org.drip.param.definition

Class Quote

java.lang.Object

org.drip.param.definition.Quote

Direct Known Subclasses:

MultiSided

public abstract class Quote
extends java.lang.Object

Quote interface contains the stubs corresponding to a product quote. It contains the quote value, quote instant for the different quote sides (bid/ask/mid).

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
Quote()

Method Summary

Modifier and Type	Method and Description
abstract boolean	setSide(java.lang.String strSide, double dblQuote, double dblSize) Set the quote for the specified side
abstract double	size(java.lang.String strSide) Get the quote size for the given side
abstract DateTime	time(java.lang.String strSide) Get the time of the quote
abstract double	value(java.lang.String strSide) Get the quote value for the given side

Methods inherited from class java.lang.Object

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

Constructor Detail

Quote

public Quote()

Method Detail

value

public abstract double value(java.lang.String strSide)

Get the quote value for the given side

Parameters:

strSide - bid/ask/mid

Returns:

Quote Value

size

public abstract double size(java.lang.String strSide)

Get the quote size for the given side

Parameters:

strSide - bid/ask/mid

Returns:

Size

time

public abstract DateTime time(java.lang.String strSide)

Get the time of the quote

Parameters:

strSide - bid/ask/mid

Returns:

DateTime

setSide

public abstract boolean setSide(java.lang.String strSide,
                                double dblQuote,
                                double dblSize)

Set the quote for the specified side

Parameters:

strSide - bid/ask/mid

dblQuote - Quote value

dblSize - Size

Returns:

Success (true) or failure (false)