Class PortfolioSimulator
java.lang.Object
org.ojalgo.data.domain.finance.portfolio.simulator.PortfolioSimulator
-
Field Summary
Fields -
Constructor Summary
ConstructorsModifierConstructorDescriptionprivate
PortfolioSimulator
(Access2D<?> correlations, List<GeometricBrownianMotion> assetProcesses) -
Method Summary
Modifier and TypeMethodDescriptionsimulate
(int aNumberOfRealisations, int aNumberOfSteps, double aStepSize) simulate
(int aNumberOfRealisations, int aNumberOfSteps, double aStepSize, int rebalancingInterval) (package private) RandomProcess.SimulationResults
simulate
(int aNumberOfRealisations, int aNumberOfSteps, double aStepSize, Integer rebalancingInterval)
-
Field Details
-
myProcess
-
-
Constructor Details
-
PortfolioSimulator
-
PortfolioSimulator
private PortfolioSimulator()
-
-
Method Details
-
simulate
public RandomProcess.SimulationResults simulate(int aNumberOfRealisations, int aNumberOfSteps, double aStepSize) -
simulate
public RandomProcess.SimulationResults simulate(int aNumberOfRealisations, int aNumberOfSteps, double aStepSize, int rebalancingInterval) -
simulate
RandomProcess.SimulationResults simulate(int aNumberOfRealisations, int aNumberOfSteps, double aStepSize, Integer rebalancingInterval)
-