Class NormalisedPortfolio

java.lang.Object
org.ojalgo.data.domain.finance.portfolio.FinancePortfolio
org.ojalgo.data.domain.finance.portfolio.NormalisedPortfolio
All Implemented Interfaces:
Comparable<FinancePortfolio>

final class NormalisedPortfolio extends FinancePortfolio
Normalised weights Portfolio
  • Field Details

  • Constructor Details

    • NormalisedPortfolio

      private NormalisedPortfolio()
    • NormalisedPortfolio

      NormalisedPortfolio(FinancePortfolio basePortfolio, NumberContext weightsContext)
  • 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
    • 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
    • getTotalWeight

      private BigDecimal getTotalWeight()
    • reset

      protected void reset()
      Specified by:
      reset in class FinancePortfolio