Package com.illumon.modelfarm.fitterfarm
package com.illumon.modelfarm.fitterfarm
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ClassDescriptionA snapshot of market data needed to fit an equity option model.Basic data describing a snapshot of market data.A snapshot of market data needed to create an option chain.A snapshot of market data needed to create an option chain for futures.A snapshot of market data needed to define option market prices.A snapshot of market data needed to define rates for an underlying.A snapshot of market data needed to define an underlying security.A snapshot of market data needed to define future prices for an underlying security.A snapshot of market data needed to define prices for an underlying security.A snapshot of market data needed to define the vol surface for an underlying.A high level grouping used to partition all data into subsets that should be fit or evaluated together.Factory methods to create multithreaded resources to fit a derivative model's parameters.