Class NormalisedPortfolio

    • Field Detail

      • myTotalWeight

        private transient java.math.BigDecimal myTotalWeight
    • Constructor Detail

      • NormalisedPortfolio

        private NormalisedPortfolio()
    • 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
      • 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 class FinancePortfolio
      • getTotalWeight

        private java.math.BigDecimal getTotalWeight()