Package nis.svc.opt.api

Interface ProjectReports.HoldingsSummaryReport

  • Enclosing interface:
    ProjectReports
    public static interface ProjectReports.HoldingsSummaryReport
    The holdings summary report is where the differences between the initial and optimal portfolios are enumerated at the asset specific level.

    • Method Summary

      All Methods Instance Methods Abstract Methods 
      Modifier and Type Method Description
      void addRow​(java.lang.String id, java.lang.String name, double price, double initialWeight, double optimalWeight, double changeInWeight, double initialShares, double optimalShares, double changeInShares, double transactionCosts, double taxCosts, double optShrR, double chgShR)  
      void addShareLotsRow​(java.lang.String id, java.lang.String name, double price, double initialWeight, double optimalWeight, double changeInWeight, double initialShares, double optimalShares, double changeInShares, double transactionCosts, double taxCosts, double optShrR, double chgShR, java.lang.String prchDate, double costBasis, double taxRate, java.lang.String serialNumber)  
      double freeCash()
      returns the free cash in the portfolio.
      double longTermGain()
      returns the long term capital gain of the rounded portfolio.
      double longTermLoss()
      returns the long term capital loss of the rounded portfolio.
      int lotSize()
      returns the round lot size.
      double netCapGain()
      returns the net capital gains of the rounded portfolio.
      double roundError()
      returns the rounding error.
      void setData​(double stockValue, double transCost, double taxCost, double freeCash, double taxRefund, double roundError, double netCapGain, double shortTermGain, double longTermGain, double shortTermLoss, double longTermLoss, int lotSize)  
      ReportsTables.HoldingsSummaryRow[] shareLotsTable()  
      double shortTermGain()
      returns the short term capital gain of the rounded portfolio.
      double shortTermLoss()
      returns the short term capital loss of the rounded portfolio.
      double stockValue()
      returns the net asset value of the portfolio.
      ReportsTables.HoldingsSummaryRow[] table()
      returns an array of holdings summary row objects.
      double taxCost()
      returns the tax cost of obtaining the optimal portfolio.
      double taxRefund()
      returns the tax refund obtained from harvesting losses during the optimization process.
      double transCost()
      returns the transaction cost to obtain the optimal portfolio.

    • Method Detail

      • stockValue

        double stockValue()
        returns the net asset value of the portfolio.
        Returns:
        net asset value of the portfolio.

      • transCost

        double transCost()
        returns the transaction cost to obtain the optimal portfolio.
        Returns:
        total transaction cost.

      • taxCost

        double taxCost()
        returns the tax cost of obtaining the optimal portfolio.
        Returns:
        total tax cost

      • freeCash

        double freeCash()
        returns the free cash in the portfolio.
        Returns:
        free cash.

      • taxRefund

        double taxRefund()
        returns the tax refund obtained from harvesting losses during the optimization process.
        Returns:
        tax refund.

      • roundError

        double roundError()
        returns the rounding error. the % error introduced to round to share lots.
        Returns:
        the percent rounding error.

      • netCapGain

        double netCapGain()
        returns the net capital gains of the rounded portfolio. the sum of the short and long term capital gains.
        Returns:
        net capital gains.

      • shortTermGain

        double shortTermGain()
        returns the short term capital gain of the rounded portfolio.
        Returns:
        short term capital gains.

      • longTermGain

        double longTermGain()
        returns the long term capital gain of the rounded portfolio.
        Returns:
        long term capital gains.

      • shortTermLoss

        double shortTermLoss()
        returns the short term capital loss of the rounded portfolio.
        Returns:
        short term capital loss.

      • longTermLoss

        double longTermLoss()
        returns the long term capital loss of the rounded portfolio.
        Returns:
        long term capital loss.

      • lotSize

        int lotSize()
        returns the round lot size.
        Returns:
        round lot size.

      • table

        ReportsTables.HoldingsSummaryRow[] table()
        returns an array of holdings summary row objects. this is where you can access the asset id, name, price, initial weight, optimal weight, change in weight, initial shares, optimal shares, change in shares, transaction costs, tax cost, optimal shares (rounded), change in shares (rounded) purchase date, cost basis, tax rate, and serial number.
        Returns:
        holdings summary table

      • setData

        void setData​(double stockValue,
             double transCost,
             double taxCost,
             double freeCash,
             double taxRefund,
             double roundError,
             double netCapGain,
             double shortTermGain,
             double longTermGain,
             double shortTermLoss,
             double longTermLoss,
             int lotSize)

      • addRow

        void addRow​(java.lang.String id,
            java.lang.String name,
            double price,
            double initialWeight,
            double optimalWeight,
            double changeInWeight,
            double initialShares,
            double optimalShares,
            double changeInShares,
            double transactionCosts,
            double taxCosts,
            double optShrR,
            double chgShR)

      • addShareLotsRow

        void addShareLotsRow​(java.lang.String id,
                     java.lang.String name,
                     double price,
                     double initialWeight,
                     double optimalWeight,
                     double changeInWeight,
                     double initialShares,
                     double optimalShares,
                     double changeInShares,
                     double transactionCosts,
                     double taxCosts,
                     double optShrR,
                     double chgShR,
                     java.lang.String prchDate,
                     double costBasis,
                     double taxRate,
                     java.lang.String serialNumber)