Record Class CalendarAnomalies.TurnOfMonth

java.lang.Object
java.lang.Record
com.quantfinlib.alpha.CalendarAnomalies.TurnOfMonth
Record Components:
tStat - Newey-West t-stat of the inside-minus-outside difference
welchTStat - iid Welch t-stat of the same difference
Enclosing class:
CalendarAnomalies
public static record CalendarAnomalies.TurnOfMonth(double insideMean, double outsideMean, double tStat, int insideCount, int outsideCount, double welchTStat, int hacLag) extends Record
The turn-of-month split.

  • Constructor Summary

    Constructors
    Constructor
    Description
    TurnOfMonth(double insideMean, double outsideMean, double tStat, int insideCount, int outsideCount, double welchTStat, int hacLag)
    Creates an instance of a TurnOfMonth record class.

  • Method Summary

    Modifier and Type
    Method
    Description
    final boolean
    equals(Object o)
    Indicates whether some other object is "equal to" this one.
    int
    hacLag()
    Returns the value of the hacLag record component.
    final int
    hashCode()
    Returns a hash code value for this object.
    int
    insideCount()
    Returns the value of the insideCount record component.
    double
    insideMean()
    Returns the value of the insideMean record component.
    int
    outsideCount()
    Returns the value of the outsideCount record component.
    double
    outsideMean()
    Returns the value of the outsideMean record component.
    final String
    toString()
    Returns a string representation of this record class.
    double
    tStat()
    Returns the value of the tStat record component.
    double
    welchTStat()
    Returns the value of the welchTStat record component.

    Methods inherited from class Object

    clone, finalize, getClass, notify, notifyAll, wait, wait, wait

  • Constructor Details

    • TurnOfMonth

      public TurnOfMonth(double insideMean, double outsideMean, double tStat, int insideCount, int outsideCount, double welchTStat, int hacLag)
      Creates an instance of a TurnOfMonth record class.
      Parameters:
      insideMean - the value for the insideMean record component
      outsideMean - the value for the outsideMean record component
      tStat - the value for the tStat record component
      insideCount - the value for the insideCount record component
      outsideCount - the value for the outsideCount record component
      welchTStat - the value for the welchTStat record component
      hacLag - the value for the hacLag record component

  • Method Details

    • toString

      public final String toString()
      Returns a string representation of this record class. The representation contains the name of the class, followed by the name and value of each of the record components.
      Specified by:
      toString in class Record
      Returns:
      a string representation of this object

    • hashCode

      public final int hashCode()
      Returns a hash code value for this object. The value is derived from the hash code of each of the record components.
      Specified by:
      hashCode in class Record
      Returns:
      a hash code value for this object

    • equals

      public final boolean equals(Object o)
      Indicates whether some other object is "equal to" this one. The objects are equal if the other object is of the same class and if all the record components are equal. All components in this record class are compared with the compare method from their corresponding wrapper classes.
      Specified by:
      equals in class Record
      Parameters:
      o - the object with which to compare
      Returns:
      true if this object is the same as the o argument; false otherwise.

    • insideMean

      public double insideMean()
      Returns the value of the insideMean record component.
      Returns:
      the value of the insideMean record component

    • outsideMean

      public double outsideMean()
      Returns the value of the outsideMean record component.
      Returns:
      the value of the outsideMean record component

    • tStat

      public double tStat()
      Returns the value of the tStat record component.
      Returns:
      the value of the tStat record component

    • insideCount

      public int insideCount()
      Returns the value of the insideCount record component.
      Returns:
      the value of the insideCount record component

    • outsideCount

      public int outsideCount()
      Returns the value of the outsideCount record component.
      Returns:
      the value of the outsideCount record component

    • welchTStat

      public double welchTStat()
      Returns the value of the welchTStat record component.
      Returns:
      the value of the welchTStat record component

    • hacLag

      public int hacLag()
      Returns the value of the hacLag record component.
      Returns:
      the value of the hacLag record component