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