Package nis.svc.opt.api

Interface ProjectResults

All Superinterfaces:

SettingsTables, Types

public interface ProjectResults
extends Types, SettingsTables

This is where the optimizer output goes. The definitive place to get the output optimal portfolio.

Nested Class Summary

Nested classes/interfaces inherited from interface nis.svc.opt.api.SettingsTables

SettingsTables.AttributeRow, SettingsTables.BenchmarkRow, SettingsTables.CompositeRow, SettingsTables.CrossImpactRow, SettingsTables.ExposureRow, SettingsTables.FactorRow, SettingsTables.IdRow, SettingsTables.IndustryRow, SettingsTables.MappingRow, SettingsTables.PortfolioRow, SettingsTables.SectorRow, SettingsTables.SizeRow, SettingsTables.TextRow, SettingsTables.ValueRow

Nested classes/interfaces inherited from interface nis.svc.opt.api.Types

Types.ConstraintType, Types.ExceptionHandling, Types.LotsOrderType, Types.PriorMeanType, Types.SwapAdjustmentType, Types.TxnCostType, Types.WashSaleType, Types.WeightingType

Method Summary

Modifier and Type	Method	Description
void	addInitialPortfolio(java.lang.String id, double value, double price, java.lang.String date, java.lang.String serialNumber, boolean taxItem, java.lang.Double priceAdjust, java.lang.String dateAdjust)
void	addOptimalPortfolio(java.lang.String id, double value, double price, java.lang.String date, java.lang.String serialNumber, boolean taxItem, java.lang.Double priceAdjust, java.lang.String dateAdjust)
SettingsTables.PortfolioRow[]	initialPortfolio()	returns an array of initial portfolio asset id / value pairs.
Types.WeightingType	initialPortfolioWeightingType()	returns the initial portfolio weighting type.
void	initialPortfolioWeightingType(Types.WeightingType type)	returns the initial portfolio weighting type.
SettingsTables.PortfolioRow[]	optimalPortfolio()	returns an array of portfolio row objects representing the optimal portfolio.
Types.WeightingType	optimalPortfolioWeightingType()	returns the optimal portfolio weighting type.
void	optimalPortfolioWeightingType(Types.WeightingType type)	sets the optimal portfolio weighting type.

Method Detail

initialPortfolioWeightingType

Types.WeightingType initialPortfolioWeightingType()

returns the initial portfolio weighting type. Shares, percent, equal, market cap or share lots.

Returns:

initial portfolio weighting type

initialPortfolioWeightingType

void initialPortfolioWeightingType(Types.WeightingType type)

returns the initial portfolio weighting type. Shares, percent, equal, market cap or share lots.

Parameters:

type - initial portfolio weighting type.

initialPortfolio

SettingsTables.PortfolioRow[] initialPortfolio()

returns an array of initial portfolio asset id / value pairs. value units depend on weighting type.

Returns:

initial portfolio

optimalPortfolioWeightingType

Types.WeightingType optimalPortfolioWeightingType()

returns the optimal portfolio weighting type. Shares, percent, equal, market cap or share lots.

Returns:

optimal portfolio weighting type

optimalPortfolioWeightingType

void optimalPortfolioWeightingType(Types.WeightingType type)

sets the optimal portfolio weighting type. Shares, percent, equal, market cap or share lots.

Parameters:

type - optimal portfolio weighting type.

optimalPortfolio

SettingsTables.PortfolioRow[] optimalPortfolio()

returns an array of portfolio row objects representing the optimal portfolio. asset id / value pairs. value units depend on the optimal portfolio type. if it's a tax enabled problem price at acquisition and date at acquisition will be available in addition to asset id and shares.

Returns:

optimal portfolio

addInitialPortfolio

void addInitialPortfolio(java.lang.String id,
                         double value,
                         double price,
                         java.lang.String date,
                         java.lang.String serialNumber,
                         boolean taxItem,
                         java.lang.Double priceAdjust,
                         java.lang.String dateAdjust)

addOptimalPortfolio

void addOptimalPortfolio(java.lang.String id,
                         double value,
                         double price,
                         java.lang.String date,
                         java.lang.String serialNumber,
                         boolean taxItem,
                         java.lang.Double priceAdjust,
                         java.lang.String dateAdjust)