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).
  • Field Details

    • myMeanReturn

      private final double myMeanReturn
    • myVolatility

      private final double myVolatility
    • myWeight

      private final BigDecimal myWeight
  • Constructor Details

  • Method Details

    • 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