Uses of Record Class
com.quantfinlib.backtest.portfolio.PortfolioBacktester.Financing
Packages that use PortfolioBacktester.Financing
Package
Description
Multi-asset portfolio backtesting with point-in-time universes and
financing.
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Uses of PortfolioBacktester.Financing in com.quantfinlib.backtest.portfolio
Methods in com.quantfinlib.backtest.portfolio that return PortfolioBacktester.FinancingModifier and TypeMethodDescriptionPortfolioBacktester.Config.financing()Returns the value of thefinancingrecord component.PortfolioBacktester.Financing.none()No financing: cash, leverage and shorts are free.Methods in com.quantfinlib.backtest.portfolio with parameters of type PortfolioBacktester.FinancingModifier and TypeMethodDescriptionPortfolioBacktester.Config.withFinancing(PortfolioBacktester.Financing terms) Constructors in com.quantfinlib.backtest.portfolio with parameters of type PortfolioBacktester.FinancingModifierConstructorDescriptionConfig(double initialCapital, double commissionRate, int rebalanceEveryBars, int periodsPerYear, TradeCostModel costModel, FillPolicy fillPolicy, PortfolioBacktester.Financing financing) Creates an instance of aConfigrecord class.