Interface ProjectSettings.TransactionCostSettings

  • Enclosing interface:
    ProjectSettings

    public static interface ProjectSettings.TransactionCostSettings
    • 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 list
      void addCrossImpact​(java.lang.String i1, java.lang.String i2, double i1i2Correlation, double i2i1Correlation)
      sets a cross impact relationship
      void addSellCost​(java.lang.String id, double value)
      adds an individual asset id / sell cost pair to the list
      boolean 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 Model
      double impactDecay()
      returns the impact decay variable.
      void impactDecay​(double value)
      sets the impact decay
      double 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 pairs
      void 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.
    • Method Detail

      • enableNLTC

        void enableNLTC​(boolean yesNo)
        Enable the Nonlinear Transaction Cost Model
        Parameters:
        yesNo - true if enabled; false if not.
      • enableNLTC

        boolean enableNLTC()
        Returns the Nonlinear Transaction Cost Model state.
        Returns:
        true if enabled; false if not.
      • 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.
      • 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
      • 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.
      • 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.
      • 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.
      • 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.
      • 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.
      • 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.
      • 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.
      • 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
      • 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.
      • 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
      • 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.
      • 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
      • 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.
      • 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
      • enableCrossImpact

        boolean enableCrossImpact()
        return cross impact status.
        Returns:
        cross impact status. true if enabled; false if not.
      • enableCrossImpact

        void enableCrossImpact​(boolean yesNo)
        set cross impact status.
        Parameters:
        yesNo - cross impact status; true if enabled, false if not.
      • 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.
      • crossImpactsClear

        void crossImpactsClear()
      • addCrossImpact

        void addCrossImpact​(java.lang.String i1,
                            java.lang.String i2,
                            double i1i2Correlation,
                            double i2i1Correlation)
        sets a cross impact relationship
        Parameters:
        i1 - asset 1 id
        i2 - asset 2 id
        i1i2Correlation - correlation of asset 1 with asset 2
        i2i1Correlation - correlation of asset 2 with asset 1
      • 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.
      • 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.
      • swapX

        double swapX()
        return the X coordinate swap adjustment value.
        Returns:
        the X coordinate swap adjustment value.
      • swapX

        void swapX​(double value)
        set the X coordinate swap adjustment value.
        Parameters:
        value - the X coordinate swap adjustment value.
      • swapY

        double swapY()
        returns the Y coordinate swap adjustment value.
        Returns:
        the Y coordinate swap adjustment value.
      • swapY

        void swapY​(double value)
        set the Y coordinate swap adjustment value.
        Parameters:
        value - the Y coordinate swap adjustment value.
      • 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
      • 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 -
      • impactDecay

        double impactDecay()
        returns the impact decay variable. works together with days to trade variable.
        Returns:
        returns the impact decay.
      • impactDecay

        void impactDecay​(double value)
        sets the impact decay
        Parameters:
        value - impact decay
      • costUnits

        Types.TxnCostType costUnits()
        returns transaction cost units. Currency or Percent.
        Returns:
        transaction cost units
      • costUnits

        void costUnits​(Types.TxnCostType type)
        sets transaction cost units. Currency or Percent.
        Parameters:
        type - transaction cost units.
      • defaultBuyCost

        double defaultBuyCost()
        returns the default buy cost. units are defined by cost units variable.
        Returns:
        default buy cost.
      • defaultBuyCost

        void defaultBuyCost​(double value)
        sets the default buy cost. units are defined by cost units variable.
        Parameters:
        value - default buy cost.
      • buyCosts

        SettingsTables.ValueRow[] buyCosts()
        returns an array of individual asset id / buy cost pairs.
        Returns:
        buy costs
      • buyCostsClear

        void buyCostsClear()
      • addBuyCost

        void addBuyCost​(java.lang.String id,
                        double value)
        adds an individual asset id / buy cost pair to the list
        Parameters:
        id - asset id
        value - buy cost value
      • defaultSellCost

        double defaultSellCost()
        returns the default sell cost. units are defined by cost units variable.
        Returns:
        default sell cost.
      • defaultSellCost

        void defaultSellCost​(double value)
        set the default sell cost. units are defined by cost units variable.
        Parameters:
        value - default sell cost.
      • sellCosts

        SettingsTables.ValueRow[] sellCosts()
        returns an array of asset id / sell cost pairs
        Returns:
        sell costs
      • sellCostsClear

        void sellCostsClear()
      • addSellCost

        void addSellCost​(java.lang.String id,
                         double value)
        adds an individual asset id / sell cost pair to the list
        Parameters:
        id - asset id
        value - sell cost value
      • 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
      • 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