Class TickSizeSchedule.Builder

java.lang.Object

com.quantfinlib.microstructure.TickSizeSchedule.Builder

Enclosing class:

TickSizeSchedule

public static final class TickSizeSchedule.Builder
extends Object

Accumulates (floor price, tick) bands; floors may arrive in any order.

Constructor Summary

Constructors

Constructor	Description
Builder()

Method Summary

Modifier and Type	Method	Description
TickSizeSchedule.Builder	addBand(double floorPrice, double tick)	The tick that applies from floorPrice up to the next band's floor.
TickSizeSchedule	build()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

Builder

public Builder()

Method Details

addBand

public TickSizeSchedule.Builder addBand(double floorPrice,
 double tick)

The tick that applies from floorPrice up to the next band's floor.

build

public TickSizeSchedule build()