Record Class PortfolioOptimizer.Allocation

java.lang.Object
java.lang.Record
com.quantfinlib.optimization.PortfolioOptimizer.Allocation
Enclosing class:
PortfolioOptimizer
public static record PortfolioOptimizer.Allocation(double[] weights, double expectedReturn, double volatility, double sharpe) extends Record
An optimized allocation with its risk/return profile (same periodicity as the inputs).

  • Constructor Summary

    Constructors
    Constructor
    Description
    Allocation(double[] weights, double expectedReturn, double volatility, double sharpe)
    Creates an instance of a Allocation record class.

  • Method Summary

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

    Methods inherited from class java.lang.Object

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

  • Constructor Details

    • Allocation

      public Allocation(double[] weights, double expectedReturn, double volatility, double sharpe)
      Creates an instance of a Allocation record class.
      Parameters:
      weights - the value for the weights record component
      expectedReturn - the value for the expectedReturn record component
      volatility - the value for the volatility record component
      sharpe - the value for the sharpe 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.

    • weights

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

    • expectedReturn

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

    • volatility

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

    • sharpe

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