Package nis.svc.opt.api
Interface ProjectSettings.TransactionCostSettings
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- Enclosing interface:
- ProjectSettings
public static interface ProjectSettings.TransactionCostSettings
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description void
addBuyCost(java.lang.String id, double value)
adds an individual asset id / buy cost pair to the listvoid
addCrossImpact(java.lang.String i1, java.lang.String i2, double i1i2Correlation, double i2i1Correlation)
sets a cross impact relationshipvoid
addSellCost(java.lang.String id, double value)
adds an individual asset id / sell cost pair to the listboolean
applyToBuyListOnly()
returns the buy list only state.void
applyToBuyListOnly(boolean yesNo)
sets the buy list only state.SettingsTables.ValueRow[]
buyCosts()
returns an array of individual asset id / buy cost pairs.void
buyCostsClear()
Types.TxnCostType
costUnits()
returns transaction cost units.void
costUnits(Types.TxnCostType type)
sets transaction cost units.SettingsTables.CrossImpactRow[]
crossImpacts()
returns an array of cross impact objects.void
crossImpactsClear()
double
daysToTrade()
return the days to trade.void
daysToTrade(double value)
sets the days to trade.double
defaultBuyCost()
returns the default buy cost.void
defaultBuyCost(double value)
sets the default buy cost.double
defaultSellCost()
returns the default sell cost.void
defaultSellCost(double value)
set the default sell cost.boolean
enableCrossImpact()
return cross impact status.void
enableCrossImpact(boolean yesNo)
set cross impact status.boolean
enableNLTC()
Returns the Nonlinear Transaction Cost Model state.void
enableNLTC(boolean yesNo)
Enable the Nonlinear Transaction Cost Modeldouble
impactDecay()
returns the impact decay variable.void
impactDecay(double value)
sets the impact decaydouble
linearBuy()
returns the coefficient of the linear component of the transaction cost to buy in the NLTC.void
linearBuy(double value)
sets the coefficient of the linear component of the transaction cost to buy in the NLTC.double
linearSell()
returns the coefficient of the linear component of the transaction cost to sell in the NLTC.void
linearSell(double value)
sets the coefficient of the linear component of the transaction cost to sell in the NLTC.double
quadraticBuy()
returns the coefficient of the quadratic component of the transaction cost to buy in the NLTC.void
quadraticBuy(double value)
sets the coefficient of the quadratic component of the transaction cost to buy in the NLTC.double
quadraticSell()
returns the coefficient of the quadratic component of the transaction cost to sell in the NLTC.void
quadraticSell(double value)
sets the coefficient of the quadratic component of the transaction cost to sell in the NLTC.double
quadraticThresholdBuy()
returns the coefficient of the quadratic threshold to buy in the NLTC.void
quadraticThresholdBuy(double value)
sets the coefficient of the quadratic threshold to buy in the NLTC.double
quadraticThresholdSell()
returns the coefficient of the quadratic threshold to sell in the NLTC.void
quadraticThresholdSell(double value)
sets the coefficient of the quadratic threshold to sell in the NLTC.SettingsTables.ValueRow[]
sellCosts()
returns an array of asset id / sell cost pairsvoid
sellCostsClear()
double
sqrtBuy()
returns the coefficient of the sqrt component of the transaction cost to buy in the NLTC.void
sqrtBuy(double value)
sets the coefficient of the sqrt component of the transaction cost to buy in the NLTC.double
sqrtSell()
returns the coefficient of the sqrt component of the transaction cost to sell in the NLTC.void
sqrtSell(double value)
sets the coefficient of the sqrt component of the transaction cost to sell in the NLTC.Types.SwapAdjustmentType
swapAdjustmentType()
returns the swap adjustment type values.void
swapAdjustmentType(Types.SwapAdjustmentType value)
sets the swap adjustment type.double
swapX()
return the X coordinate swap adjustment value.void
swapX(double value)
set the X coordinate swap adjustment value.double
swapY()
returns the Y coordinate swap adjustment value.void
swapY(double value)
set the Y coordinate swap adjustment value.
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Method Detail
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enableNLTC
void enableNLTC(boolean yesNo)
Enable the Nonlinear Transaction Cost Model- Parameters:
yesNo
- true if enabled; false if not.
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enableNLTC
boolean enableNLTC()
Returns the Nonlinear Transaction Cost Model state.- Returns:
- true if enabled; false if not.
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linearBuy
double linearBuy()
returns the coefficient of the linear component of the transaction cost to buy in the NLTC. NLTC must be enabled.- Returns:
- the coefficient to the linear component of the transaction cost to buy under NLTC.
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linearBuy
void linearBuy(double value)
sets the coefficient of the linear component of the transaction cost to buy in the NLTC. NLTC must be enabled.- Parameters:
value
- the coefficient to the linear component of the transaction cost to buy under NLTC
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sqrtBuy
double sqrtBuy()
returns the coefficient of the sqrt component of the transaction cost to buy in the NLTC. NLTC must be enabled.- Returns:
- the coefficient of the sqrt component of the transaction cost to buy under NLTC.
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sqrtBuy
void sqrtBuy(double value)
sets the coefficient of the sqrt component of the transaction cost to buy in the NLTC. NLTC must be enabled.- Parameters:
value
- the coefficient to the sqrt component of the transaction cost to buy under NLTC.
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quadraticBuy
double quadraticBuy()
returns the coefficient of the quadratic component of the transaction cost to buy in the NLTC. NLTC must be enabled.- Returns:
- the coefficient to the quadratic component of the transaction cost to buy under NLTC.
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quadraticBuy
void quadraticBuy(double value)
sets the coefficient of the quadratic component of the transaction cost to buy in the NLTC. NLTC must be enabled.- Parameters:
value
- the coefficient to the quadratic component of the transaction cost to buy under NLTC.
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quadraticThresholdBuy
double quadraticThresholdBuy()
returns the coefficient of the quadratic threshold to buy in the NLTC. NLTC must be enabled.- Returns:
- the coefficient to the quadratic threshold to buy under NLTC.
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quadraticThresholdBuy
void quadraticThresholdBuy(double value)
sets the coefficient of the quadratic threshold to buy in the NLTC. NLTC must be enabled.- Parameters:
value
- the coefficient to the quadratic threshold to buy under NLTC.
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linearSell
double linearSell()
returns the coefficient of the linear component of the transaction cost to sell in the NLTC. NLTC must be enabled.- Returns:
- the coefficient to the linear component of the transaction cost to sell under NLTC.
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linearSell
void linearSell(double value)
sets the coefficient of the linear component of the transaction cost to sell in the NLTC. NLTC must be enabled.- Parameters:
value
- the coefficient to the linear component of the transaction cost to sell under NLTC
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sqrtSell
double sqrtSell()
returns the coefficient of the sqrt component of the transaction cost to sell in the NLTC. NLTC must be enabled.- Returns:
- the coefficient to the sqrt component of the transaction cost to sell under NLTC.
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sqrtSell
void sqrtSell(double value)
sets the coefficient of the sqrt component of the transaction cost to sell in the NLTC. NLTC must be enabled.- Parameters:
value
- the coefficient to the sqrt component of the transaction cost to sell under NLTC
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quadraticSell
double quadraticSell()
returns the coefficient of the quadratic component of the transaction cost to sell in the NLTC. NLTC must be enabled.- Returns:
- the coefficient to the quadratic component of the transaction cost to sell under NLTC.
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quadraticSell
void quadraticSell(double value)
sets the coefficient of the quadratic component of the transaction cost to sell in the NLTC. NLTC must be enabled.- Parameters:
value
- the coefficient to the quadratic component of the transaction cost to sell under NLTC
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quadraticThresholdSell
double quadraticThresholdSell()
returns the coefficient of the quadratic threshold to sell in the NLTC. NLTC must be enabled.- Returns:
- the coefficient of the quadratic threshold to sell under NLTC.
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quadraticThresholdSell
void quadraticThresholdSell(double value)
sets the coefficient of the quadratic threshold to sell in the NLTC. NLTC must be enabled.- Parameters:
value
- the coefficient of the quadratic threshold to sell under NLTC
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enableCrossImpact
boolean enableCrossImpact()
return cross impact status.- Returns:
- cross impact status. true if enabled; false if not.
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enableCrossImpact
void enableCrossImpact(boolean yesNo)
set cross impact status.- Parameters:
yesNo
- cross impact status; true if enabled, false if not.
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crossImpacts
SettingsTables.CrossImpactRow[] crossImpacts()
returns an array of cross impact objects. cross impact defines how transaction costs on one asset can influence transaction costs on another asset- Returns:
- cross impacts.
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crossImpactsClear
void crossImpactsClear()
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addCrossImpact
void addCrossImpact(java.lang.String i1, java.lang.String i2, double i1i2Correlation, double i2i1Correlation)
sets a cross impact relationship- Parameters:
i1
- asset 1 idi2
- asset 2 idi1i2Correlation
- correlation of asset 1 with asset 2i2i1Correlation
- correlation of asset 2 with asset 1
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swapAdjustmentType
Types.SwapAdjustmentType swapAdjustmentType()
returns the swap adjustment type values. possible values are Swap / X, Min(Swap, Y), Min(Swap /X, Y)- Returns:
- the swap adjustment type.
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swapAdjustmentType
void swapAdjustmentType(Types.SwapAdjustmentType value)
sets the swap adjustment type. possible values are Swap / X, Min(Swap, Y), Min(Swap /X, Y)- Parameters:
value
- the swap adjustment type.
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swapX
double swapX()
return the X coordinate swap adjustment value.- Returns:
- the X coordinate swap adjustment value.
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swapX
void swapX(double value)
set the X coordinate swap adjustment value.- Parameters:
value
- the X coordinate swap adjustment value.
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swapY
double swapY()
returns the Y coordinate swap adjustment value.- Returns:
- the Y coordinate swap adjustment value.
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swapY
void swapY(double value)
set the Y coordinate swap adjustment value.- Parameters:
value
- the Y coordinate swap adjustment value.
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daysToTrade
double daysToTrade()
return the days to trade. gives the option to ammortize costs over more than one day - reduces costs- Returns:
- the days to trade
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daysToTrade
void daysToTrade(double value)
sets the days to trade. gives the option to ammortize costs over more than one day - reduces costs.- Parameters:
value
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impactDecay
double impactDecay()
returns the impact decay variable. works together with days to trade variable.- Returns:
- returns the impact decay.
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impactDecay
void impactDecay(double value)
sets the impact decay- Parameters:
value
- impact decay
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costUnits
Types.TxnCostType costUnits()
returns transaction cost units. Currency or Percent.- Returns:
- transaction cost units
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costUnits
void costUnits(Types.TxnCostType type)
sets transaction cost units. Currency or Percent.- Parameters:
type
- transaction cost units.
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defaultBuyCost
double defaultBuyCost()
returns the default buy cost. units are defined by cost units variable.- Returns:
- default buy cost.
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defaultBuyCost
void defaultBuyCost(double value)
sets the default buy cost. units are defined by cost units variable.- Parameters:
value
- default buy cost.
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buyCosts
SettingsTables.ValueRow[] buyCosts()
returns an array of individual asset id / buy cost pairs.- Returns:
- buy costs
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buyCostsClear
void buyCostsClear()
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addBuyCost
void addBuyCost(java.lang.String id, double value)
adds an individual asset id / buy cost pair to the list- Parameters:
id
- asset idvalue
- buy cost value
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defaultSellCost
double defaultSellCost()
returns the default sell cost. units are defined by cost units variable.- Returns:
- default sell cost.
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defaultSellCost
void defaultSellCost(double value)
set the default sell cost. units are defined by cost units variable.- Parameters:
value
- default sell cost.
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sellCosts
SettingsTables.ValueRow[] sellCosts()
returns an array of asset id / sell cost pairs- Returns:
- sell costs
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sellCostsClear
void sellCostsClear()
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addSellCost
void addSellCost(java.lang.String id, double value)
adds an individual asset id / sell cost pair to the list- Parameters:
id
- asset idvalue
- sell cost value
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applyToBuyListOnly
boolean applyToBuyListOnly()
returns the buy list only state. applies transaction costs to buy list only- Returns:
- apply to buy list only state; true is on; false is off
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applyToBuyListOnly
void applyToBuyListOnly(boolean yesNo)
sets the buy list only state. applies transaction costs to buy list only- Parameters:
yesNo
- true turns the option on; false turns it off
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