Class SimpleAsset
java.lang.Object
org.ojalgo.data.domain.finance.portfolio.FinancePortfolio
org.ojalgo.data.domain.finance.portfolio.SimpleAsset
- All Implemented Interfaces:
Comparable<FinancePortfolio>
SimpleAsset is used to describe 1 asset (portfolio member).
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Nested Class Summary
Nested classes/interfaces inherited from class org.ojalgo.data.domain.finance.portfolio.FinancePortfolio
FinancePortfolio.Context
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Field Summary
FieldsModifier and TypeFieldDescriptionprivate final double
private final double
private final BigDecimal
Fields inherited from class org.ojalgo.data.domain.finance.portfolio.FinancePortfolio
MATRIX_FACTORY
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Constructor Summary
ConstructorsModifierConstructorDescriptionprivate
SimpleAsset
(Comparable<?> weight) SimpleAsset
(Comparable<?> meanReturn, Comparable<?> volatility) SimpleAsset
(Comparable<?> meanReturn, Comparable<?> volatility, Comparable<?> weight) SimpleAsset
(FinancePortfolio portfolio) SimpleAsset
(FinancePortfolio portfolio, Comparable<?> weight) -
Method Summary
Modifier and TypeMethodDescriptiondouble
The mean/expected return of this instrument.double
Volatility refers to the standard deviation of the change in value of an asset with a specific time horizon.Assuming there is precisely 1 weight - this class is used to describe 1 asset (portfolio member).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
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Field Details
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myMeanReturn
private final double myMeanReturn -
myVolatility
private final double myVolatility -
myWeight
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Constructor Details
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SimpleAsset
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SimpleAsset
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SimpleAsset
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SimpleAsset
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SimpleAsset
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SimpleAsset
private SimpleAsset()
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Method Details
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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
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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
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getWeight
Assuming there is precisely 1 weight - this class is used to describe 1 asset (portfolio member). -
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
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reset
protected void reset()- Specified by:
reset
in classFinancePortfolio
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