Package nis.svc.opt.api

Interface ProjectSettings.HoldingsSettings

  • Enclosing interface:
    ProjectSettings
    public static interface ProjectSettings.HoldingsSettings

    • Method Detail

      • exceptionHandling

        Types.ExceptionHandling exceptionHandling()
        returns the security exception handling type. what to do with assets that aren't covered by the risk model. options are "allocate to Cash", "allocate proportionally to existing securities", "allocate to security / composite".
        Returns:
        exception handling type.

      • exceptionHandling

        void exceptionHandling​(Types.ExceptionHandling exceptionHandling)
        set the security exception handling type. what to do with assets that aren't covered by the risk model. options are "allocate to Cash", "allocate proportionally to existing securities", "allocate to security / composite".
        Parameters:
        exceptionHandling - exception handling type.

      • exceptionSecurity

        java.lang.String exceptionSecurity()
        return the security / composite to use in the case the "allocate to security / composite" is selected as the exception handling type.
        Returns:
        exception handling security id.

      • exceptionSecurity

        void exceptionSecurity​(java.lang.String exceptionSecurity)
        set the security / composite to use in the case the "allocate to security / composite" is selected as the exception handling type.
        Parameters:
        exceptionSecurity - exception handling security id.

      • defaultPortfolioValue

        void defaultPortfolioValue​(double value)
        sets the default portfolio value. valid in case the portfolio weighting type is percent, market cap or equal weight. units are base currency.
        Parameters:
        value - default portfolio value. units are base currency.

      • defaultPortfolioValue

        double defaultPortfolioValue()
        returns the default portfolio value. valid in case the portfolio weighting type is percent, market cap or equal weight. units are base currency.
        Returns:
        default portfolio value. units are base currency.

      • portfolioWeightingType

        Types.WeightingType portfolioWeightingType()
        returns the portfolio weighting type. valid values are percent, shares, share lots or equal weight. if share lots is selected make sure to enable taxable optimization in tax settings.
        Returns:
        portfolio weighting type.

      • portfolioWeightingType

        void portfolioWeightingType​(Types.WeightingType type)
        sets the portfolio weighting type. valid values are percent, shares, share lots or equal weight. if share lots is selected make sure to enable taxable optimization in tax settings.
        Parameters:
        type - portfolio weighting type.

      • portfolio

        SettingsTables.PortfolioRow[] portfolio()
        returns an array of portfolio identifier / value pairs. if the portfolio type is selected, the return type is overloaded to include price at acquisition, date of acquisition, and serial number.
        Returns:
        portfolio.

      • portfolioClear

        void portfolioClear()

      • addPortfolioItem

        void addPortfolioItem​(java.lang.String id,
                      double value)
        ads an asset id / value pair to the initial portfolio
        Parameters:
        id - asset id
        value - asset value. units depend on portfolio weighting type.

      • setPortfolioItems

        void setPortfolioItems​(java.lang.String[] ids,
                       double[] values)
        sets the initial portfolio to the array of asset id / value pairs to the initial portfolio. arrays must be of equal length.
        Parameters:
        ids - asset ids
        values - asset values. units depend on portfolio weighting type.

      • addPortfolioItem

        void addPortfolioItem​(java.lang.String id,
                      double value,
                      double price,
                      java.lang.String date,
                      java.lang.String serialNumber)
        Add a portfolio item to a taxable portfolio. Note that serialNumber must be provided AND it must be unique as the id can appear more than once for multiple tax lots. An illegal state exception will be thrown if tax has not been enabled on the tax properties. parameters are id, shares, price at acquisition, date at acquisition, and serial number.
        Parameters:
        id - asset id.
        value - asset shares.
        price - price at acquisition.
        date - date at acquisition. format is "YYYY/MM/DD".
        serialNumber - serial number.

      • addPortfolioItem

        void addPortfolioItem​(java.lang.String id,
                      double value,
                      double price,
                      java.lang.String date,
                      java.lang.String serialNumber,
                      boolean isTaxItem,
                      java.lang.Double priceAdjust,
                      java.lang.String dateAdjust)

      • setPortfolioItems

        void setPortfolioItems​(java.lang.String[] ids,
                       double[] values,
                       double[] prices,
                       java.lang.String[] dates,
                       java.lang.String[] serialNumbers)
        Adds an array of portfolio items to a taxable portfolio. Note that serialNumber must be provided AND it must be unique as the id can appear more than once for multiple tax lots. An illegal state exception will be thrown if tax has not been enabled on the tax properties. parameters are id, shares, price at acquisition, date at acquisition, and serial number.
        Parameters:
        ids - asset ids.
        values - asset ids.
        prices - prices at acquisition.
        dates - dates at acquisition. format is "YYYY/MM/DD"
        serialNumbers - serial numbers.

      • benchmarkWeightingType

        Types.WeightingType benchmarkWeightingType()
        returns the benchmark weighting type. valid values are percent, shares, market cap or equal weight.
        Returns:
        benchmark weighting type.

      • benchmarkWeightingType

        void benchmarkWeightingType​(Types.WeightingType type)
        sets the benchmark weighting type. valid values are percent, shares, market cap or equal weight.
        Parameters:
        type - benchmark weighting type.

      • benchmark

        SettingsTables.BenchmarkRow[] benchmark()
        returns an array of benchmark asset identifier / value pairs
        Returns:
        benchmark.

      • benchmarkClear

        void benchmarkClear()

      • addBenchmarkItem

        void addBenchmarkItem​(java.lang.String id,
                      double value)
        Adds an asset identifier / value pair to the benchmark. (read:benchmark)
        Parameters:
        id - asset id.
        value - asset value. value unit depends on benchmark weighting type. ignored if equal weight or market cap are selected.

      • setBenchmarkItems

        void setBenchmarkItems​(java.lang.String[] ids,
                       double[] values)
        sets the benchmark to an array of asset id / value pairs
        Parameters:
        ids - asset ids.
        values - asset values. value unit depends on benchmark weighting type. ignored if equal weight or market cap are selected.

      • prices

        SettingsTables.ValueRow[] prices()
        returns an array of id / price pairs. units are in local currency
        Returns:
        prices.

      • pricesClear

        void pricesClear()

      • addPrice

        void addPrice​(java.lang.String id,
              double value)
        adds a id / price pair to the list of asset prices.
        Parameters:
        id - asset id
        value - price. units are base currency.

      • setPrices

        void setPrices​(java.lang.String[] ids,
               double[] values)
        sets the list of prices to an array of asset id / price pairs
        Parameters:
        ids - asset ids.
        values - prices. units are base currency.

      • addComposite

        SettingsTables.CompositeRow addComposite​(java.lang.String id,
                                         java.lang.String name,
                                         java.lang.String industryId,
                                         double price,
                                         double marketCap,
                                         Types.WeightingType weight)
        add a composite asset. each composite asset row MUST be accessed after being added, in order to add composite asset portfolio id /value pairs...
        Parameters:
        id - composite asset id.
        name - composite asset name.
        industryId - composite asset industry id.
        price - composite asset price. units are in base currency.
        marketCap - composite asset market cap. units are in base currency.
        weight - composite asset weight type. shares, percent, equal or market cap.
        Returns:
        the composite asset row. portfolio id / value pairs must be added for each constituent of the composite asset.

      • composites

        SettingsTables.CompositeRow[] composites()
        Returns the composite asset portfolios that have been added.
        Returns:
        composite asset portfolios.

      • compositesClear

        void compositesClear()