Package nis.svc.opt.api

Interface ProjectSettings.LongShortSettings

  • Enclosing interface:
    ProjectSettings
    public static interface ProjectSettings.LongShortSettings

    • Method Detail

      • enableLongShort

        boolean enableLongShort()
        returns whether long short optimization is enabled.
        Returns:
        true if enabled; false if not.

      • enableLongShort

        void enableLongShort​(boolean yesNo)
        sets whether long short optimization is enabled.
        Parameters:
        yesNo - true if enabled; false if not

      • enableAlternativeAlgorithm

        boolean enableAlternativeAlgorithm()
        returns the alternative algorithm option state.
        Returns:
        true if engaged; false if not.

      • enableAlternativeAlgorithm

        void enableAlternativeAlgorithm​(boolean yesNo)
        sets the alternative algorithm option.
        Parameters:
        yesNo - true if engaged; false if not.

      • minShortWeight

        double minShortWeight()
        returns the absolute value minimum short weight. the minimum percentage of the value of the portfolio to short.
        Returns:
        absolute value minimum short weight in percent.

      • minShortWeight

        void minShortWeight​(double value)
        sets the absolute value minimum short weight. the minimum percentage of the value of the portfolio to short.
        Parameters:
        value - absolute value minimum short weight in percent.

      • minLongWeight

        double minLongWeight()
        returns the minimum long weight. units are percent.
        Returns:
        minimum long weight in percent.

      • minLongWeight

        void minLongWeight​(double value)
        sets the minimum long weight. units are percent.
        Parameters:
        value - minimum long weight in percent.

      • maxShortWeight

        double maxShortWeight()
        returns the absolute value max short weight. the max percentage of the value of the portfolio to short.
        Returns:
        abs (max short weight) in percent.

      • maxShortWeight

        void maxShortWeight​(double value)
        returns the absolute value max short weight. the max percentage of the value of the portfolio to short.
        Parameters:
        value - abs(max short weight) in percent.

      • maxLongWeight

        double maxLongWeight()
        returns the max long weight. units are percent.
        Returns:
        max long weight in percent.

      • maxLongWeight

        void maxLongWeight​(double value)
        returns the max long weight. units are percent.
        Parameters:
        value - max long weight in percent.