OptionSeries (dxFeed API 3.319)

java.lang.Object
- com.dxfeed.ipf.option.OptionSeries<T>

Type Parameters:

T - The type of option instrument instances.

All Implemented Interfaces:

Cloneable, Comparable<OptionSeries<T>>
```
public final class OptionSeries<T>
extends Object
implements Cloneable, Comparable<OptionSeries<T>>
```
Series of call and put options with different strike sharing the same attributes of expiration, last trading day, spc, multiplies, etc.
Threads and locks
This class is NOT thread-safe and cannot be used from multiple threads without external synchronization.

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`OptionSeries<T>`	`clone()` Returns a shall copy of this option series.
`int`	`compareTo(OptionSeries<T> o)` Compares this option series to another one by its attributes.
`boolean`	`equals(Object o)` Indicates whether some other object is equal to this option series by its attributes.
`String`	`getAdditionalUnderlyings()` Returns additional underlyings for options, including additional cash.
`SortedMap<Double,T>`	`getCalls()` Returns a sorted map of all calls from strike to a corresponding option instrument.
`String`	`getCFI()` Returns Classification of Financial Instruments code of this option series.
`int`	`getExpiration()` Returns day id of expiration.
`String`	`getExpirationStyle()` Returns expiration cycle style, such as "Weeklys", "Quarterlys".
`int`	`getLastTrade()` Returns day id of last trading day.
`String`	`getMMY()` Returns maturity month-year as provided for corresponding FIX tag (200).
`double`	`getMultiplier()` Returns market value multiplier.
`List<Double>`	`getNStrikesAround(int n, double strike)` Returns n strikes the are centered around a specified strike value.
`String`	`getOptionType()` Returns type of option.
`SortedMap<Double,T>`	`getPuts()` Returns a sorted map of all puts from strike to a corresponding option instrument.
`String`	`getSettlementStyle()` Returns settlement price determination style, such as "Open", "Close".
`double`	`getSPC()` Returns shares per contract for options.
`List<Double>`	`getStrikes()` Returns a list of all strikes in ascending order.
`int`	`hashCode()` Returns a hash code value for this option series.
`String`	`toString()` Returns a string representation of this series.

Methods inherited from class java.lang.Object
finalize, getClass, notify, notifyAll, wait, wait, wait

- Method Detail
  - clone
```
public OptionSeries<T> clone()
```
    Returns a shall copy of this option series. Collections of calls and puts are copied, but option instrument instances are shared with original.
    
    Overrides:
    
    clone in class Object
    
    Returns:
    
    a shall copy of this option series.
  - getExpiration
```
public int getExpiration()
```
    Returns day id of expiration. Example: DayUtil.getDayIdByYearMonthDay(20090117).
    
    Returns:
    
    day id of expiration.
  - getLastTrade
```
public int getLastTrade()
```
    Returns day id of last trading day. Example: DayUtil.getDayIdByYearMonthDay(20090116).
    
    Returns:
    
    day id of last trading day.
  - getMultiplier
```
public double getMultiplier()
```
    Returns market value multiplier. Example: 100, 33.2.
    
    Returns:
    
    market value multiplier.
  - getSPC
```
public double getSPC()
```
    Returns shares per contract for options. Example: 1, 100.
    
    Returns:
    
    shares per contract for options.
  - getAdditionalUnderlyings
```
public String getAdditionalUnderlyings()
```
    Returns 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".
    Returns:
    
    additional underlyings for options, including additional cash.
  - getMMY
```
public String getMMY()
```
    Returns maturity month-year as provided for corresponding FIX tag (200). It can use several different formats depending on data source:
    - YYYYMM – if only year and month are specified
    - YYYYMMDD – if full date is specified
    - YYYYMMwN – if week number (within a month) is specified
    Returns:
    
    maturity month-year as provided for corresponding FIX tag (200).
  - getOptionType
```
public String getOptionType()
```
    Returns type of option. It shall use one of following values:
    - STAN = Standard Options
    - LEAP = Long-term Equity AnticiPation Securities
    - SDO = Special Dated Options
    - BINY = Binary Options
    - FLEX = FLexible EXchange Options
    - VSO = Variable Start Options
    - RNGE = Range
    Returns:
    
    type of option.
  - getExpirationStyle
```
public String getExpirationStyle()
```
    Returns expiration cycle style, such as "Weeklys", "Quarterlys".
    
    Returns:
    
    expiration cycle style.
  - getSettlementStyle
```
public String getSettlementStyle()
```
    Returns settlement price determination style, such as "Open", "Close".
    
    Returns:
    
    settlement price determination style.
  - getCFI
```
public String getCFI()
```
    Returns 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'). See ISO 10962 on Wikipedia. It starts with "OX" as both calls and getPuts() puts} are stored in a series.
    
    Returns:
    
    CFI code.
  - getCalls
```
public SortedMap<Double,T> getCalls()
```
    Returns a sorted map of all calls from strike to a corresponding option instrument.
    
    Returns:
    
    a sorted map of all calls from strike to a corresponding option instrument.
  - getPuts
```
public SortedMap<Double,T> getPuts()
```
    Returns a sorted map of all puts from strike to a corresponding option instrument.
    
    Returns:
    
    a sorted map of all puts from strike to a corresponding option instrument.
  - getStrikes
```
public List<Double> getStrikes()
```
    Returns a list of all strikes in ascending order.
    
    Returns:
    
    list of all strikes in ascending order.
  - getNStrikesAround
```
public List<Double> getNStrikesAround(int n,
                                      double strike)
```
    Returns n strikes the are centered around a specified strike value.
    
    Parameters:
    
    n - the maximal number of strikes to return.
    
    strike - the center strike.
    
    Returns:
    
    n strikes the are centered around a specified strike value.
    
    Throws:
    
    IllegalArgumentException - when n < 0.
  - compareTo
```
public int compareTo(OptionSeries<T> o)
```
    Compares this option series to another one by its attributes. Expiration takes precedence in comparison.
    
    Specified by:
    
    compareTo in interface Comparable<OptionSeries<T>>
    
    Parameters:
    
    o - another option series to compare with.
    
    Returns:
    
    result of comparison.
  - equals
```
public boolean equals(Object o)
```
    Indicates whether some other object is equal to this option series by its attributes.
    
    Overrides:
    
    equals in class Object
    
    Parameters:
    
    o - another object to compare with.
  - hashCode
```
public int hashCode()
```
    Returns a hash code value for this option series.
    
    Overrides:
    
    hashCode in class Object
    
    Returns:
    
    a hash code value.
  - toString
```
public String toString()
```
    Returns a string representation of this series.
    
    Overrides:
    
    toString in class Object
    
    Returns:
    
    a string representation of this series.

Class OptionSeries<T>

Threads and locks

Method Summary

Methods inherited from class java.lang.Object

Method Detail

clone

getExpiration

getLastTrade

getMultiplier

getSPC

getAdditionalUnderlyings

getMMY

getOptionType

getExpirationStyle

getSettlementStyle

getCFI

getCalls

getPuts

getStrikes

getNStrikesAround

compareTo

equals

hashCode

toString