Package jdistlib.finance

Class OptionObservation

java.lang.Object

jdistlib.finance.OptionObservation

public final class OptionObservation
extends Object

Immutable European option quote used by the narrow option-implied layer.

Constructor Summary

Constructors

Constructor	Description
OptionObservation(double strike, boolean call, double price)
OptionObservation(double strike, boolean call, double bid, double ask, double weight)

Method Summary

Modifier and Type	Method	Description
double	getAsk()
double	getBid()
double	getMid()
double	getStrike()
double	getWeight()
boolean	isCall()

Methods inherited from class java.lang.Object

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

Constructor Details

OptionObservation

public OptionObservation(double strike,
 boolean call,
 double price)

OptionObservation

public OptionObservation(double strike,
 boolean call,
 double bid,
 double ask,
 double weight)

Method Details

getStrike

public double getStrike()

isCall

public boolean isCall()

getBid

public double getBid()

getAsk

public double getAsk()

getMid

public double getMid()

getWeight

public double getWeight()