- java.lang.Object
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- net.finmath.marketdata.model.volatilities.OptionSmileData
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public class OptionSmileData extends Object
A collection of option prices or implied volatilities for a given maturity. This object is natural in conjunction with FFT methods that run over a whole smile for a fixed maturity.- Author:
- Alessandro Gnoatto
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Constructor Summary
Constructors Constructor Description OptionSmileData(String underlying, LocalDate referenceDate, double[] strikes, double maturity, double[] values, VolatilitySurface.QuotingConvention convention)
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description double
getMaturity()
OptionData
getOption(double strike)
LocalDate
getReferenceDate()
HashMap<Double,OptionData>
getSmile()
double[]
getStrikes()
String
getUnderlying()
String
toString()
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Constructor Detail
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OptionSmileData
public OptionSmileData(String underlying, LocalDate referenceDate, double[] strikes, double maturity, double[] values, VolatilitySurface.QuotingConvention convention)
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Method Detail
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getUnderlying
public String getUnderlying()
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getReferenceDate
public LocalDate getReferenceDate()
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getStrikes
public double[] getStrikes()
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getMaturity
public double getMaturity()
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getSmile
public HashMap<Double,OptionData> getSmile()
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getOption
public OptionData getOption(double strike)
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