ch.algotrader.entity.security

Class OptionImpl

java.lang.Object

ch.algotrader.entity.security.Security

ch.algotrader.entity.security.SecurityImpl

ch.algotrader.entity.security.Option

ch.algotrader.entity.security.OptionImpl

All Implemented Interfaces:

BaseEntityI, ExpirableI, OptionI, SecurityI, java.io.Serializable

public class OptionImpl
extends Option

Author:

Andy Flury

See Also:

Serialized Form

Nested Class Summary

Nested classes/interfaces inherited from class ch.algotrader.entity.security.Option

Option.Converter, Option.Factory

Constructor Summary

Constructors

Constructor and Description
OptionImpl()

Method Summary

Modifier and Type	Method and Description
int	getDuration(java.util.Date dateTime) Gets the Duration of this ExpirableI from the specified dateTime.
java.util.Date	getExpiration() make sure expiration is a java.util.Date and not a java.sql.TimeStamp
double	getLeverage(MarketDataEventVO marketDataEvent, MarketDataEventVO underlyingMarketDataEvent, java.util.Date currentTime) Gets the leverage of this Security.
long	getTimeToExpiration(java.util.Date dateTime) Gets the time-to-expiration in milliseconds from the specified dateTime

Methods inherited from class ch.algotrader.entity.security.Option

accept, convertToVO, equals, getOptionType, getStrike, hashCode, isInitialized, setExpiration, setInitialized, setOptionType, setStrike

Methods inherited from class ch.algotrader.entity.security.SecurityImpl

toString

Methods inherited from class ch.algotrader.entity.security.Security

getBbgid, getCngid, getCnpid, getConid, getDescription, getId, getIsin, getLmaxid, getQuandlDataset, getRic, getSecurityFamily, getSymbol, getTtid, getUnderlying, initializeSecurityFamily, initializeUnderlying, setBbgid, setCngid, setCnpid, setConid, setDescription, setId, setIsin, setLmaxid, setQuandlDataset, setRic, setSecurityFamily, setSymbol, setTtid, setUnderlying

Methods inherited from class java.lang.Object

getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface ch.algotrader.entity.security.SecurityI

getBbgid, getCngid, getCnpid, getConid, getDescription, getId, getIsin, getLmaxid, getQuandlDataset, getRic, getSymbol, getTtid

Methods inherited from interface ch.algotrader.entity.BaseEntityI

getId, toString

Constructor Detail

OptionImpl

public OptionImpl()

Method Detail

getLeverage

public double getLeverage(MarketDataEventVO marketDataEvent,
                          MarketDataEventVO underlyingMarketDataEvent,
                          java.util.Date currentTime)

Description copied from class: Security

Gets the leverage of this Security. This method has to be overwritten by subclasses (it returns zero by default).

Overrides:

getLeverage in class SecurityImpl

Returns:

double

getTimeToExpiration

public long getTimeToExpiration(java.util.Date dateTime)

Description copied from class: Option

Gets the time-to-expiration in milliseconds from the specified dateTime

Specified by:

getTimeToExpiration in interface ExpirableI

Specified by:

getTimeToExpiration in class Option

Returns:

long

getDuration

public int getDuration(java.util.Date dateTime)

Description copied from class: Option

Gets the Duration of this ExpirableI from the specified dateTime. A Duration of 1 means that this is the next Object in the Chain to expire.

Specified by:

getDuration in interface ExpirableI

Specified by:

getDuration in class Option

Returns:

int

getExpiration

public java.util.Date getExpiration()

make sure expiration is a java.util.Date and not a java.sql.TimeStamp

Specified by:

getExpiration in interface ExpirableI

Specified by:

getExpiration in interface OptionI

Overrides:

getExpiration in class Option