org.ojalgo.finance.portfolio
Class SimpleInstrument

java.lang.Object
  org.ojalgo.finance.portfolio.MeanVarianceAsset
      org.ojalgo.finance.portfolio.SimpleInstrument

All Implemented Interfaces:

FinancePortfolio

public final class SimpleInstrument
extends MeanVarianceAsset

Constructor Summary

SimpleInstrument(BigDecimal aMeanReturn, BigDecimal aReturnVariance)

SimpleInstrument(BigDecimal aMeanReturn, BigDecimal aReturnVariance, BigDecimal aWeight)

Method Summary

BigDecimal	getMeanReturn() The mean/expected return of this asset.
BigDecimal	getReturnVariance() The asset's return variance.
BigDecimal	getWeight() Assuming there is precisely 1 weight - this class is used to describe 1 instrument (portfolio member).
List<BigDecimal>	getWeights() This method returns a list of the weights of the Portfolio's contained assets.

Methods inherited from class org.ojalgo.finance.portfolio.MeanVarianceAsset

getSharpeRation, getVaR90, getVaR95, getVaR98, getVaR99, getVolatility

Methods inherited from class java.lang.Object

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

Constructor Detail

SimpleInstrument

public SimpleInstrument(BigDecimal aMeanReturn,
                        BigDecimal aReturnVariance)

SimpleInstrument

public SimpleInstrument(BigDecimal aMeanReturn,
                        BigDecimal aReturnVariance,
                        BigDecimal aWeight)

Method Detail

getMeanReturn

public BigDecimal getMeanReturn()

Description copied from class: MeanVarianceAsset

The mean/expected return of this asset. May return either the absolute or excess return of the asset. The context in which an instance is used should make it clear which.

Specified by:

getMeanReturn in interface FinancePortfolio

Specified by:

getMeanReturn in class MeanVarianceAsset

getReturnVariance

public BigDecimal getReturnVariance()

Description copied from class: MeanVarianceAsset

The asset's return variance. Subclasses must override either MeanVarianceAsset.getReturnVariance() or MeanVarianceAsset.getVolatility().

Specified by:

getReturnVariance in interface FinancePortfolio

Overrides:

getReturnVariance in class MeanVarianceAsset

getWeight

public final BigDecimal getWeight()

Assuming there is precisely 1 weight - this class is used to describe 1 instrument (portfolio member).

getWeights

public List<BigDecimal> getWeights()

Description copied from class: MeanVarianceAsset

This method returns a list of the weights of the Portfolio's contained assets.

Specified by:

getWeights in interface FinancePortfolio

Specified by:

getWeights in class MeanVarianceAsset