package iv_svi_parameters_v1
- Alphabetic
- Public
- Protected
Type Members
- final case class StreamIvSviParametersRequestV1(assets: Option[Assets] = _root_.scala.None, exchanges: String = "", unknownFields: <error> = _root_.scalapb.UnknownFieldSet.empty) extends Product with Serializable
StreamIvSviParametersRequestV1 is IV SVI parameter stream request.
StreamIvSviParametersRequestV1 is IV SVI parameter stream request.
- assets
base/quote assets. wildcard is supported for both base and quote assets.
- exchanges
Exchanges. wildcard is supported.
- Annotations
- @SerialVersionUID()
- final case class StreamIvSviParametersResponseV1(dataStartTime: Option[<error>] = _root_.scala.None, dataEndTime: Option[<error>] = _root_.scala.None, expiry: Option[<error>] = _root_.scala.None, exchanges: Seq[String] = _root_.scala.Seq.empty, base: String = "", quote: String = "", timeToExpiry: String = "", atmImpliedVariance: String = "", atmSkew: String = "", leftSlope: String = "", rightSlope: String = "", minImpliedVariance: String = "", currentSpot: String = "", interestRate: String = "", tsEvent: Option[<error>] = _root_.scala.None, unknownFields: <error> = _root_.scalapb.UnknownFieldSet.empty) extends Product with Serializable
StreamIvSviParametersResponseV1 is IV SVI paramater stream response.
StreamIvSviParametersResponseV1 is IV SVI paramater stream response.
- dataStartTime
Start time of the calculation window used.
- dataEndTime
End time of the calculation window used.
- expiry
Expiry date of the instrument.
- exchanges
Exchanges included.
- base
Base asset.
- quote
Quote asset.
- timeToExpiry
Time to expiry.
- atmImpliedVariance
ATM implied variance.
- atmSkew
ATM skew.
- leftSlope
Left slope of IV smile.
- rightSlope
Right slope of IV smile.
- minImpliedVariance
Min implied variance.
- currentSpot
Current spot.
- interestRate
Interest rate.
- tsEvent
Event generation timestamp (event created by Kaiko), after normalization.
- Annotations
- @SerialVersionUID()
Value Members
- object RequestProto
- object ResponseProto
- object StreamIvSviParametersRequestV1 extends Serializable
- object StreamIvSviParametersResponseV1 extends Serializable