Package com.illumon.modelfarm.fitterfarm.equity

Class EquityFitDataOptionPricesWide

java.lang.Object
com.illumon.modelfarm.fitterfarm.equity.EquityFitDataOptionPricesWide
public class EquityFitDataOptionPricesWide extends Object
A wide view of the equity fit data where the option data is grouped by expiration and strike.

  • Constructor Details

    • EquityFitDataOptionPricesWide

      public EquityFitDataOptionPricesWide(EquityFitDataOptionPrices fitData)
      Creates a new wide version of equity fit data.
      Parameters:
      fitData - data needed to fit an equity option model.

  • Method Details

    • getFitData

      public EquityFitDataOptionPrices getFitData()
      Gets the equity fit data used to generate the wide view.
      Returns:
      equity fit data used to generate the wide view.

    • getOptionExpirations

      public DBDateTime[] getOptionExpirations()
      Gets the option expirations.
      Returns:
      option expirations.

    • getOptionStrikes

      public double[] getOptionStrikes()
      Gets the option strikes.
      Returns:
      option strikes.

    • getOptionPutBids

      public double[] getOptionPutBids()
      Gets the option put bids.
      Returns:
      option put bids.

    • getOptionPutAsks

      public double[] getOptionPutAsks()
      Gets the option put asks.
      Returns:
      option put asks.

    • getOptionCallBids

      public double[] getOptionCallBids()
      Gets the option call bids.
      Returns:
      option call bids.

    • getOptionCallAsks

      public double[] getOptionCallAsks()
      Gets the option call asks.
      Returns:
      option call asks.