known Implementing Classes:
CoreFitData, EquityFitData, EquityFitDataOptionPrices, EquityFitDataVolSurface, FuturesCoreFitData, FuturesFitData, FuturesFitDataOptionPrices, FuturesFitDataVolSurface
public interface FitDataOptionChain extends FitDataUnderlying
A snapshot of market data needed to create an option chain.

  • Method Details

    • getOptionIds

      long[] getOptionIds()
      Gets an array of ids associated with the options.
      Returns:
      array of ids associated with the options.

    • getOptionSyms

      String[] getOptionSyms()
      Gets an array of symbols associated with the options.
      Returns:
      array of symbols associated with the options.

    • getOptionRoots

      String[] getOptionRoots()
      Gets an array of root symbols associated with the options.
      Returns:
      array of root symbols associated with the options.

    • getOptionExpirations

      DBDateTime[] getOptionExpirations()
      Gets an array of expirations associated with the option prices.
      Returns:
      array of expirations associated with the option prices.

    • getOptionStrikes

      double[] getOptionStrikes()
      Gets an array of strikes associated with the option prices.
      Returns:
      array of strikes associated with the option prices.

    • getOptionPayoffTypes

      String[] getOptionPayoffTypes()
      Gets the type of option payoff (e.g. "Put", "Call", etc.) associated with the option prices.
      Returns:
      type of option payoff (e.g. "Put", "Call", etc.) associated with the option prices.

    • getOptionExerciseTypes

      String[] getOptionExerciseTypes()
      Gets the type of option exercise (e.g. "American", "European", etc.) associated with the option prices.
      Returns:
      type of option exercise (e.g. "American", "European", etc.) associated with the option prices.

    • getOptionSettlementTypes

      String[] getOptionSettlementTypes()
      Gets the type of option settlement (e.g. "Cash", "Underlying", etc.) associated with the option prices.
      Returns:
      type of option settlement (e.g. "Cash", "Underlying", etc.) associated with the option prices.