org.ojalgo.finance.portfolio
Class SimpleAsset

java.lang.Object
  org.ojalgo.finance.portfolio.FinancePortfolio
      org.ojalgo.finance.portfolio.SimpleAsset

public final class SimpleAsset
extends FinancePortfolio

Constructor Summary

SimpleAsset(FinancePortfolio aPortfolio, Number aWeight)

SimpleAsset(Number aWeight)

SimpleAsset(Number aMeanReturn, Number aVolatility)

SimpleAsset(Number aMeanReturn, Number aVolatility, Number aWeight)

Method Summary

double	getMeanReturn() The mean/expected return of this instrument.
double	getVolatility() Volatility refers to the standard deviation of the change in value of an asset with a specific time horizon.
BigDecimal	getWeight() Assuming there is precisely 1 weight - this class is used to describe 1 asset (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.FinancePortfolio

forecast, getReturnVariance, getSharpeRatio, getValueAtRisk, normalise, shift

Methods inherited from class java.lang.Object

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

Constructor Detail

SimpleAsset

public SimpleAsset(FinancePortfolio aPortfolio,
                   Number aWeight)

SimpleAsset

public SimpleAsset(Number aWeight)

SimpleAsset

public SimpleAsset(Number aMeanReturn,
                   Number aVolatility)

SimpleAsset

public SimpleAsset(Number aMeanReturn,
                   Number aVolatility,
                   Number aWeight)

Method Detail

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. Calling FinancePortfolio.shift(Number) with an appropriate argument will transform between absolute and excess 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

getWeight

public BigDecimal getWeight()

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

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