Record Class TransactionCostAnalyzer.TcaReport

java.lang.Object
java.lang.Record
com.quantfinlib.microstructure.TransactionCostAnalyzer.TcaReport
Enclosing class:
TransactionCostAnalyzer
public static record TransactionCostAnalyzer.TcaReport(long totalQuantity, double avgExecutionPrice, double arrivalMid, double marketVwap, double implementationShortfallBps, double slippageVsVwapBps, double avgEffectiveSpreadBps) extends Record

  • Constructor Summary

    Constructors
    Constructor
    Description
    TcaReport(long totalQuantity, double avgExecutionPrice, double arrivalMid, double marketVwap, double implementationShortfallBps, double slippageVsVwapBps, double avgEffectiveSpreadBps)
    Creates an instance of a TcaReport record class.

  • Method Summary

    Modifier and Type
    Method
    Description
    double
    arrivalMid()
    Returns the value of the arrivalMid record component.
    double
    avgEffectiveSpreadBps()
    Returns the value of the avgEffectiveSpreadBps record component.
    double
    avgExecutionPrice()
    Returns the value of the avgExecutionPrice 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
    implementationShortfallBps()
    Returns the value of the implementationShortfallBps record component.
    double
    marketVwap()
    Returns the value of the marketVwap record component.
    double
    slippageVsVwapBps()
    Returns the value of the slippageVsVwapBps record component.
    final String
    toString()
    Returns a string representation of this record class.
    long
    totalQuantity()
    Returns the value of the totalQuantity record component.

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • TcaReport

      public TcaReport(long totalQuantity, double avgExecutionPrice, double arrivalMid, double marketVwap, double implementationShortfallBps, double slippageVsVwapBps, double avgEffectiveSpreadBps)
      Creates an instance of a TcaReport record class.
      Parameters:
      totalQuantity - the value for the totalQuantity record component
      avgExecutionPrice - the value for the avgExecutionPrice record component
      arrivalMid - the value for the arrivalMid record component
      marketVwap - the value for the marketVwap record component
      implementationShortfallBps - the value for the implementationShortfallBps record component
      slippageVsVwapBps - the value for the slippageVsVwapBps record component
      avgEffectiveSpreadBps - the value for the avgEffectiveSpreadBps 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. All components in this record class 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.

    • totalQuantity

      public long totalQuantity()
      Returns the value of the totalQuantity record component.
      Returns:
      the value of the totalQuantity record component

    • avgExecutionPrice

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

    • arrivalMid

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

    • marketVwap

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

    • implementationShortfallBps

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

    • slippageVsVwapBps

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

    • avgEffectiveSpreadBps

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