public class Greeks extends MarketEvent implements LastingEvent<String>
Greeks
event has the following properties:
eventSymbol
- symbol of this event;
volatility
- Black-Scholes implied volatility of the option;
delta
- option delta;
gamma
- option gamma;
theta
- option theta;
rho
- option rho;
vega
- option vega.
Greeks
.Constructor and Description |
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Greeks()
Creates new greeks event with default values.
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Greeks(String eventSymbol)
Creates new greeks event with the specified event symbol.
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Modifier and Type | Method and Description |
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double |
getDelta()
Return option delta.
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double |
getGamma()
Returns option gamma.
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double |
getPrice()
Returns option market price.
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double |
getRho()
Returns option rho.
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double |
getTheta()
Returns option theta.
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double |
getVega()
Returns option vega.
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double |
getVolatility()
Returns Black-Scholes implied volatility of the option.
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void |
setDelta(double delta)
Changes option delta.
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void |
setGamma(double gamma)
Changes option gamma.
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void |
setPrice(double price)
Changes option market price.
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void |
setRho(double rho)
Changes option rho.
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void |
setTheta(double theta)
Changes option theta.
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void |
setVega(double vega)
Changes option vega.
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void |
setVolatility(double volatility)
Changes Black-Scholes implied volatility of the option.
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String |
toString()
Returns string representation of this greeks event.
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getEventSymbol, setEventSymbol
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait
getEventSymbol, setEventSymbol
public Greeks()
public Greeks(String eventSymbol)
eventSymbol
- event symbol.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.Copyright © 2015 Devexperts. All Rights Reserved.