Class SimpleAsset
- java.lang.Object
-
- org.ojalgo.data.domain.finance.portfolio.FinancePortfolio
-
- org.ojalgo.data.domain.finance.portfolio.SimpleAsset
-
- All Implemented Interfaces:
java.lang.Comparable<FinancePortfolio>
public final class SimpleAsset extends FinancePortfolio
SimpleAsset is used to describe 1 asset (portfolio member).
-
-
Nested Class Summary
-
Nested classes/interfaces inherited from class org.ojalgo.data.domain.finance.portfolio.FinancePortfolio
FinancePortfolio.Context
-
-
Field Summary
Fields Modifier and Type Field Description private double
myMeanReturn
private double
myVolatility
private java.math.BigDecimal
myWeight
-
Fields inherited from class org.ojalgo.data.domain.finance.portfolio.FinancePortfolio
MATRIX_FACTORY
-
-
Constructor Summary
Constructors Modifier Constructor Description private
SimpleAsset()
SimpleAsset(java.lang.Comparable<?> weight)
SimpleAsset(java.lang.Comparable<?> meanReturn, java.lang.Comparable<?> volatility)
SimpleAsset(java.lang.Comparable<?> meanReturn, java.lang.Comparable<?> volatility, java.lang.Comparable<?> weight)
SimpleAsset(FinancePortfolio portfolio)
SimpleAsset(FinancePortfolio portfolio, java.lang.Comparable<?> weight)
-
Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method 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.java.math.BigDecimal
getWeight()
Assuming there is precisely 1 weight - this class is used to describe 1 asset (portfolio member).java.util.List<java.math.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
-
-
-
-
Constructor Detail
-
SimpleAsset
public SimpleAsset(java.lang.Comparable<?> weight)
-
SimpleAsset
public SimpleAsset(java.lang.Comparable<?> meanReturn, java.lang.Comparable<?> volatility)
-
SimpleAsset
public SimpleAsset(java.lang.Comparable<?> meanReturn, java.lang.Comparable<?> volatility, java.lang.Comparable<?> weight)
-
SimpleAsset
public SimpleAsset(FinancePortfolio portfolio)
-
SimpleAsset
public SimpleAsset(FinancePortfolio portfolio, java.lang.Comparable<?> weight)
-
SimpleAsset
private SimpleAsset()
-
-
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 classFinancePortfolio
-
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 classFinancePortfolio
-
getWeight
public java.math.BigDecimal getWeight()
Assuming there is precisely 1 weight - this class is used to describe 1 asset (portfolio member).
-
getWeights
public java.util.List<java.math.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 classFinancePortfolio
-
reset
protected void reset()
- Specified by:
reset
in classFinancePortfolio
-
-