com.dxfeed.event.option
Class Greeks

java.lang.Object
  extended by com.dxfeed.event.market.MarketEvent
      extended by com.dxfeed.event.option.Greeks
All Implemented Interfaces:
LastingEvent, Serializable

public class Greeks
extends MarketEvent
implements LastingEvent

Greeks event is a snapshot of the option price, Black-Scholes volatility and greeks. It represents the most recent information that is available about the these values on the market at any given moment of time.

Implementation details

This event is implemented on top of QDS records Greeks.

See Also:
Serialized Form

Constructor Summary
Greeks()
          Creates new greeks with default values.
Greeks(String eventSymbol)
          Creates new greeks with the specified event symbol.
 
Method Summary
 double getDelta()
          Return option delta.
 double getGamma()
          Returns option gamma.
 double getPrice()
          Returns option market price.
 double getRho()
          Returns option rho.
 double getTheta()
          Returns option theta.
 double getVega()
          Returns option vega.
 double getVolatility()
          Returns Black-Scholes implied volatility of the option.
 void setDelta(double delta)
          Changes option delta.
 void setGamma(double gamma)
          Changes option gamma.
 void setPrice(double price)
          Changes option market price.
 void setRho(double rho)
          Changes option rho.
 void setTheta(double theta)
          Changes option theta.
 void setVega(double vega)
          Changes option vega.
 void setVolatility(double volatility)
          Changes Black-Scholes implied volatility of the option.
 String toString()
          Returns string representation of this greeks event.
 
Methods inherited from class com.dxfeed.event.market.MarketEvent
getEventSymbol, setEventSymbol
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait
 

Constructor Detail

Greeks

public Greeks()
Creates new greeks with default values.


Greeks

public Greeks(String eventSymbol)
Creates new greeks with the specified event symbol.

Parameters:
eventSymbol - event symbol.
Method Detail

getPrice

public double getPrice()
Returns option market price.

Returns:
option market price.

setPrice

public void setPrice(double price)
Changes option market price.

Parameters:
price - option market price.

getVolatility

public double getVolatility()
Returns Black-Scholes implied volatility of the option.

Returns:
Black-Scholes implied volatility of the option.

setVolatility

public void setVolatility(double volatility)
Changes Black-Scholes implied volatility of the option.

Parameters:
volatility - Black-Scholes implied volatility of the option.

getDelta

public double getDelta()
Return option delta. Delta is the first derivative of an option price by an underlying price.

Returns:
option delta.

setDelta

public void setDelta(double delta)
Changes option delta.

Parameters:
delta - option delta.

getGamma

public double getGamma()
Returns option gamma. Gamma is the second derivative of an option price by an underlying price.

Returns:
option gamma.

setGamma

public void setGamma(double gamma)
Changes option gamma.

Parameters:
gamma - option gamma.

getTheta

public double getTheta()
Returns option theta. Theta is the first derivative of an option price by a number of days to expiration.

Returns:
option theta.

setTheta

public void setTheta(double theta)
Changes option theta.

Parameters:
theta - option theta.

getRho

public double getRho()
Returns option rho. Rho is the first derivative of an option price by percentage interest rate.

Returns:
option rho.

setRho

public void setRho(double rho)
Changes option rho.

Parameters:
rho - option rho.

getVega

public double getVega()
Returns option vega. Vega is the first derivative of an option price by percentage volatility.

Returns:
option vega.

setVega

public void setVega(double vega)
Changes option vega.

Parameters:
vega - option vega.

toString

public String toString()
Returns string representation of this greeks event.

Overrides:
toString in class Object
Returns:
string representation of this greeks event.


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