public class PythonOptionService
extends java.lang.Object
OptionService
from PythonStrategyService
.
Methods mirror delegated methods with but use OptionVO
instead of Option
.Constructor and Description |
---|
PythonOptionService(OptionService optionService) |
Modifier and Type | Method and Description |
---|---|
OptionVO |
createOption(long securityFamilyId,
java.time.LocalDate expirationDate,
java.math.BigDecimal strike,
OptionType type)
Creates an
Option with the specified securityFamilyId , expirationDate , strike and type . |
OptionVO |
getOptionByExpirationStrikeAndType(long securityFamilyId,
java.time.LocalDate expirationDate,
java.math.BigDecimal strike,
OptionType type)
Gets an Option by the specified
securityFamilyId , expirationDate , strike , type |
OptionVO |
getOptionByMinExpirationMaxStrikeAndType(long securityFamilyId,
java.time.ZonedDateTime minExpirationDate,
java.math.BigDecimal maxStrike,
OptionType type)
Gets the first Options of the give
securityFamilyId and type that expires
after the specified minExpirationDate and has a strike price smaller than the {code maxStrike} |
OptionVO |
getOptionByMinExpirationMinStrikeAndType(long securityFamilyId,
java.time.ZonedDateTime minExpirationDate,
java.math.BigDecimal minStrike,
OptionType type)
Gets the first Options of the give
securityFamilyId and type that expires
after the specified minExpirationDate and has a strike price larger than the {code minStrike} |
void |
hedgeDelta(long underlyingId,
double interest,
double dividend)
Performs a Delta Hedge of all Securities of the specified
underlyingId |
public PythonOptionService(OptionService optionService)
public void hedgeDelta(long underlyingId, double interest, double dividend)
underlyingId
public OptionVO createOption(long securityFamilyId, java.time.LocalDate expirationDate, java.math.BigDecimal strike, OptionType type)
Option
with the specified securityFamilyId
, expirationDate
, strike
and type
.public OptionVO getOptionByExpirationStrikeAndType(long securityFamilyId, java.time.LocalDate expirationDate, java.math.BigDecimal strike, OptionType type)
securityFamilyId
, expirationDate
, strike
, type
public OptionVO getOptionByMinExpirationMinStrikeAndType(long securityFamilyId, java.time.ZonedDateTime minExpirationDate, java.math.BigDecimal minStrike, OptionType type)
securityFamilyId
and type
that expires
after the specified minExpirationDate
and has a strike price larger than the {code minStrike}public OptionVO getOptionByMinExpirationMaxStrikeAndType(long securityFamilyId, java.time.ZonedDateTime minExpirationDate, java.math.BigDecimal maxStrike, OptionType type)
securityFamilyId
and type
that expires
after the specified minExpirationDate
and has a strike price smaller than the {code maxStrike}