Package com.illumon.modelfarm.fitterfarm.futures

Class FuturesFitData

java.lang.Object

com.illumon.modelfarm.fitterfarm.CoreFitData

com.illumon.modelfarm.fitterfarm.futures.FuturesCoreFitData

com.illumon.modelfarm.fitterfarm.futures.FuturesFitData

All Implemented Interfaces:

FitDataBase, FitDataOptionChain, FitDataOptionChainFutures, FitDataRates, FitDataUnderlying, FitDataUnderlyingFutures, Serializable

Direct Known Subclasses:

FuturesFitDataOptionPrices

public abstract class FuturesFitData
extends FuturesCoreFitData
implements FitDataUnderlyingFutures, Serializable

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

See Also:

• Serialized Form

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method	Description
double[]	getFutureAskGaps()	Gets the future ask gaps.
double[]	getFutureAsks()	Gets the future asks.
double[]	getFutureAskSizes()	Gets the future ask sizes.
double[]	getFutureBidGaps()	Gets the future bid gaps.
double[]	getFutureBids()	Gets the future bids.
double[]	getFutureBidSizes()	Gets the future bid sizes.
DBDateTime[]	getFutureExpirations()	Gets the future expirations.
long[]	getFutureIds()	Gets the future ids.
double[]	getFutureLasts()	Gets the future last prices.
String[]	getFutureSyms()	Gets the future symbols.
void	setFutureAskGaps(double[] futureAskGaps)	Sets the future ask gaps.
void	setFutureAsks(double[] futureAsks)	Sets the future asks.
void	setFutureAskSizes(double[] futureAskSizes)	Sets the future ask sizes.
void	setFutureBidGaps(double[] futureBidGaps)	Sets the future bid gaps.
void	setFutureBids(double[] futureBids)	Sets the future bids.
void	setFutureBidSizes(double[] futureBidSizes)	Sets the future bid sizes.
void	setFutureExpirations(DBDateTime[] futureExpirations)	Sets the future expirations.
void	setFutureIds(long[] futureIds)	Sets the future IDs.
void	setFutureLasts(double[] futureLasts)	Sets the future last prices.
void	setFutureSyms(String[] futureSyms)	Sets the future syms.
String	toString()
protected String	toStringContents()

Methods inherited from class com.illumon.modelfarm.fitterfarm.futures.FuturesCoreFitData

getUnderlyingFutureIds, setUnderlyingFutureIds

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

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

getFutureMids

Constructor Details

FuturesFitData

public FuturesFitData()

Create a new, empty data set.

FuturesFitData

public FuturesFitData(FuturesFitData data)

Copy the data.

Parameters:

data - data to copy.

Method Details

getFutureIds

public long[] getFutureIds()

Description copied from interface: FitDataUnderlyingFutures

Gets the future ids.

Specified by:

getFutureIds in interface FitDataUnderlyingFutures

Returns:

future ids.

setFutureIds

public void setFutureIds(long[] futureIds)

Sets the future IDs.

Parameters:

futureIds - future IDs

getFutureSyms

public String[] getFutureSyms()

Description copied from interface: FitDataUnderlyingFutures

Gets the future symbols.

Specified by:

getFutureSyms in interface FitDataUnderlyingFutures

Returns:

future symbols.

setFutureSyms

public void setFutureSyms(String[] futureSyms)

Sets the future syms.

Parameters:

futureSyms - future syms

getFutureExpirations

public DBDateTime[] getFutureExpirations()

Description copied from interface: FitDataUnderlyingFutures

Gets the future expirations.

Specified by:

getFutureExpirations in interface FitDataUnderlyingFutures

Returns:

future expirations.

setFutureExpirations

public void setFutureExpirations(DBDateTime[] futureExpirations)

Sets the future expirations.

Parameters:

futureExpirations - future expirations

getFutureBids

public double[] getFutureBids()

Description copied from interface: FitDataUnderlyingFutures

Gets the future bids.

Specified by:

getFutureBids in interface FitDataUnderlyingFutures

Returns:

future bids.

setFutureBids

public void setFutureBids(double[] futureBids)

Sets the future bids.

Parameters:

futureBids - future bids

getFutureAsks

public double[] getFutureAsks()

Description copied from interface: FitDataUnderlyingFutures

Gets the future asks.

Specified by:

getFutureAsks in interface FitDataUnderlyingFutures

Returns:

future asks.

setFutureAsks

public void setFutureAsks(double[] futureAsks)

Sets the future asks.

Parameters:

futureAsks - future asks

getFutureLasts

public double[] getFutureLasts()

Description copied from interface: FitDataUnderlyingFutures

Gets the future last prices.

Specified by:

getFutureLasts in interface FitDataUnderlyingFutures

Returns:

future last prices.

setFutureLasts

public void setFutureLasts(double[] futureLasts)

Sets the future last prices.

Parameters:

futureLasts - future last prices

getFutureBidSizes

public double[] getFutureBidSizes()

Description copied from interface: FitDataUnderlyingFutures

Gets the future bid sizes.

Specified by:

getFutureBidSizes in interface FitDataUnderlyingFutures

Returns:

future bid sizes.

setFutureBidSizes

public void setFutureBidSizes(double[] futureBidSizes)

Sets the future bid sizes.

Parameters:

futureBidSizes - future bid sizes

getFutureAskSizes

public double[] getFutureAskSizes()

Description copied from interface: FitDataUnderlyingFutures

Gets the future ask sizes.

Specified by:

getFutureAskSizes in interface FitDataUnderlyingFutures

Returns:

future ask sizes.

setFutureAskSizes

public void setFutureAskSizes(double[] futureAskSizes)

Sets the future ask sizes.

Parameters:

futureAskSizes - future ask sizes

getFutureBidGaps

public double[] getFutureBidGaps()

Description copied from interface: FitDataUnderlyingFutures

Gets the future bid gaps.

Specified by:

getFutureBidGaps in interface FitDataUnderlyingFutures

Returns:

future bid gaps.

setFutureBidGaps

public void setFutureBidGaps(double[] futureBidGaps)

Sets the future bid gaps.

Parameters:

futureBidGaps - future bid gaps

getFutureAskGaps

public double[] getFutureAskGaps()

Description copied from interface: FitDataUnderlyingFutures

Gets the future ask gaps.

Specified by:

getFutureAskGaps in interface FitDataUnderlyingFutures

Returns:

future ask gaps.

setFutureAskGaps

public void setFutureAskGaps(double[] futureAskGaps)

Sets the future ask gaps.

Parameters:

futureAskGaps - future ask gaps.

toStringContents

protected String toStringContents()

Overrides:

toStringContents in class FuturesCoreFitData

toString

public String toString()

Overrides:

toString in class FuturesCoreFitData