Interface ProjectReports.AnalysisReport

  • Enclosing interface:
    ProjectReports

    public static interface ProjectReports.AnalysisReport
    This contains the bits of the analysis summary report that are common to both initial and optimal portfolios. it also has methods to get the bits s pecific to the initial and optimal portfolios
    • Method Detail

      • initial

        ProjectReports.AnalysisSummaryReport initial()
        returns the part of the analysis summary report specific to the initial portfolio.
        Returns:
        initial portfolio analysis summary.
      • optimal

        ProjectReports.AnalysisSummaryReport optimal()
        returns the part of the analysis summary report specific to the optimal portfolio.
        Returns:
        optimal portfolio analysis summary.
      • iterations1

        int iterations1()
        returns the number of iterations it took to achieve the optimal portfolio
        Returns:
        number of iterations.
      • iterations2

        int iterations2()
      • iterations3

        int iterations3()
      • transactions

        int transactions()
        returns the number of transactions between initial and optimal.
        Returns:
        number of transactions.
      • turnoverPercent

        double turnoverPercent()
        returns the turnover percent. turnover is buys plus sells so 200% is the maximum possible number for a long only portfolio
        Returns:
        turnover percent.
      • amortTransCostDollar

        double amortTransCostDollar()
        returns the amortized transaction cost in dollars
        Returns:
        amortized transaction cost in dollars.
      • amortTransCostPercent

        double amortTransCostPercent()
        returns the amortized transaction cost as a percent of the net asset value
        Returns:
        amortized transaction cost in percent.
      • grossEquityExposure

        double grossEquityExposure()
        returns the gross equity exposure.
        Returns:
        gross equity exposure.
      • netEquityExposure

        double netEquityExposure()
        returns the net equity exposure. differs from gross in the case of a long short portfolio.
        Returns:
        net equity exposure.
      • setData

        void setData​(int iterations1,
                     int iterations2,
                     int iterations3,
                     int transactions,
                     double turnoverPercent,
                     double amortTransCostDollar,
                     double amortTransCostPercent,
                     double grossEquityExposure,
                     double netEquityExposure)
        internal use only
        Parameters:
        iterations1 -
        iterations2 -
        iterations3 -
        transactions -
        turnoverPercent -
        amortTransCostDollar -
        amortTransCostPercent -
        grossEquityExposure -
        netEquityExposure -