Package 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 Description
    Quote()  

  • Method Summary

    Modifier and Type Method 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 Details

    • Quote

      public Quote()

  • Method Details

    • 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)