Record Class AlphaReport.Decay

java.lang.Object
java.lang.Record
com.quantfinlib.alpha.AlphaReport.Decay
Enclosing class:
AlphaReport
public static record AlphaReport.Decay(int[] horizons, double[] meanIcs, double halfLifeBars) extends Record
IC per horizon plus the interpolated half-life of the shortest-horizon IC.

  • Constructor Summary

    Constructors
    Constructor
    Description
    Decay(int[] horizons, double[] meanIcs, double halfLifeBars)
    Creates an instance of a Decay record class.

  • Method Summary

    Modifier and Type
    Method
    Description
    final boolean
    equals(Object o)
    Indicates whether some other object is "equal to" this one.
    String
    format()
     
    double
    halfLifeBars()
    Returns the value of the halfLifeBars record component.
    final int
    hashCode()
    Returns a hash code value for this object.
    int[]
    horizons()
    Returns the value of the horizons record component.
    double[]
    meanIcs()
    Returns the value of the meanIcs record component.
    final String
    toString()
    Returns a string representation of this record class.

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • Decay

      public Decay(int[] horizons, double[] meanIcs, double halfLifeBars)
      Creates an instance of a Decay record class.
      Parameters:
      horizons - the value for the horizons record component
      meanIcs - the value for the meanIcs record component
      halfLifeBars - the value for the halfLifeBars record component

  • Method Details

    • format

      public String format()

    • 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.

    • horizons

      public int[] horizons()
      Returns the value of the horizons record component.
      Returns:
      the value of the horizons record component

    • meanIcs

      public double[] meanIcs()
      Returns the value of the meanIcs record component.
      Returns:
      the value of the meanIcs record component

    • halfLifeBars

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