Record Class PortfolioBacktester.Financing

java.lang.Object

java.lang.Record

com.quantfinlib.backtest.portfolio.PortfolioBacktester.Financing

Record Components:

cashRate - rate earned on positive cash (0.03 = 3%)

marginRate - rate paid on negative cash (leverage)

defaultBorrowBps - borrow fee on short notional, bps per year

borrowBpsBySymbol - per-symbol borrow fee overrides (hard-to-borrow names)

Enclosing class:

PortfolioBacktester

public static record PortfolioBacktester.Financing(double cashRate, double marginRate, double defaultBorrowBps, Map<String,Double> borrowBpsBySymbol)
extends Record

Financing terms, all annual.

Constructor Summary

Constructors

Constructor	Description
Financing(double cashRate, double marginRate, double defaultBorrowBps, Map<String,Double> borrowBpsBySymbol)	Creates an instance of a Financing record class.

Method Summary

Modifier and Type	Method	Description
Map<String,Double>	borrowBpsBySymbol()	Returns the value of the borrowBpsBySymbol record component.
double	cashRate()	Returns the value of the cashRate record component.
double	defaultBorrowBps()	Returns the value of the defaultBorrowBps record component.
final boolean	equals(Object o)	Indicates whether some other object is "equal to" this one.
final int	hashCode()	Returns a hash code value for this object.
double	marginRate()	Returns the value of the marginRate record component.
static PortfolioBacktester.Financing	none()	No financing: cash, leverage and shorts are free.
final String	toString()	Returns a string representation of this record class.

Methods inherited from class Object

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

Constructor Details

Financing

public Financing(double cashRate,
 double marginRate,
 double defaultBorrowBps,
 Map<String,Double> borrowBpsBySymbol)

Creates an instance of a Financing record class.

Parameters:

cashRate - the value for the cashRate record component

marginRate - the value for the marginRate record component

defaultBorrowBps - the value for the defaultBorrowBps record component

borrowBpsBySymbol - the value for the borrowBpsBySymbol record component

Method Details

none

public static PortfolioBacktester.Financing none()

No financing: cash, leverage and shorts are free.

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. Reference components are compared with Objects::equals(Object,Object); primitive components 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.

cashRate

public double cashRate()

Returns the value of the cashRate record component.

Returns:

the value of the cashRate record component

marginRate

public double marginRate()

Returns the value of the marginRate record component.

Returns:

the value of the marginRate record component

defaultBorrowBps

public double defaultBorrowBps()

Returns the value of the defaultBorrowBps record component.

Returns:

the value of the defaultBorrowBps record component

borrowBpsBySymbol

public Map<String,Double> borrowBpsBySymbol()

Returns the value of the borrowBpsBySymbol record component.

Returns:

the value of the borrowBpsBySymbol record component