Series of call and put options with different strike sharing the same attributes of expiration, last trading day, spc, multiplies, etc.
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object | Clone () |
| Returns a shall copy of this option series. Collections of calls and puts are copied, but option instrument instances are shared with original. More...
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List< double > | GetNStrikesAround (int n, double strike) |
| Returns n strikes that are centered around a specified strike value. throws IllegalArgumentException when n < 0. More...
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int | CompareTo (OptionSeries other) |
| Compares this option series to another one by its attributes. Expiration takes precedence in comparison. More...
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override bool | Equals (object o) |
| Indicates whether some other object is equal to this option series by its attributes. More...
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override int | GetHashCode () |
| Returns a hash code value for this option series. More...
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override string | ToString () |
| Returns a string representation of this series. More...
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int | Expiration [get, set] |
| Day id of expiration. Example: DayUtil.GetDayIdByYearMonthDay(20090117). More...
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int | LastTrade [get, set] |
| Day id of last trading day. Example: DayUtil.GetDayIdByYearMonthDay(20090116). More...
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double | Multiplier [get, set] |
| Market value multiplier. Example: 100, 33.2. More...
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double | SPC [get, set] |
| Shares per contract for options. Example: 1, 100. More...
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string | AdditionalUnderlyings [get, set] |
| Additional underlyings for options, including additional cash. It shall use following format: More...
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string | MMY [get, set] |
| Maturity month-year as provided for corresponding FIX tag (200). It can use several different formats depending on data source: More...
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string | OptionType [get, set] |
| Type of option. It shall use one of following values: More...
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string | ExpirationStyle [get, set] |
| Expiration cycle style, such as "Weeklys", "Quarterlys". More...
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string | SettlementStyle [get, set] |
| Settlement price determination style, such as "Open", "Close". More...
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string | CFI [get, set] |
| Classification of Financial Instruments code of this option series. It shall use six-letter CFI code from ISO 10962 standard. It is allowed to use 'X' extensively and to omit trailing letters(assumed to be 'X'). SeeISO 10962 on Wikipedia. It starts with "OX" as both calls and Puts() puts} are stored in a series. More...
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SortedDictionary< double, InstrumentProfile > | Calls [get] |
| A sorted map of all calls from strike to a corresponding option instrument. More...
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SortedDictionary< double, InstrumentProfile > | Puts [get] |
| A sorted map of all puts from strike to a corresponding option instrument. More...
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List< double > | Strikes [get] |
| A list of all strikes in ascending order. More...
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Series of call and put options with different strike sharing the same attributes of expiration, last trading day, spc, multiplies, etc.
◆ Clone()
object com.dxfeed.ipf.option.OptionSeries.Clone |
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inline |
Returns a shall copy of this option series. Collections of calls and puts are copied, but option instrument instances are shared with original.
- Returns
- a shall copy of this option series.
◆ CompareTo()
int com.dxfeed.ipf.option.OptionSeries.CompareTo |
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OptionSeries |
other | ) |
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inline |
Compares this option series to another one by its attributes. Expiration takes precedence in comparison.
- Parameters
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other | another option series to compare with. |
- Returns
- result of comparison.
◆ Equals()
override bool com.dxfeed.ipf.option.OptionSeries.Equals |
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object |
o | ) |
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inline |
Indicates whether some other object is equal to this option series by its attributes.
- Parameters
-
- Returns
- another object to compare with.
◆ GetHashCode()
override int com.dxfeed.ipf.option.OptionSeries.GetHashCode |
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inline |
Returns a hash code value for this option series.
- Returns
- a hash code value.
◆ GetNStrikesAround()
List<double> com.dxfeed.ipf.option.OptionSeries.GetNStrikesAround |
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int |
n, |
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double |
strike |
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) |
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inline |
Returns n strikes that are centered around a specified strike value. throws IllegalArgumentException when n < 0.
- Parameters
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n | the maximal number of strikes to return. |
strike | the center strike. |
- Returns
- n strikes that are centered around a specified strike value.
◆ ToString()
override string com.dxfeed.ipf.option.OptionSeries.ToString |
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inline |
Returns a string representation of this series.
- Returns
- a string representation of this series.
◆ AdditionalUnderlyings
string com.dxfeed.ipf.option.OptionSeries.AdditionalUnderlyings |
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getset |
Additional underlyings for options, including additional cash. It shall use following format:
<VALUE> ::= <empty> | <LIST>
<LIST> ::= <AU> | <AU> <semicolon> <space> <LIST>
<AU> ::= <UNDERLYING> <space> <SPC>
the list shall be sorted by <UNDERLYING>. Example: "SE 50", "FIS 53; US$ 45.46".
Gets additional underlyings for options, including additional cash.
◆ Calls
A sorted map of all calls from strike to a corresponding option instrument.
◆ CFI
string com.dxfeed.ipf.option.OptionSeries.CFI |
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getset |
Classification of Financial Instruments code of this option series. It shall use six-letter CFI code from ISO 10962 standard. It is allowed to use 'X' extensively and to omit trailing letters(assumed to be 'X'). SeeISO 10962 on Wikipedia. It starts with "OX" as both calls and Puts() puts} are stored in a series.
Gets CFI code.
◆ Expiration
int com.dxfeed.ipf.option.OptionSeries.Expiration |
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getset |
◆ ExpirationStyle
string com.dxfeed.ipf.option.OptionSeries.ExpirationStyle |
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getset |
Expiration cycle style, such as "Weeklys", "Quarterlys".
gets expiration cycle style.
◆ LastTrade
int com.dxfeed.ipf.option.OptionSeries.LastTrade |
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getset |
◆ MMY
string com.dxfeed.ipf.option.OptionSeries.MMY |
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getset |
Maturity month-year as provided for corresponding FIX tag (200). It can use several different formats depending on data source:
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YYYYMM – if only year and month are specified
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YYYYMMDD – if full date is specified
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YYYYMMwN – if week number(within a month) is specified
Gets maturity month-year as provided for corresponding FIX tag(200).
◆ Multiplier
double com.dxfeed.ipf.option.OptionSeries.Multiplier |
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getset |
Market value multiplier. Example: 100, 33.2.
Gets market value multiplier.
◆ OptionType
string com.dxfeed.ipf.option.OptionSeries.OptionType |
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getset |
Type of option. It shall use one of following values:
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STAN = Standard Options
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LEAP = Long-term Equity AnticiPation Securities
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SDO = Special Dated Options
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BINY = Binary Options
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FLEX = FLexible EXchange Options
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VSO = Variable Start Options
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RNGE = Range
Gets type of option.
◆ Puts
A sorted map of all puts from strike to a corresponding option instrument.
◆ SettlementStyle
string com.dxfeed.ipf.option.OptionSeries.SettlementStyle |
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getset |
Settlement price determination style, such as "Open", "Close".
Gets settlement price determination style.
◆ SPC
double com.dxfeed.ipf.option.OptionSeries.SPC |
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getset |
Shares per contract for options. Example: 1, 100.
Gets shares per contract for options.
◆ Strikes
List<double> com.dxfeed.ipf.option.OptionSeries.Strikes |
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get |
A list of all strikes in ascending order.
The documentation for this class was generated from the following file:
- dxf_api/src/ipf/option/OptionSeries.cs