Package com.illumon.blackscholes.fitterfarm

Class BlackScholesEquityModel

java.lang.Object

com.illumon.blackscholes.fitterfarm.BlackScholesEquityModel

All Implemented Interfaces:

Model<EquityFitDataOptionPrices>

public class BlackScholesEquityModel
extends Object
implements Model<EquityFitDataOptionPrices>

A model for fitting Black-Scholes option models.

Constructor Summary

Constructors

Constructor	Description
BlackScholesEquityModel(com.fishlib.io.logger.Logger log, BlackScholesFormat1Logger fitlog)

Method Summary

Modifier and Type	Method	Description
void	exec(EquityFitDataOptionPrices fitData)	Execute the model on a new dataset.
protected void	logFit(BlackScholesEquityFitSummary fit)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

BlackScholesEquityModel

public BlackScholesEquityModel(com.fishlib.io.logger.Logger log,
 BlackScholesFormat1Logger fitlog)

Method Details

exec

public void exec(EquityFitDataOptionPrices fitData)

Description copied from interface: Model

Execute the model on a new dataset.

Specified by:

exec in interface Model<EquityFitDataOptionPrices>

Parameters:

fitData - data snapshot to execute the model on.

logFit

protected void logFit(BlackScholesEquityFitSummary fit)