public class TheoPrice extends MarketEvent implements LastingEvent<String>
TheoPrice
event has the following properties:
eventSymbol
- symbol of this event;
time
- time of the last theo price computation;
underlyingPrice
- underlying price at the time of theo price computation;
delta
- delta of the theoretical price;
gamma
- gamma of the theoretical price;
dividend
- implied simple dividend return of the corresponding option series;
interest
- implied simple interest return of the corresponding option series.
See the model section for a mathematical background on the values in this event.
TheoPrice
.
Constructor and Description |
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TheoPrice()
Creates new theo price event with default values.
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TheoPrice(String eventSymbol)
Creates new theo price event with the specified event symbol.
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Modifier and Type | Method and Description |
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double |
getDelta()
Returns delta of the theoretical price.
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double |
getDividend()
Returns implied simple dividend return of the corresponding option series.
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double |
getGamma()
Returns gamma of the theoretical price.
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double |
getInterest()
Returns implied simple interest return of the corresponding option series.
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double |
getPrice()
Returns theoretical option price.
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long |
getTime()
Returns time of the last theo price computation.
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double |
getUnderlyingPrice()
Returns underlying price at the time of theo price computation.
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void |
setDelta(double delta)
Changes delta of the theoretical price.
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void |
setDividend(double dividend)
Changes implied simple dividend return of the corresponding option series.
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void |
setGamma(double gamma)
Changes gamma of the theoretical price.
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void |
setInterest(double interest)
Changes implied simple interest return of the corresponding option series.
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void |
setPrice(double price)
Changes theoretical option price.
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void |
setTime(long time)
Changes time of the last theo price computation.
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void |
setUnderlyingPrice(double underlyingPrice)
Changes underlying price at the time of theo price computation.
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String |
toString() |
getEventSymbol, setEventSymbol
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait
getEventSymbol, setEventSymbol
public TheoPrice()
public TheoPrice(String eventSymbol)
eventSymbol
- event symbol.public long getTime()
public void setTime(long time)
time
- time of the last theo price computation.public double getPrice()
public void setPrice(double price)
price
- theoretical option price.public double getUnderlyingPrice()
public void setUnderlyingPrice(double underlyingPrice)
underlyingPrice
- underlying price at the time of theo price computation.public double getDelta()
public void setDelta(double delta)
delta
- delta of the theoretical price.public double getGamma()
public void setGamma(double gamma)
gamma
- gamma of the theoretical price.public double getDividend()
public void setDividend(double dividend)
dividend
- implied simple dividend return of the corresponding option series.public double getInterest()
public void setInterest(double interest)
interest
- implied simple interest return of the corresponding option series.Copyright © 2015 Devexperts. All Rights Reserved.