Package nis.svc.opt.api
Interface ProjectReports.AnalysisReport
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- 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
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description double
amortTransCostDollar()
returns the amortized transaction cost in dollarsdouble
amortTransCostPercent()
returns the amortized transaction cost as a percent of the net asset valuedouble
grossEquityExposure()
returns the gross equity exposure.ProjectReports.AnalysisSummaryReport
initial()
returns the part of the analysis summary report specific to the initial portfolio.int
iterations1()
returns the number of iterations it took to achieve the optimal portfolioint
iterations2()
int
iterations3()
double
netEquityExposure()
returns the net equity exposure.ProjectReports.AnalysisSummaryReport
optimal()
returns the part of the analysis summary report specific to the optimal portfolio.void
setData(int iterations1, int iterations2, int iterations3, int transactions, double turnoverPercent, double amortTransCostDollar, double amortTransCostPercent, double grossEquityExposure, double netEquityExposure)
internal use onlyint
transactions()
returns the number of transactions between initial and optimal.double
turnoverPercent()
returns the turnover percent.
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Method Detail
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initial
ProjectReports.AnalysisSummaryReport initial()
returns the part of the analysis summary report specific to the initial portfolio.- Returns:
- initial portfolio analysis summary.
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optimal
ProjectReports.AnalysisSummaryReport optimal()
returns the part of the analysis summary report specific to the optimal portfolio.- Returns:
- optimal portfolio analysis summary.
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iterations1
int iterations1()
returns the number of iterations it took to achieve the optimal portfolio- Returns:
- number of iterations.
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iterations2
int iterations2()
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iterations3
int iterations3()
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transactions
int transactions()
returns the number of transactions between initial and optimal.- Returns:
- number of transactions.
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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.
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amortTransCostDollar
double amortTransCostDollar()
returns the amortized transaction cost in dollars- Returns:
- amortized transaction cost in dollars.
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amortTransCostPercent
double amortTransCostPercent()
returns the amortized transaction cost as a percent of the net asset value- Returns:
- amortized transaction cost in percent.
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grossEquityExposure
double grossEquityExposure()
returns the gross equity exposure.- Returns:
- gross equity exposure.
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netEquityExposure
double netEquityExposure()
returns the net equity exposure. differs from gross in the case of a long short portfolio.- Returns:
- net equity exposure.
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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
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