Record Class PairsHedger.PairsAnalysis

java.lang.Object
java.lang.Record
com.quantfinlib.hedging.PairsHedger.PairsAnalysis
Enclosing class:
PairsHedger
public static record PairsHedger.PairsAnalysis(double hedgeRatio, double intercept, double correlation, double halfLifeBars, double lastZScore, double[] spread) extends Record

  • Constructor Summary

    Constructors
    Constructor
    Description
    PairsAnalysis(double hedgeRatio, double intercept, double correlation, double halfLifeBars, double lastZScore, double[] spread)
    Creates an instance of a PairsAnalysis record class.

  • Method Summary

    Modifier and Type
    Method
    Description
    double
    correlation()
    Returns the value of the correlation record component.
    final boolean
    equals(Object o)
    Indicates whether some other object is "equal to" this one.
    double
    halfLifeBars()
    Returns the value of the halfLifeBars record component.
    final int
    hashCode()
    Returns a hash code value for this object.
    double
    hedgeRatio()
    Returns the value of the hedgeRatio record component.
    double
    intercept()
    Returns the value of the intercept record component.
    double
    lastZScore()
    Returns the value of the lastZScore record component.
    double[]
    spread()
    Returns the value of the spread 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

    • PairsAnalysis

      public PairsAnalysis(double hedgeRatio, double intercept, double correlation, double halfLifeBars, double lastZScore, double[] spread)
      Creates an instance of a PairsAnalysis record class.
      Parameters:
      hedgeRatio - the value for the hedgeRatio record component
      intercept - the value for the intercept record component
      correlation - the value for the correlation record component
      halfLifeBars - the value for the halfLifeBars record component
      lastZScore - the value for the lastZScore record component
      spread - the value for the spread 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. 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.

    • hedgeRatio

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

    • intercept

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

    • correlation

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

    • halfLifeBars

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

    • lastZScore

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

    • spread

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