Class Portfolio

java.lang.Object

com.quantfinlib.risk.Portfolio

public final class Portfolio
extends Object

Multi-asset portfolio of positions with live price updates. Thread-safe: prices may be updated concurrently from a market data feed while analytics read valuations.

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static final record	Portfolio.Position

Constructor Summary

Constructors

Constructor	Description
Portfolio()

Method Summary

Modifier and Type	Method	Description
Portfolio	addPosition(String symbol, double quantity, double price)
Portfolio.Position	position(String symbol)
Collection<Portfolio.Position>	positions()
int	size()
double	totalValue()
void	updatePrice(String symbol, double price)	Updates the mark price of an existing position (no-op for unknown symbols).
Map<String,Double>	weights()	Current weights by symbol (insertion order not guaranteed).

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

Portfolio

public Portfolio()

Method Details

addPosition

public Portfolio addPosition(String symbol,
 double quantity,
 double price)

updatePrice

public void updatePrice(String symbol,
 double price)

Updates the mark price of an existing position (no-op for unknown symbols).

totalValue

public double totalValue()

weights

public Map<String,Double> weights()

Current weights by symbol (insertion order not guaranteed).

position

public Portfolio.Position position(String symbol)

positions

public Collection<Portfolio.Position> positions()

size

public int size()