com.tigerbrokers.stock.openapi.client.util

类 OptionCalcUtils

java.lang.Object

com.tigerbrokers.stock.openapi.client.util.OptionCalcUtils

public class OptionCalcUtils
extends Object

Options Indicator Calculator

构造器概要

构造器

构造器和说明
OptionCalcUtils()

方法概要

限定符和类型	方法和说明
static OptionFundamentals	calcEuropeanOptionIndex(Right optionType, double underlying, double strike, double riskFreeRate, double dividendRate, Double askPrice, Double bidPrice, java.time.LocalDate settlementDate, java.time.LocalDate expirationDate)
static OptionFundamentals	calcOptionIndex(Right optionType, double underlying, double strike, double riskFreeRate, double dividendRate, Double askPrice, Double bidPrice, java.time.LocalDate settlementDate, java.time.LocalDate expirationDate)
static OptionFundamentals	calcOptionIndex(Right optionType, double underlying, double strike, double riskFreeRate, double dividendRate, double impliedVolatility, java.time.LocalDate settlementDate, java.time.LocalDate expirationDate)
static double	calculateAvgPrice(Double askPrice, Double bidPrice)
static OptionFundamentals	getOptionFundamentals(TigerHttpClient client, String symbol, String right, String strike, String expiry) Get option fundamental information（include option greek values）
static OptionFundamentals	getOptionFundamentals(TigerHttpClient client, String symbol, String right, String strike, String expiry, String underlyingSymbol) Get option fundamental information（include option greek values）

从类继承的方法 java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

构造器详细资料

OptionCalcUtils

public OptionCalcUtils()

方法详细资料

getOptionFundamentals

public static OptionFundamentals getOptionFundamentals(TigerHttpClient client,
                                                       String symbol,
                                                       String right,
                                                       String strike,
                                                       String expiry)
                                                throws Exception

Get option fundamental information（include option greek values）

参数:

client - TigerHttpClient

symbol - Stock code

right - CALL or PUT

strike - strike price

expiry - Expiration date（yyyy-MM-dd）

返回:

option fundamental information

抛出:

Exception - runtime exception

getOptionFundamentals

public static OptionFundamentals getOptionFundamentals(TigerHttpClient client,
                                                       String symbol,
                                                       String right,
                                                       String strike,
                                                       String expiry,
                                                       String underlyingSymbol)
                                                throws Exception

Get option fundamental information（include option greek values）

参数:

client - TigerHttpClient

symbol - Stock code

right - CALL or PUT

strike - strike price

expiry - Expiration date（yyyy-MM-dd）

underlyingSymbol - underlying symbol（if null, If empty, defaults to the same value as 'symbol'）

返回:

option fundamental information

抛出:

Exception - runtime exception

calcOptionIndex

public static OptionFundamentals calcOptionIndex(Right optionType,
                                                 double underlying,
                                                 double strike,
                                                 double riskFreeRate,
                                                 double dividendRate,
                                                 double impliedVolatility,
                                                 java.time.LocalDate settlementDate,
                                                 java.time.LocalDate expirationDate)

calcOptionIndex

public static OptionFundamentals calcOptionIndex(Right optionType,
                                                 double underlying,
                                                 double strike,
                                                 double riskFreeRate,
                                                 double dividendRate,
                                                 Double askPrice,
                                                 Double bidPrice,
                                                 java.time.LocalDate settlementDate,
                                                 java.time.LocalDate expirationDate)

calcEuropeanOptionIndex

public static OptionFundamentals calcEuropeanOptionIndex(Right optionType,
                                                         double underlying,
                                                         double strike,
                                                         double riskFreeRate,
                                                         double dividendRate,
                                                         Double askPrice,
                                                         Double bidPrice,
                                                         java.time.LocalDate settlementDate,
                                                         java.time.LocalDate expirationDate)

calculateAvgPrice

public static double calculateAvgPrice(Double askPrice,
                                       Double bidPrice)