Class: Intrinio::OptionStatsRealtime

Inherits:
Object
  • Object
show all
Defined in:
lib/intrinio-sdk/models/option_stats_realtime.rb

Overview

Realtime stats such as greeks and implied volatility for a specific options contract.

Instance Attribute Summary collapse

Class Method Summary collapse

Instance Method Summary collapse

Constructor Details

#initialize(attributes = {}) ⇒ OptionStatsRealtime

Initializes the object

Parameters:

  • attributes (Hash) (defaults to: {}) —

    Model attributes in the form of hash



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# File 'lib/intrinio-sdk/models/option_stats_realtime.rb', line 63

def initialize(attributes = {})
  return unless attributes.is_a?(Hash)

  # convert string to symbol for hash key
  attributes = attributes.each_with_object({}){|(k,v), h| h[k.to_sym] = v}

  if attributes.has_key?(:'implied_volatility')
    self.implied_volatility = attributes[:'implied_volatility']
  end

  if attributes.has_key?(:'delta')
    self.delta = attributes[:'delta']
  end

  if attributes.has_key?(:'gamma')
    self.gamma = attributes[:'gamma']
  end

  if attributes.has_key?(:'theta')
    self.theta = attributes[:'theta']
  end

  if attributes.has_key?(:'vega')
    self.vega = attributes[:'vega']
  end

  if attributes.has_key?(:'underlying_price')
    self.underlying_price = attributes[:'underlying_price']
  end

end

Instance Attribute Details

#delta ⇒ Object

Delta represents the rate of change between the option’s price and a $1 change in the underlying asset’s price.



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# File 'lib/intrinio-sdk/models/option_stats_realtime.rb', line 22

def delta
  @delta
end

#gamma ⇒ Object

Gamma represents the rate of change between an option’s delta and the underlying asset’s price.



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# File 'lib/intrinio-sdk/models/option_stats_realtime.rb', line 25

def gamma
  @gamma
end

#implied_volatility ⇒ Object

The implied volatility of the contract calculated using the Black-Scholes Model.



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# File 'lib/intrinio-sdk/models/option_stats_realtime.rb', line 19

def implied_volatility
  @implied_volatility
end

#theta ⇒ Object

Theta represents the rate of change between the option price and time, or time sensitivity - sometimes known as an option’s time decay.



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# File 'lib/intrinio-sdk/models/option_stats_realtime.rb', line 28

def theta
  @theta
end

#underlying_price ⇒ Object

The most recent trade price of the underlying asset.



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# File 'lib/intrinio-sdk/models/option_stats_realtime.rb', line 34

def underlying_price
  @underlying_price
end

#vega ⇒ Object

Vega represents the rate of change between an option’s value and the underlying asset’s implied volatility.



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# File 'lib/intrinio-sdk/models/option_stats_realtime.rb', line 31

def vega
  @vega
end

Class Method Details

.attribute_map ⇒ Object

Attribute mapping from ruby-style variable name to JSON key.



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# File 'lib/intrinio-sdk/models/option_stats_realtime.rb', line 38

def self.attribute_map
  {
    :'implied_volatility' => :'implied_volatility',
    :'delta' => :'delta',
    :'gamma' => :'gamma',
    :'theta' => :'theta',
    :'vega' => :'vega',
    :'underlying_price' => :'underlying_price'
  }
end

.swagger_types ⇒ Object

Attribute type mapping.



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# File 'lib/intrinio-sdk/models/option_stats_realtime.rb', line 50

def self.swagger_types
  {
    :'implied_volatility' => :'Float',
    :'delta' => :'Float',
    :'gamma' => :'Float',
    :'theta' => :'Float',
    :'vega' => :'Float',
    :'underlying_price' => :'Float'
  }
end

Instance Method Details

#==(o) ⇒ Object

Checks equality by comparing each attribute.

Parameters:

  • Object (Object) —

    to be compared



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# File 'lib/intrinio-sdk/models/option_stats_realtime.rb', line 110

def ==(o)
  return true if self.equal?(o)
  self.class == o.class &&
      implied_volatility == o.implied_volatility &&
      delta == o.delta &&
      gamma == o.gamma &&
      theta == o.theta &&
      vega == o.vega &&
      underlying_price == o.underlying_price
end

#_deserialize(type, value) ⇒ Object

Deserializes the data based on type

Parameters:

  • string —

    type Data type

  • string —

    value Value to be deserialized

Returns:

  • (Object) —

    Deserialized data



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# File 'lib/intrinio-sdk/models/option_stats_realtime.rb', line 157

def _deserialize(type, value)
  case type.to_sym
  when :DateTime
    DateTime.parse(value)
  when :Date
    Date.parse(value)
  when :String
    value.to_s
  when :Integer
    value.to_i
  when :Float
    value.to_f
  when :BOOLEAN
    if value.to_s =~ /\A(true|t|yes|y|1)\z/i
      true
    else
      false
    end
  when :Object
    # generic object (usually a Hash), return directly
    value
  when /\AArray<(?<inner_type>.+)>\z/
    inner_type = Regexp.last_match[:inner_type]
    value.map { |v| _deserialize(inner_type, v) }
  when /\AHash<(?<k_type>.+?), (?<v_type>.+)>\z/
    k_type = Regexp.last_match[:k_type]
    v_type = Regexp.last_match[:v_type]
    {}.tap do |hash|
      value.each do |k, v|
        hash[_deserialize(k_type, k)] = _deserialize(v_type, v)
      end
    end
  else # model
    temp_model = Intrinio.const_get(type).new
    temp_model.build_from_hash(value)
  end
end

#_to_hash(value) ⇒ Hash

Outputs non-array value in the form of hash For object, use to_hash. Otherwise, just return the value

Parameters:

  • value (Object) —

    Any valid value

Returns:

  • (Hash) —

    Returns the value in the form of hash



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# File 'lib/intrinio-sdk/models/option_stats_realtime.rb', line 223

def _to_hash(value)
  if value.is_a?(Array)
    value.compact.map{ |v| _to_hash(v) }
  elsif value.is_a?(Hash)
    {}.tap do |hash|
      value.each { |k, v| hash[k] = _to_hash(v) }
    end
  elsif value.respond_to? :to_hash
    value.to_hash
  else
    value
  end
end

#build_from_hash(attributes) ⇒ Object

Builds the object from hash

Parameters:

  • attributes (Hash) —

    Model attributes in the form of hash

Returns:

  • (Object) —

    Returns the model itself



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# File 'lib/intrinio-sdk/models/option_stats_realtime.rb', line 136

def build_from_hash(attributes)
  return nil unless attributes.is_a?(Hash)
  self.class.swagger_types.each_pair do |key, type|
    if type =~ /\AArray<(.*)>/i
      # check to ensure the input is an array given that the the attribute
      # is documented as an array but the input is not
      if attributes[self.class.attribute_map[key]].is_a?(Array)
        self.send("#{key}=", attributes[self.class.attribute_map[key]].map{ |v| _deserialize($1, v) } )
      end
    elsif !attributes[self.class.attribute_map[key]].nil?
      self.send("#{key}=", _deserialize(type, attributes[self.class.attribute_map[key]]))
    end # or else data not found in attributes(hash), not an issue as the data can be optional
  end

  self
end

#eql?(o) ⇒ Boolean

Parameters:

  • Object (Object) —

    to be compared

Returns:

  • (Boolean)

See Also:

  • `==` method


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# File 'lib/intrinio-sdk/models/option_stats_realtime.rb', line 123

def eql?(o)
  self == o
end

#hash ⇒ Fixnum

Calculates hash code according to all attributes.

Returns:

  • (Fixnum) —

    Hash code



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# File 'lib/intrinio-sdk/models/option_stats_realtime.rb', line 129

def hash
  [implied_volatility, delta, gamma, theta, vega, underlying_price].hash
end

#list_invalid_properties ⇒ Object

Show invalid properties with the reasons. Usually used together with valid?

Returns:

  • Array for valid properties with the reasons



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# File 'lib/intrinio-sdk/models/option_stats_realtime.rb', line 97

def list_invalid_properties
  invalid_properties = Array.new
  return invalid_properties
end

#to_body ⇒ Hash

to_body is an alias to to_hash (backward compatibility)

Returns:

  • (Hash) —

    Returns the object in the form of hash



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# File 'lib/intrinio-sdk/models/option_stats_realtime.rb', line 203

def to_body
  to_hash
end

#to_hash ⇒ Hash

Returns the object in the form of hash

Returns:

  • (Hash) —

    Returns the object in the form of hash



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# File 'lib/intrinio-sdk/models/option_stats_realtime.rb', line 209

def to_hash
  hash = {}
  self.class.attribute_map.each_pair do |attr, param|
    value = self.send(attr)
    next if value.nil?
    hash[param] = _to_hash(value)
  end
  hash
end

#to_s ⇒ String

Returns the string representation of the object

Returns:

  • (String) —

    String presentation of the object



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# File 'lib/intrinio-sdk/models/option_stats_realtime.rb', line 197

def to_s
  to_hash.to_s
end

#valid? ⇒ Boolean

Check to see if the all the properties in the model are valid

Returns:

  • (Boolean) —

    true if the model is valid



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# File 'lib/intrinio-sdk/models/option_stats_realtime.rb', line 104

def valid?
  return true
end