org.drip.param.quote

Class MultiSided

java.lang.Object

org.drip.param.definition.Quote

org.drip.param.quote.MultiSided

public class MultiSided
extends Quote

MultiSided implements the Quote interface, which 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
MultiSided(java.lang.String strSide, double dblQuote) MultiSidedQuote Constructor: Constructs a Quote object from the quote value and the side string.
MultiSided(java.lang.String strSide, double dblQuote, double dblSize) MultiSided Constructor: Constructs a Quote object from the quote size/value and the side string.

Method Summary

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

MultiSided

public MultiSided(java.lang.String strSide,
                  double dblQuote)
           throws java.lang.Exception

MultiSidedQuote Constructor: Constructs a Quote object from the quote value and the side string.

Parameters:

strSide - bid/ask/mid

dblQuote - Quote Value

Throws:

java.lang.Exception - Thrown on invalid inputs

MultiSided

public MultiSided(java.lang.String strSide,
                  double dblQuote,
                  double dblSize)
           throws java.lang.Exception

MultiSided Constructor: Constructs a Quote object from the quote size/value and the side string.

Parameters:

strSide - bid/ask/mid

dblQuote - Quote Value

dblSize - Size

Throws:

java.lang.Exception - Thrown on invalid inputs

Method Detail

value

public double value(java.lang.String strSide)

Description copied from class: Quote

Get the quote value for the given side

Specified by:

value in class Quote

Parameters:

strSide - bid/ask/mid

Returns:

Quote Value

size

public double size(java.lang.String strSide)

Description copied from class: Quote

Get the quote size for the given side

Specified by:

size in class Quote

Parameters:

strSide - bid/ask/mid

Returns:

Size

time

public DateTime time(java.lang.String strSide)

Description copied from class: Quote

Get the time of the quote

Specified by:

time in class Quote

Parameters:

strSide - bid/ask/mid

Returns:

DateTime

setSide

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

Description copied from class: Quote

Set the quote for the specified side

Specified by:

setSide in class Quote

Parameters:

strSide - bid/ask/mid

dblQuote - Quote value

dblSize - Size

Returns:

Success (true) or failure (false)