Package nis.svc.opt.api

Interface ProjectSettings.RoundLotsSettings

  • Enclosing interface:
    ProjectSettings
    public static interface ProjectSettings.RoundLotsSettings

    • Method Detail

      • roundingEnabled

        void roundingEnabled​(boolean yesNo)
        set share lot rounding status. if on, optimal portfolios will be adjusted after optimization to make sure all asset values correspond to a round lot size to make implementation / trading possible.
        Parameters:
        yesNo - true if enabled. false if not.

      • roundingEnabled

        boolean roundingEnabled()
        return share lot rounding status. if on, optimal portfolios will be adjusted after optimization to make sure all asset values correspond to a round lot size to make implementation / trading possible.
        Returns:
        true if enabled; false if not.

      • lotSize

        void lotSize​(int value)
        set default lot size. number of shares each position must be rounded to. typical values are some multiple of 10
        Parameters:
        value - default lot size

      • lotSize

        int lotSize()
        returns default lot size. number of shares each position must be rounded to. typical values are some multiple of 10
        Returns:
        default lot size.

      • ticketCharge

        void ticketCharge​(double value)
        sets the flat cost per ticket order. ticked charges are added to total transaction cost of obtaining the portfolio, but not to individual transaction costs in the objective function.
        Parameters:
        value - ticket charge

      • ticketCharge

        double ticketCharge()
        returns the flat cost per ticket order. ticked charges are added to total transaction cost of obtaining the portfolio, but not to individual transaction costs in the objective function.
        Returns:
        ticket charge.

      • withholdCashForTaxes

        void withholdCashForTaxes​(boolean yesNo)
        sets the "withhold cash for taxes" option. whether to liquidate a corresponding amount of the value of the portfolio to pay for taxes.
        Parameters:
        yesNo - true if enabled; false if not.

      • withholdCashForTaxes

        boolean withholdCashForTaxes()
        returns the "withhold cash for taxes" option. whether to liquidate a corresponding amount of the value of the portfolio to pay for taxes.
        Returns:
        true if enabled; false if not.

      • withholdCashForTransCosts

        void withholdCashForTransCosts​(boolean yesNo)
        sets the "withhold cash for transaction costs" option. whether to liquidate a corresponding amount of the value of the portfolio to pay for transaction costs.
        Parameters:
        yesNo - true if enabled; false if not.

      • withholdCashForTransCosts

        boolean withholdCashForTransCosts()
        returns the "withhold cash for transaction costs" option. whether to liquidate a corresponding amount of the value of the portfolio to pay for transaction costs.
        Returns:
        true if enabled; false if not.

      • freeCashBuffer

        void freeCashBuffer​(double value)
        sets the minimum amount of cash that must be in the optimal portfolio after paying all expenses. units are in base currency.
        Parameters:
        value - free cash

      • freeCashBuffer

        double freeCashBuffer()
        returns the minimum amount of cash that must be in the optimal portfolio after paying all expenses. units are in base currency.
        Returns:
        free cash

      • lotSizes

        SettingsTables.SizeRow[] lotSizes()
        returns an array of individual asset id / round lot size pairs. these override the defaults if specified.
        Returns:
        lot sizes

      • lotSizesClear

        void lotSizesClear()

      • addSize

        void addSize​(java.lang.String id,
             int value)
        adds an individual asset id / round lot size pair to the list. these override the defaults if specified.
        Parameters:
        id - asset id.
        value - round lot size