biz.ojalgo.finance

Interface FinancialMarket.Asset

Enclosing interface:

FinancialMarket

public static interface FinancialMarket.Asset

Nested Class Summary

Nested Classes

Modifier and Type	Interface and Description
static class	biz.ojalgo.finance.ModernAsset.Logic

Method Summary

Modifier and Type	Method and Description
Color	getAssetColour()
String	getAssetKey()
CalendarDateSeries<Double>	getAssetSeries() The series of 'historical' prices/index values that should be used with calculations.
CalendarDateSeries<Double>	getRawHistoricalValues() Uncoordinated prices/index values
SampleSet	getSampleSet()
Double	getVolatility() The effective volatility.
BigDecimal	getWeight()
int	index()
SimpleAsset	toDefinitionPortfolio() The FinancePortfolio that defines this ModernPortfolio (primarily in terms of portfolio asset weights).

Method Detail

getAssetSeries

CalendarDateSeries<Double> getAssetSeries()

The series of 'historical' prices/index values that should be used with calculations. Could be the same as getRawHistoricalValues() but is probably not. Apart from being coordinated with the other asset class category series it may be adjusted for risk free return or similar.

getRawHistoricalValues

CalendarDateSeries<Double> getRawHistoricalValues()

Uncoordinated prices/index values

getSampleSet

SampleSet getSampleSet()

getVolatility

Double getVolatility()

The effective volatility. It's either explicitly given or derived from historical data. The value returned by this method is what should be used to construct "the" covariance matrix.

getAssetColour

Color getAssetColour()

getAssetKey

String getAssetKey()

getWeight

BigDecimal getWeight()

index

int index()

toDefinitionPortfolio

SimpleAsset toDefinitionPortfolio()

The FinancePortfolio that defines this ModernPortfolio (primarily in terms of portfolio asset weights).