org.drip.portfolioconstruction.params

Class AssetStatisticalProperties

java.lang.Object

org.drip.portfolioconstruction.params.AssetStatisticalProperties

public class AssetStatisticalProperties
extends java.lang.Object

AssetStatisticalProperties holds the Statistical Properties of a given Asset.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
AssetStatisticalProperties(java.lang.String strName, java.lang.String strID, double dblExpectedReturn, double dblVariance) AssetStatisticalProperties Constructor

Method Summary

Modifier and Type	Method and Description
double	expectedReturn() Retrieve the Expected Returns of the Asset
java.lang.String	id() Retrieve the ID of the Asset
java.lang.String	name() Retrieve the Name of the Asset
double	variance() Retrieve the Variance of the Asset

Methods inherited from class java.lang.Object

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

Constructor Detail

AssetStatisticalProperties

public AssetStatisticalProperties(java.lang.String strName,
                                  java.lang.String strID,
                                  double dblExpectedReturn,
                                  double dblVariance)
                           throws java.lang.Exception

AssetStatisticalProperties Constructor

Parameters:

strName - Name of the Asset

strID - ID of the Asset

dblExpectedReturn - Expected Return of the Asset

dblVariance - Variance of the Assert

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid

Method Detail

name

public java.lang.String name()

Retrieve the Name of the Asset

Returns:

Name of the Asset

id

public java.lang.String id()

Retrieve the ID of the Asset

Returns:

ID of the Asset

expectedReturn

public double expectedReturn()

Retrieve the Expected Returns of the Asset

Returns:

Expected Returns of the Asset

variance

public double variance()

Retrieve the Variance of the Asset

Returns:

Variance of the Asset