biz.ojalgo.finance

Class FinancialMarket.Logic

java.lang.Object

biz.ojalgo.finance.FinancialMarket.Logic

Enclosing interface:

FinancialMarket

public abstract static class FinancialMarket.Logic
extends Object

Constructor Summary

Constructors

Constructor and Description
Logic()

Method Summary

Modifier and Type	Method and Description
static int	index(FinancialMarket.Asset item, List<? extends FinancialMarket.Asset> list)
static GeometricBrownianMotion	makeAnnualisedProcess(FinancialMarket.Asset asset)
static CalendarDateSeries<Double>	makeAssetSeries(FinancialMarket.Asset asset, FinancialMarket market)
static CoordinationSet<Double>	makeCoordinatedMarketData(FinancialMarket market, Collection<? extends FinancialMarket.Asset> assets, CalendarDateUnit resolution)
static SimpleAsset	makeDefinitionAsset(FinancialMarket.Asset asset, FinancialMarket market)
static FinancePortfolio.Context	makeDefinitionContext(FinancialMarket market)
static SimplePortfolio	makeDefinitionPortfolio(FinancialMarket market, List<? extends FinancialMarket.Asset> assets)
static FinancePortfolio.Context	makeEquilibriumContext(FinancialMarket market)
static FixedWeightsPortfolio	makeEquilibriumModel(FinancialMarket market)
static FinancePortfolio.Context	makeEvaluationContext(FinancialMarket market, FinancialMarket.EvaluationContext evaluationContext)
static FinancePortfolio.Context	makeForecastContext(FinancialMarket market, FinancialMarket.Forecaster forecaster, List<? extends FinancialMarket.Asset> assets)
static BlackLittermanModel	makeOpinionatedContext(FinancialMarket market, List<? extends MarketView>... views)
static FinancePortfolio.Context	makePortfolioContext(FinancialMarket market, FinancialMarket.EvaluationContext context)
static BigDecimal	makeRiskFreeReturn(FinancialMarket market)
static SampleSet	makeSampleSet(FinancialMarket.Asset asset)
static Color	mixColours(Collection<? extends FinancialMarket.Asset> assets)

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

Logic

public Logic()

Method Detail

index

public static int index(FinancialMarket.Asset item,
                        List<? extends FinancialMarket.Asset> list)

makeAnnualisedProcess

public static GeometricBrownianMotion makeAnnualisedProcess(FinancialMarket.Asset asset)

Returns:

Annualised, and normalised, geometric brownian motion

makeAssetSeries

public static CalendarDateSeries<Double> makeAssetSeries(FinancialMarket.Asset asset,
                                                         FinancialMarket market)

makeCoordinatedMarketData

public static CoordinationSet<Double> makeCoordinatedMarketData(FinancialMarket market,
                                                                Collection<? extends FinancialMarket.Asset> assets,
                                                                CalendarDateUnit resolution)

makeDefinitionAsset

public static SimpleAsset makeDefinitionAsset(FinancialMarket.Asset asset,
                                              FinancialMarket market)

makeDefinitionContext

public static FinancePortfolio.Context makeDefinitionContext(FinancialMarket market)

makeDefinitionPortfolio

public static SimplePortfolio makeDefinitionPortfolio(FinancialMarket market,
                                                      List<? extends FinancialMarket.Asset> assets)

makeEquilibriumContext

public static FinancePortfolio.Context makeEquilibriumContext(FinancialMarket market)

makeEquilibriumModel

public static FixedWeightsPortfolio makeEquilibriumModel(FinancialMarket market)

makeEvaluationContext

public static FinancePortfolio.Context makeEvaluationContext(FinancialMarket market,
                                                             FinancialMarket.EvaluationContext evaluationContext)

makeForecastContext

public static FinancePortfolio.Context makeForecastContext(FinancialMarket market,
                                                           FinancialMarket.Forecaster forecaster,
                                                           List<? extends FinancialMarket.Asset> assets)

makeOpinionatedContext

public static BlackLittermanModel makeOpinionatedContext(FinancialMarket market,
                                                         List<? extends MarketView>... views)

makePortfolioContext

public static FinancePortfolio.Context makePortfolioContext(FinancialMarket market,
                                                            FinancialMarket.EvaluationContext context)

makeRiskFreeReturn

public static BigDecimal makeRiskFreeReturn(FinancialMarket market)

makeSampleSet

public static SampleSet makeSampleSet(FinancialMarket.Asset asset)

mixColours

public static Color mixColours(Collection<? extends FinancialMarket.Asset> assets)