Package nis.svc.opt.api

Interface ProjectSettings.SecurityConstraintsSettings

  • Enclosing interface:
    ProjectSettings
    public static interface ProjectSettings.SecurityConstraintsSettings

    • Method Detail

      • securityMinimumWeight

        double securityMinimumWeight()
        Returns the default security minimum constraint
        Returns:
        default security minimum weight. units are percent.

      • securityMinimumWeight

        void securityMinimumWeight​(double value)
        Sets the default security minimum constraint
        Parameters:
        value - default security minimum weight. units are percent.

      • securityMinimums

        SettingsTables.ValueRow[] securityMinimums()
        Returns an array of individual asset identifier / security minimum constraint pairs.
        Returns:
        security minimums.

      • securityMinimumsClear

        void securityMinimumsClear()

      • addSecurityMinimum

        void addSecurityMinimum​(java.lang.String id,
                        double value)
        Adds an individual asset identifier / security minimum constraint pair.
        Parameters:
        id - asset id
        value - constraint value. units depend on constraint weighting type.

      • securityMinimumUnits

        Types.WeightingType securityMinimumUnits()
        Returns the security minimum units. Percent or Shares...
        Returns:
        the unit type

      • securityMinimumUnits

        void securityMinimumUnits​(Types.WeightingType value)
        Sets the security minimum units. Percent or Shares...
        Parameters:
        value - security minimum constraint type.

      • securityMinimumConstraint

        Types.ConstraintType securityMinimumConstraint()
        Returns the security Minimum Constraint Type. Absolute, Relative to Initial Portfolio, or Relative to Benchmark
        Returns:
        security minimum constraint type.

      • securityMinimumConstraint

        void securityMinimumConstraint​(Types.ConstraintType value)
        Returns the security Minimum Constraint Type. Absolute, Relative to Initial Portfolio, or Relative to Benchmark
        Parameters:
        value - security minimum constraint type.

      • noShorting

        boolean noShorting()

      • noShorting

        void noShorting​(boolean yesNo)

      • securityMaximumWeight

        double securityMaximumWeight()
        Returns the default security maximum constraint value.
        Returns:
        default security maxium. units are percent.

      • securityMaximumWeight

        void securityMaximumWeight​(double value)
        Sets the default security maximum constraint value.
        Parameters:
        value - default security maximum. units are percent.

      • securityMaximums

        SettingsTables.ValueRow[] securityMaximums()
        Returns an array of individual asset identifier / security maximum constraint pairs.
        Returns:
        security maximums.

      • securityMaximumsClear

        void securityMaximumsClear()

      • addSecurityMaximum

        void addSecurityMaximum​(java.lang.String id,
                        double value)
        Adds an individual asset identifier / security maximum constraint pair. See:securityMaximums
        Parameters:
        id - asset id.
        value - max constraint value.

      • securityMaximumUnits

        Types.WeightingType securityMaximumUnits()
        return the security minimum units. Percent or Shares...
        Returns:
        security max weighting type.

      • securityMaximumUnits

        void securityMaximumUnits​(Types.WeightingType value)
        Sets the security maximum units. Percent or Shares...
        Parameters:
        value - security max weighting type.

      • securityMaximumConstraint

        Types.ConstraintType securityMaximumConstraint()
        Returns the security maximum constraint type. Absolute, Relative to Initial Portfolio, or Relative to Benchmark
        Returns:
        security max constraint type.

      • securityMaximumConstraint

        void securityMaximumConstraint​(Types.ConstraintType value)
        Sets the security maximum constraint type. Absolute, Relative to Initial Portfolio, or Relative to Benchmark
        Parameters:
        value - security max constraint type

      • minimumTradeSize

        double minimumTradeSize()
        Returns the default minimum trade size. Units are in percent
        Returns:
        default min trade size. units are percent.

      • minimumTradeSize

        void minimumTradeSize​(double value)
        Sets the default minimum trade size. Units are in percent
        Parameters:
        value - default min trade size. units are percent.

      • minimumTradeSizes

        SettingsTables.ValueRow[] minimumTradeSizes()
        Returns an array of individual minimum trade size identifier/value pairs. value units are in percent. theses override the default if defined.
        Returns:
        min trade sizes

      • minimumTradeSizesClear

        void minimumTradeSizesClear()

      • addMinimumTradeSize

        void addMinimumTradeSize​(java.lang.String id,
                         double value)
        a minimum trade size identifier/value pair to the list. value units are in percent
        Parameters:
        id - asset id.
        value - min trade size. units are percent.

      • positionThreshold

        void positionThreshold​(double value)
        adds a default position threshold constraint. units are in percent. this defines threshold percent value of a position in a portfolio.
        Parameters:
        value - default position threshold. units are percent.

      • positionThreshold

        double positionThreshold()
        returns the default position threshold constraint. units are in percent. this defines threshold percent value of a position in a portfolio.
        Returns:
        default position threshold. units are percent.

      • positionThresholds

        SettingsTables.ValueRow[] positionThresholds()
        returns an array of individual position threshold identifier/value constraints. value units are in percent. these override the default if defined.
        Returns:
        position thresholds.

      • positionThresholdsClear

        void positionThresholdsClear()

      • addPositionThreshold

        void addPositionThreshold​(java.lang.String id,
                          double value)
        adds an individual position threshold identifier/value constraint to the list. value units are in percent. these override the default if defined.
        Parameters:
        id - asset id
        value - position threshold. units are percent.