Class FactorRegistry

java.lang.Object
com.quantfinlib.crb.FactorRegistry

public final class FactorRegistry extends Object
Dense integer ids for risk-factor names — the SymbolRegistry pattern applied to the central risk book's factor space, so exposure arithmetic runs over primitive arrays while the factor names stay readable (EQ:AAPL, CCY:EUR, FXVEGA:EURUSD). Grow-only; ids are registration order. Research/warm lane.
  • Constructor Details

    • FactorRegistry

      public FactorRegistry()
  • Method Details

    • id

      public int id(String name)
      Returns the id for name, registering it on first sight.
    • idIfPresent

      public int idIfPresent(String name)
      The id if registered, −1 otherwise (never registers).
    • name

      public String name(int id)
    • size

      public int size()