src/main/java/com/billybyte/dse/debundles/RunGreeks.java
static final void example1_getPrices(){
		// com.billybyte.dse.outputs.OptPriceDerSen is a class that defines the "sensitivity" price
		//   Other basic sensitivities are (all in com.billybyte.dse.outputs):
		// 		DeltaDerSen (delta)
		// 		GammaDerSen (gamma)
		// 		ThetaDerSen (theta)
		// 		VegaDerSen (vega)
		// 		RhoDerSen (rho)
		//  There are other more complicated sensitivities, and you can
		//    roll your own by extending com.billybyte.dse.outputs.AbstractSensitivityType
		DerivativeSensitivityTypeInterface sense = new OptPriceDerSen();
		// The static method getShortNameSet() gets a java.util.Set<String> of
		//   strings like: 
		//    NG.FUT.NYMEX.USD.201601 (for NGF16), 
		//    ON.FOP.NYMEX.USD.201601.C.3.250 (for the Jan16 3.250 call on NGF16, 
		//			where "ON" is one of the NYMEX option symbols for NG), 
		//    IBM.STK.SMART (IBM),
		//    IBM.OPT.SMART.USD.C.20170120.C.170.00 (IBM 170.00 call expiring on 01/20/2017 - 
		//			see: http://finance.yahoo.com/q?s=IBM150619C00170000)
		// The shortName convention is 
		//	<symbol>.<type>.<exchange>.<currency>.<yearmonth>.<C or P>.<strike price>
		//  
		Set<String> shortNameSet = getShortNameSet();
		// Get one of the pre-packaged DerivativeSetEngine instances from 
		//   com.billybyte.dse.debundles.DerivativeSetEngineBuilder
		DerivativeSetEngine dse = DerivativeSetEngineBuilder.dseForStocksUsingYahoo();
		// Get the option prices for all of these shortNames
		Map<String, DerivativeReturn[]> dseResults = 
				dse.getSensitivity(sense, shortNameSet);
		// getSensitivity returns Arrays of type com.billybyte.dse.DerivativeReturn
		for(String shortName : dseResults.keySet()){
			DerivativeReturn dr = dseResults.get(shortName)[0];
			printDr(shortName, dr, sense);
				
		}

	}
/**
	 * Just get option prices (or return underlying prices if the security is an underlying)
	 */
Just get option prices (or return underlying prices if the security is an underlying)
Just get option prices ( or return underlying prices if the security is an underlying )
static final void example1_getPrices(){
		DerivativeSensitivityTypeInterface sense = new OptPriceDerSen();
		Set<String> shortNameSet = getShortNameSet();
		 com.billybyte.dse.debundles.DerivativeSetEngineBuilder
		DerivativeSetEngine dse = DerivativeSetEngineBuilder.dseForStocksUsingYahoo();
		Map<String, DerivativeReturn[]> dseResults = 
				dse.getSensitivity(sense, shortNameSet);
		for(String shortName : dseResults.keySet()){
			DerivativeReturn dr = dseResults.get(shortName)[0];
			printDr(shortName, dr, sense);
		}
	}
static final void example1_getPrices ( ) { DerivativeSensitivityTypeInterface sense = new OptPriceDerSen ( ) ; Set < String > shortNameSet = getShortNameSet ( ) ; DerivativeSetEngine dse = DerivativeSetEngineBuilder . dseForStocksUsingYahoo ( ) ; Map < String , DerivativeReturn [ ] > dseResults = dse . getSensitivity ( sense , shortNameSet ) ; for ( String shortName : dseResults . keySet ( ) ) { DerivativeReturn dr = dseResults . get ( shortName ) [ 0 ] ; printDr ( shortName , dr , sense ) ; } }
Just get option prices (or return underlying prices if the security is an underlying)
Just get option prices ( or return underlying prices if the security is an underlying )
// com.billybyte.dse.outputs.OptPriceDerSen is a class that defines the "sensitivity" price //   Other basic sensitivities are (all in com.billybyte.dse.outputs): // 		DeltaDerSen (delta) // 		GammaDerSen (gamma) // 		ThetaDerSen (theta) // 		VegaDerSen (vega) // 		RhoDerSen (rho) //  There are other more complicated sensitivities, and you can //    roll your own by extending com.billybyte.dse.outputs.AbstractSensitivityType // The static method getShortNameSet() gets a java.util.Set<String> of //   strings like:  //    NG.FUT.NYMEX.USD.201601 (for NGF16),  //    ON.FOP.NYMEX.USD.201601.C.3.250 (for the Jan16 3.250 call on NGF16,  //			where "ON" is one of the NYMEX option symbols for NG),  //    IBM.STK.SMART (IBM), //    IBM.OPT.SMART.USD.C.20170120.C.170.00 (IBM 170.00 call expiring on 01/20/2017 -  //			see: http://finance.yahoo.com/q?s=IBM150619C00170000) // The shortName convention is  //	<symbol>.<type>.<exchange>.<currency>.<yearmonth>.<C or P>.<strike price> //   // Get one of the pre-packaged DerivativeSetEngine instances from  //   com.billybyte.dse.debundles.DerivativeSetEngineBuilder // Get the option prices for all of these shortNames // getSensitivity returns Arrays of type com.billybyte.dse.DerivativeReturn