Class PortfolioSimulator
- java.lang.Object
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- org.ojalgo.data.domain.finance.portfolio.simulator.PortfolioSimulator
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public class PortfolioSimulator extends java.lang.Object
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Field Summary
Fields Modifier and Type Field Description private Process1D<GeometricBrownianMotion>
myProcess
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Constructor Summary
Constructors Modifier Constructor Description private
PortfolioSimulator()
PortfolioSimulator(Access2D<?> correlations, java.util.List<GeometricBrownianMotion> assetProcesses)
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description RandomProcess.SimulationResults
simulate(int aNumberOfRealisations, int aNumberOfSteps, double aStepSize)
RandomProcess.SimulationResults
simulate(int aNumberOfRealisations, int aNumberOfSteps, double aStepSize, int rebalancingInterval)
(package private) RandomProcess.SimulationResults
simulate(int aNumberOfRealisations, int aNumberOfSteps, double aStepSize, java.lang.Integer rebalancingInterval)
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Field Detail
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myProcess
private Process1D<GeometricBrownianMotion> myProcess
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Constructor Detail
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PortfolioSimulator
public PortfolioSimulator(Access2D<?> correlations, java.util.List<GeometricBrownianMotion> assetProcesses)
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PortfolioSimulator
private PortfolioSimulator()
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Method Detail
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simulate
public RandomProcess.SimulationResults simulate(int aNumberOfRealisations, int aNumberOfSteps, double aStepSize)
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simulate
public RandomProcess.SimulationResults simulate(int aNumberOfRealisations, int aNumberOfSteps, double aStepSize, int rebalancingInterval)
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simulate
RandomProcess.SimulationResults simulate(int aNumberOfRealisations, int aNumberOfSteps, double aStepSize, java.lang.Integer rebalancingInterval)
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