public interface FinancialMarket extends BusinessObject
| Modifier and Type | Interface and Description |
|---|---|
static interface |
FinancialMarket.Asset |
static class |
FinancialMarket.EvaluationContext |
static interface |
FinancialMarket.Forecaster |
static class |
FinancialMarket.Logic |
| Modifier and Type | Method and Description |
|---|---|
CoordinationSet<Double> |
getCoordinatedMarketData() |
FinancePortfolio.Context |
getDefinitionContext()
Deprecated.
|
FinancePortfolio.Context |
getEquilibriumContext()
Deprecated.
|
FinancePortfolio.Context |
getEvaluationContext() |
FinancePortfolio.Context |
getForecastContext()
Deprecated.
|
CalendarDate |
getHistoricalHorizon() |
FinancePortfolio.Context |
getOpinionatedContext()
Deprecated.
|
CalendarDateSeries<Double> |
getRawHistoricalRiskFreeReturns()
Uncoordinated
|
BigDecimal |
getRiskFreeReturnAdjustment() |
CalendarDateSeries<Double> |
getRiskFreeSeries()
Should be able to used with FinancialMarket.Asset.getAssetSeries().
|
boolean |
isCorrelationsCorrected() |
boolean |
isHistoricalRiskFreeReturn() |
SimplePortfolio |
toDefinitionPortfolio()
Complete set of (historical) data; return, risk, correlations and market
portfolio weights.
|
FixedWeightsPortfolio |
toEquilibriumModel() |
toDisplayStringCoordinationSet<Double> getCoordinatedMarketData()
@Deprecated FinancePortfolio.Context getDefinitionContext()
@Deprecated FinancePortfolio.Context getEquilibriumContext()
FinancePortfolio.Context getEvaluationContext()
@Deprecated FinancePortfolio.Context getForecastContext()
CalendarDate getHistoricalHorizon()
@Deprecated FinancePortfolio.Context getOpinionatedContext()
CalendarDateSeries<Double> getRawHistoricalRiskFreeReturns()
BigDecimal getRiskFreeReturnAdjustment()
CalendarDateSeries<Double> getRiskFreeSeries()
boolean isCorrelationsCorrected()
boolean isHistoricalRiskFreeReturn()
SimplePortfolio toDefinitionPortfolio()
ModernPortfolio.toDefinitionPortfolio()FixedWeightsPortfolio toEquilibriumModel()