org.ojalgo.data.domain.finance.portfolio

Class SimpleAsset

java.lang.Object

org.ojalgo.data.domain.finance.portfolio.FinancePortfolio

org.ojalgo.data.domain.finance.portfolio.SimpleAsset

All Implemented Interfaces:

Comparable<FinancePortfolio>

public final class SimpleAsset
extends FinancePortfolio

SimpleAsset is used to describe 1 asset (portfolio member).

Author:

apete

Nested Class Summary

Nested classes/interfaces inherited from class org.ojalgo.data.domain.finance.portfolio.FinancePortfolio

FinancePortfolio.Context

Field Summary

Fields inherited from class org.ojalgo.data.domain.finance.portfolio.FinancePortfolio

MATRIX_FACTORY

Constructor Summary

Constructors

Constructor and Description
SimpleAsset(Comparable<?> weight)
SimpleAsset(Comparable<?> meanReturn, Comparable<?> volatility)
SimpleAsset(Comparable<?> meanReturn, Comparable<?> volatility, Comparable<?> weight)
SimpleAsset(FinancePortfolio portfolio)
SimpleAsset(FinancePortfolio portfolio, Comparable<?> weight)

Method Summary

Modifier and Type	Method and Description
double	getMeanReturn() The mean/expected return of this instrument.
double	getVolatility() Volatility refers to the standard deviation of the change in value of an asset with a specific time horizon.
BigDecimal	getWeight() Assuming there is precisely 1 weight - this class is used to describe 1 asset (portfolio member).
List<BigDecimal>	getWeights() This method returns a list of the weights of the Portfolio's contained assets.
protected void	reset()

Methods inherited from class org.ojalgo.data.domain.finance.portfolio.FinancePortfolio

compareTo, forecast, getConformance, getLossProbability, getLossProbability, getReturnVariance, getSharpeRatio, getSharpeRatio, getValueAtRisk, getValueAtRisk95, normalise, normalise, toString

Methods inherited from class java.lang.Object

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

Constructor Detail

SimpleAsset

public SimpleAsset(FinancePortfolio portfolio)

SimpleAsset

public SimpleAsset(FinancePortfolio portfolio,
                   Comparable<?> weight)

SimpleAsset

public SimpleAsset(Comparable<?> weight)

SimpleAsset

public SimpleAsset(Comparable<?> meanReturn,
                   Comparable<?> volatility)

SimpleAsset

public SimpleAsset(Comparable<?> meanReturn,
                   Comparable<?> volatility,
                   Comparable<?> weight)

Method Detail

getMeanReturn

public double getMeanReturn()

Description copied from class: FinancePortfolio

The mean/expected return of this instrument. May return either the absolute or excess return of the instrument. The context in which an instance is used should make it clear which. return.

Specified by:

getMeanReturn in class FinancePortfolio

getVolatility

public double getVolatility()

Description copied from class: FinancePortfolio

Volatility refers to the standard deviation of the change in value of an asset with a specific time horizon. It is often used to quantify the risk of the asset over that time period. Subclasses must override either FinancePortfolio.getReturnVariance() or FinancePortfolio.getVolatility().

Overrides:

getVolatility in class FinancePortfolio

getWeight

public BigDecimal getWeight()

Assuming there is precisely 1 weight - this class is used to describe 1 asset (portfolio member).

getWeights

public List<BigDecimal> getWeights()

Description copied from class: FinancePortfolio

This method returns a list of the weights of the Portfolio's contained assets. An asset weight is NOT restricted to being a share/percentage - it can be anything. Most subclasses do however assume that the list of asset weights are shares/percentages that sum up to 100%. Calling FinancePortfolio.normalise() will transform any set of weights to that form.

Specified by:

getWeights in class FinancePortfolio

reset

protected void reset()

Specified by:

reset in class FinancePortfolio