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.

Module = Portfolio Core Module
Library = Asset Allocation Analytics
Project = Portfolio Construction under Allocation Constraints
Package = Asset Universe Statistical Properties Container

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors
Constructor	Description
`AssetStatisticalProperties(java.lang.String name, java.lang.String id, double expectedReturn, double variance)`	AssetStatisticalProperties Constructor

Method Summary

Modifier and Type	Method	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 Details
- AssetStatisticalProperties
  
  public AssetStatisticalProperties(java.lang.String name, java.lang.String id, double expectedReturn, double variance) throws java.lang.Exception
  
  AssetStatisticalProperties Constructor
  
  Parameters:
  
  name - Name of the Asset
  
  id - ID of the Asset
  
  expectedReturn - Expected Return of the Asset
  
  variance - Variance of the Assert
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
Method Details
- 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