Package nis.svc.opt.api

Interface ProjectReports.AnalysisSummaryReport

  • Enclosing interface:
    ProjectReports
    public static interface ProjectReports.AnalysisSummaryReport
    The Analysis Summary report is where the summary descriptive statistics of a portfolio are compiled. Here you'll find things like - number of stocks in the portfolio, % long and short, highest and lowest weights, etc..

    • Method Summary

      All Methods Instance Methods Abstract Methods 
      Modifier and Type Method Description
      int count()
      returns the number of assets in the portfolio.
      double highestWeight()
      returns the maximum %age value of all the assets in the portfolio
      int longCount()
      returns the number of assets in the long side of a long short portfolio.
      double longValue()
      returns the value of long assets in a long short portfolio.
      double longWeight()
      returns the % of net asset value on the long side of a long short portfolio.
      double lowestWeight()
      returns the minimum %age value of all the assets in the portfolio.
      void setData​(double value, int count, double weight, double longValue, double shortValue, int longCount, int shortCount, double longWeight, double shortWeight, double highestWeight, double lowestWeight)  
      int shortCount()
      returns the number of assets in the short side of a long short portfolio.
      double shortValue()
      returns the value of short assets in a long short portfolio.
      double shortWeight()
      returns the % of net asset value on the short side of a long short portfolio.
      double value()
      returns the value of the portfolio.
      double weight()
      returns the net asset weight of the portfolio.

    • Method Detail

      • value

        double value()
        returns the value of the portfolio. units are base currency.
        Returns:
        portfolio value

      • count

        int count()
        returns the number of assets in the portfolio.
        Returns:
        portfolio asset count.

      • weight

        double weight()
        returns the net asset weight of the portfolio. for a long only portfolio this is always 100%
        Returns:
        net asset weight.

      • longValue

        double longValue()
        returns the value of long assets in a long short portfolio. units are base currency.
        Returns:
        long portfolio asset value

      • shortValue

        double shortValue()
        returns the value of short assets in a long short portfolio. units are base currency.
        Returns:
        short portfolio asset value

      • longCount

        int longCount()
        returns the number of assets in the long side of a long short portfolio.
        Returns:
        number of long assets.

      • shortCount

        int shortCount()
        returns the number of assets in the short side of a long short portfolio.
        Returns:
        number of short assets.

      • longWeight

        double longWeight()
        returns the % of net asset value on the long side of a long short portfolio.
        Returns:
        long percent weight.

      • shortWeight

        double shortWeight()
        returns the % of net asset value on the short side of a long short portfolio.
        Returns:
        short percent weight.

      • highestWeight

        double highestWeight()
        returns the maximum %age value of all the assets in the portfolio
        Returns:
        highest % weight in the portfolio.

      • lowestWeight

        double lowestWeight()
        returns the minimum %age value of all the assets in the portfolio.
        Returns:
        lowest % weight in the portfolio.

      • setData

        void setData​(double value,
             int count,
             double weight,
             double longValue,
             double shortValue,
             int longCount,
             int shortCount,
             double longWeight,
             double shortWeight,
             double highestWeight,
             double lowestWeight)