TheoPrice (dxFeed API 3.320)

java.lang.Object
- com.dxfeed.event.market.MarketEvent
- - com.dxfeed.event.option.TheoPrice

All Implemented Interfaces:

EventType<String>, IndexedEvent<String>, LastingEvent<String>, TimeSeriesEvent<String>, Serializable
```
public class TheoPrice
extends MarketEvent
implements TimeSeriesEvent<String>, LastingEvent<String>
```
Theo price is a snapshot of the theoretical option price computation that is periodically performed by dxPrice model-free computation. It represents the most recent information that is available about the corresponding values at any given moment of time. The values include first and second order derivative of the price curve by price, so that the real-time theoretical option price can be estimated on real-time changes of the underlying price in the vicinity.
Properties
TheoPrice event has the following properties:
- eventSymbol - symbol of this event;
- eventFlags - transactional event flags;
- index - unique per-symbol index of this event;
- time - timestamp of this event in milliseconds;
- sequence - sequence number of this event to distinguish events that have the same time;
- price - theoretical price;
- underlyingPrice - underlying price at the time of theo price computation;
- delta - delta of the theoretical price;
- gamma - gamma of the theoretical price;
- dividend - implied simple dividend return of the corresponding option series;
- interest - implied simple interest return of the corresponding option series.
Event flags, transactions and snapshots
Some TheoPrice sources provide a consistent view of the set of known TheoPrice. The corresponding information is carried in eventFlags property. The logic behind this property is detailed in IndexedEvent class documentation. Multiple event sources for the same symbol are not supported for TheoPrice, thus source property is always DEFAULT.
TimeSeriesEventModel class handles all the snapshot and transaction logic and conveniently represents a list current of time-series events order by their time. It relies on the code of AbstractIndexedEventModel to handle this logic. Use the source code of AbstractIndexedEventModel for clarification on transactions and snapshot logic.
Publishing TheoPrice
Publishing of TheoPrice events follows the general rules explained in TimeSeriesEvent class documentation.
See the model section for a mathematical background on the values in this event.
Implementation details
This event is implemented on top of QDS records TheoPrice.
See Also:

Serialized Form

Field Summary

Fields
Modifier and Type Field and Description

static int MAX_SEQUENCE
Maximum allowed sequence value.
- Fields inherited from interface com.dxfeed.event.IndexedEvent
  REMOVE_EVENT, SNAPSHOT_BEGIN, SNAPSHOT_END, SNAPSHOT_MODE, SNAPSHOT_SNIP, TX_PENDING

Fields
Modifier and Type	Field and Description
`static int`	`MAX_SEQUENCE` Maximum allowed sequence value.

Constructor Summary

Constructors
Constructor and Description
`TheoPrice()` Creates new theo price event with default values.
`TheoPrice(String eventSymbol)` Creates new theo price event with the specified event symbol.

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`double`	`getDelta()` Returns delta of the theoretical price.
`double`	`getDividend()` Returns implied simple dividend return of the corresponding option series.
`int`	`getEventFlags()` Returns transactional event flags.
`double`	`getGamma()` Returns gamma of the theoretical price.
`long`	`getIndex()` Returns unique per-symbol index of this event.
`double`	`getInterest()` Returns implied simple interest return of the corresponding option series.
`double`	`getPrice()` Returns theoretical option price.
`int`	`getSequence()` Returns sequence number of this event to distinguish events that have the same `time`.
`IndexedEventSource`	`getSource()` Returns a source identifier for this event, which is always `DEFAULT` for time-series events.
`long`	`getTime()` Returns timestamp of the event in milliseconds.
`double`	`getUnderlyingPrice()` Returns underlying price at the time of theo price computation.
`void`	`setDelta(double delta)` Changes delta of the theoretical price.
`void`	`setDividend(double dividend)` Changes implied simple dividend return of the corresponding option series.
`void`	`setEventFlags(int eventFlags)` Changes transactional event flags.
`void`	`setGamma(double gamma)` Changes gamma of the theoretical price.
`void`	`setIndex(long index)` Changes unique per-symbol index of this event.
`void`	`setInterest(double interest)` Changes implied simple interest return of the corresponding option series.
`void`	`setPrice(double price)` Changes theoretical option price.
`void`	`setSequence(int sequence)` Changes `getSequence()` sequence number} of this event.
`void`	`setTime(long time)` Changes timestamp of the event in milliseconds.
`void`	`setUnderlyingPrice(double underlyingPrice)` Changes underlying price at the time of theo price computation.
`String`	`toString()`

Methods inherited from class com.dxfeed.event.market.MarketEvent
getEventSymbol, getEventTime, setEventSymbol, setEventTime

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

Methods inherited from interface com.dxfeed.event.TimeSeriesEvent
getEventId

Methods inherited from interface com.dxfeed.event.EventType
getEventSymbol, getEventTime, setEventSymbol, setEventTime

- Field Detail
  - MAX_SEQUENCE
```
public static final int MAX_SEQUENCE
```
    Maximum allowed sequence value.
    
    See Also:
    
    setSequence(int), Constant Field Values
- Constructor Detail
  - TheoPrice
```
public TheoPrice()
```
    Creates new theo price event with default values.
  - TheoPrice
```
public TheoPrice(String eventSymbol)
```
    Creates new theo price event with the specified event symbol.
    
    Parameters:
    
    eventSymbol - event symbol.
- Method Detail
  - getSource
```
public IndexedEventSource getSource()
```
    Returns a source identifier for this event, which is always DEFAULT for time-series events.
    
    Specified by:
    
    getSource in interface IndexedEvent<String>
    
    Specified by:
    
    getSource in interface TimeSeriesEvent<String>
    
    Returns:
    
    a source identifier for this event, which is always DEFAULT for time-series events.
  - getEventFlags
```
public int getEventFlags()
```
    Returns transactional event flags. See "Event Flags" section.
    
    Specified by:
    
    getEventFlags in interface IndexedEvent<String>
    
    Returns:
    
    transactional event flags.
  - setEventFlags
```
public void setEventFlags(int eventFlags)
```
    Changes transactional event flags. See "Event Flags" section.
    
    Specified by:
    
    setEventFlags in interface IndexedEvent<String>
    
    Parameters:
    
    eventFlags - transactional event flags.
  - getIndex
```
public long getIndex()
```
    Returns unique per-symbol index of this event. The index is composed of time and sequence. Changing either time or sequence changes event index.
    
    Specified by:
    
    getIndex in interface IndexedEvent<String>
    
    Specified by:
    
    getIndex in interface TimeSeriesEvent<String>
    
    Returns:
    
    unique index of this event.
  - setIndex
```
public void setIndex(long index)
```
    Changes unique per-symbol index of this event. The index is composed of time and sequence and invocation of this method changes time and sequence. Do not use this method directly. Change time and/or sequence.
    
    Specified by:
    
    setIndex in interface IndexedEvent<String>
    
    Parameters:
    
    index - the event index.
    
    See Also:
    
    getIndex()
  - getTime
```
public long getTime()
```
    Returns timestamp of the event in milliseconds.
    
    Specified by:
    
    getTime in interface TimeSeriesEvent<String>
    
    Returns:
    
    timestamp of the event in milliseconds
    
    See Also:
    
    System.currentTimeMillis()
  - setTime
```
public void setTime(long time)
```
    Changes timestamp of the event in milliseconds.
    
    Parameters:
    
    time - timestamp of the event in milliseconds.
    
    See Also:
    
    getTime()
  - getSequence
```
public int getSequence()
```
    Returns sequence number of this event to distinguish events that have the same time. This sequence number does not have to be unique and does not need to be sequential. Sequence can range from 0 to MAX_SEQUENCE.
  - setSequence
```
public void setSequence(int sequence)
```
    Changes getSequence() sequence number} of this event.
    
    Parameters:
    
    sequence - the sequence.
    
    Throws:
    
    IllegalArgumentException - if sequence is below zero or above MAX_SEQUENCE.
    
    See Also:
    
    getSequence()
  - getPrice
```
public double getPrice()
```
    Returns theoretical option price.
    
    Returns:
    
    theoretical option price.
  - setPrice
```
public void setPrice(double price)
```
    Changes theoretical option price.
    
    Parameters:
    
    price - theoretical option price.
  - getUnderlyingPrice
```
public double getUnderlyingPrice()
```
    Returns underlying price at the time of theo price computation.
    
    Returns:
    
    underlying price at the time of theo price computation.
  - setUnderlyingPrice
```
public void setUnderlyingPrice(double underlyingPrice)
```
    Changes underlying price at the time of theo price computation.
    
    Parameters:
    
    underlyingPrice - underlying price at the time of theo price computation.
  - getDelta
```
public double getDelta()
```
    Returns delta of the theoretical price. Delta is the first derivative of the theoretical price by the underlying price.
    
    Returns:
    
    delta of the theoretical price.
  - setDelta
```
public void setDelta(double delta)
```
    Changes delta of the theoretical price.
    
    Parameters:
    
    delta - delta of the theoretical price.
  - getGamma
```
public double getGamma()
```
    Returns gamma of the theoretical price. Gamma is the second derivative of the theoretical price by the underlying price.
    
    Returns:
    
    gamma of the theoretical price.
  - setGamma
```
public void setGamma(double gamma)
```
    Changes gamma of the theoretical price.
    
    Parameters:
    
    gamma - gamma of the theoretical price.
  - getDividend
```
public double getDividend()
```
    Returns implied simple dividend return of the corresponding option series. See the model section for an explanation this simple dividend return \( Q(\tau) \).
    
    Returns:
    
    implied simple dividend return of the corresponding option series.
  - setDividend
```
public void setDividend(double dividend)
```
    Changes implied simple dividend return of the corresponding option series. See the model section for an explanation this simple dividend return \( Q(\tau) \).
    
    Parameters:
    
    dividend - implied simple dividend return of the corresponding option series.
  - getInterest
```
public double getInterest()
```
    Returns implied simple interest return of the corresponding option series. See the model section for an explanation this simple interest return \( R(\tau) \).
    
    Returns:
    
    implied simple interest return of the corresponding option series.
  - setInterest
```
public void setInterest(double interest)
```
    Changes implied simple interest return of the corresponding option series. See the model section for an explanation this simple interest return \( R(\tau) \).
    
    Parameters:
    
    interest - implied simple interest return of the corresponding option series.
  - toString
```
public String toString()
```
    Overrides:
    
    toString in class Object

Class TheoPrice

Properties

Event flags, transactions and snapshots

Publishing TheoPrice

Implementation details

Field Summary

Fields inherited from interface com.dxfeed.event.IndexedEvent

Constructor Summary

Method Summary

Methods inherited from class com.dxfeed.event.market.MarketEvent

Methods inherited from class java.lang.Object

Methods inherited from interface com.dxfeed.event.TimeSeriesEvent

Methods inherited from interface com.dxfeed.event.EventType

Field Detail

MAX_SEQUENCE

Constructor Detail

TheoPrice

TheoPrice

Method Detail

getSource

getEventFlags

setEventFlags

getIndex

setIndex

getTime

setTime

getSequence

setSequence

getPrice

setPrice

getUnderlyingPrice

setUnderlyingPrice

getDelta

setDelta

getGamma

setGamma

getDividend

setDividend

getInterest

setInterest

toString