public class Underlying extends MarketEvent implements LastingEvent<String>
Underlying
event has the following properties:
eventSymbol
- symbol of this event;
volatility
- 30-day implied volatility for this underlying based on VIX methodology;
frontVolatility
- front month implied volatility for this underlying based on VIX methodology;
backVolatility
- 3back month implied volatility for this underlying based on VIX methodology;
putCallRatio
- ratio of put traded volume to call traded volume for a day.
See the model section for a mathematical background on the values in this event.
Underlying
.Constructor and Description |
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Underlying()
Creates new underlying event with default values.
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Underlying(String eventSymbol)
Creates new underlying event with the specified event symbol.
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Modifier and Type | Method and Description |
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double |
getBackVolatility()
Returns back month implied volatility for this underlying based on VIX methodology.
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double |
getFrontVolatility()
Returns front month implied volatility for this underlying based on VIX methodology.
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double |
getPutCallRatio()
Returns ratio of put traded volume to call traded volume for a day.
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double |
getVolatility()
Returns 30-day implied volatility for this underlying based on VIX methodology.
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void |
setBackVolatility(double backVolatility)
Changes back month implied volatility for this underlying based on VIX methodology.
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void |
setFrontVolatility(double frontVolatility)
Changes front month implied volatility for this underlying based on VIX methodology.
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void |
setPutCallRatio(double putCallRatio)
Changes ratio of put traded volume to call traded volume for a day.
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void |
setVolatility(double volatility)
Changes 30-day implied volatility for this underlying based on VIX methodology.
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String |
toString()
Returns string representation of this underlying event.
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getEventSymbol, setEventSymbol
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait
getEventSymbol, setEventSymbol
public Underlying()
public Underlying(String eventSymbol)
eventSymbol
- event symbol.public double getVolatility()
public void setVolatility(double volatility)
volatility
- 30-day implied volatility for this underlying based on VIX methodology.public double getFrontVolatility()
public void setFrontVolatility(double frontVolatility)
frontVolatility
- front month implied volatility for this underlying based on VIX methodology.public double getBackVolatility()
public void setBackVolatility(double backVolatility)
backVolatility
- back month implied volatility for this underlying based on VIX methodology.public double getPutCallRatio()
public void setPutCallRatio(double putCallRatio)
putCallRatio
- ratio of put traded volume to call traded volume for a day.Copyright © 2015 Devexperts. All Rights Reserved.