Package nis.svc.opt.api

Interface ProjectReports.MarginalContributionReport

  • Enclosing interface:
    ProjectReports
    public static interface ProjectReports.MarginalContributionReport
    the marginal contribution report is where we see marginal effects of buying and selling various securities. This is useful if the user wants to know the most effective trades to implement to achieve different goals - increase utility, returns, and risk.

    • Method Detail

      • greatestImprovementToBuy

        ReportsTables.MarginalContributionRow[] greatestImprovementToBuy()
        returns an array of marginal contribution row objects in order of greatest improvement utility to buy.
        Returns:
        greates improvement to utility (buy).

      • greatestImprovementToSell

        ReportsTables.MarginalContributionRow[] greatestImprovementToSell()
        returns an array of marginal contribution row objects in order of greatest improvement to utility to sell
        Returns:
        greatest improvement to utility (sell)

      • greatestIncreasedReturnToBuy

        ReportsTables.MarginalContributionRow[] greatestIncreasedReturnToBuy()
        returns an array of marginal contribution row objects in order of greatest improvement to return to buy
        Returns:
        greatest improvement to return (buy)

      • greatestIncreasedReturnToSell

        ReportsTables.MarginalContributionRow[] greatestIncreasedReturnToSell()
        returns an array of marginal contribution row objects in order of greatest improvement to return to sell
        Returns:
        greatest improvement to return (sell)

      • greatestReductionInRiskToBuy

        ReportsTables.MarginalContributionRow[] greatestReductionInRiskToBuy()
        returns an array of marginal contribution row objects in order of greatest reduction in risk to buy
        Returns:
        greatest improvement to risk (buy)

      • greatestReductionInRiskToSell

        ReportsTables.MarginalContributionRow[] greatestReductionInRiskToSell()
        returns an array of marginal contribution row objects in order of greatest reduction in risk to sell
        Returns:
        greatest improvement to risk (sell)

      • addGreatestImprovementToBuy

        void addGreatestImprovementToBuy​(int n,
                                 java.lang.String id,
                                 java.lang.String name,
                                 double MuBuy)

      • addGreatestImprovementToSell

        void addGreatestImprovementToSell​(int n,
                                  java.lang.String id,
                                  java.lang.String name,
                                  double MuBuy)

      • addGreatestIncreasedReturnToBuy

        void addGreatestIncreasedReturnToBuy​(int n,
                                     java.lang.String id,
                                     java.lang.String name,
                                     double MuBuy)

      • addGreatestIncreasedReturnToSell

        void addGreatestIncreasedReturnToSell​(int n,
                                      java.lang.String id,
                                      java.lang.String name,
                                      double MuBuy)

      • addGreatestReductionInRiskToBuy

        void addGreatestReductionInRiskToBuy​(int n,
                                     java.lang.String id,
                                     java.lang.String name,
                                     double MuBuy)

      • addGreatestReductionInRiskToSell

        void addGreatestReductionInRiskToSell​(int n,
                                      java.lang.String id,
                                      java.lang.String name,
                                      double MuBuy)