Package com.opttek.optquest

Class COptQuestPortfolioRequirement

java.lang.Object

com.opttek.optquest.COptQuestRequirement

com.opttek.optquest.COptQuestPortfolioRequirement

Direct Known Subclasses:

COptQuestPortfolioLowerRequirement, COptQuestPortfolioUpperRequirement

public abstract class COptQuestPortfolioRequirement
extends COptQuestRequirement

Method Summary

Modifier and Type	Method	Description
int	GetPortfolioMeasure()	Returns the portfolio measure set by the SetPortfolioMeasure() method.
int	GetPortfolioStatistic()	Returns the portfolio statistic defined by the SetPortfolioStatistic() method.
double	GetPortfolioStatisticValue()	Returns the statistic value defined by the SetPortfolioStatistic() method.
void	SetPortfolioMeasure(int measure)	Defines the measure for the portfolio objective.
void	SetPortfolioStatistic(int statistic, double statisticValue)	Used for portfolio optimizations which can define a requirement based on a measure and a statistic.

Methods inherited from class com.opttek.optquest.COptQuestRequirement

equals, GetLowerBound, GetName, GetReplicationConfidenceErrorPercent, GetReplicationConfidenceLevel, GetReplicationStatistic, GetReplicationStatisticValue, GetUpperBound, hashCode, hasUserVariables, IsGoal, SetGoal, setHasUserVariables, SetLowerBound, SetName, SetReplicationConfidence, SetReplicationStatistic, SetTolerance, SetUpperBound

Methods inherited from class java.lang.Object

getClass, notify, notifyAll, toString, wait, wait, wait

Method Details

SetPortfolioStatistic

public void SetPortfolioStatistic(int statistic,
 double statisticValue)

Used for portfolio optimizations which can define a requirement based on a measure and a statistic. The statistics OCLP_PERCENTILE, OCLP_SEMI1STDDEV, OCLP_SEMI2STDDEV and OCLP_PROBABILITY require the statisticValue to be set. This value is ignored for all other statistics.

Parameters:

statistic -

• OCLP_MEAN = 1
• OCLP_MEDIAN = 2
• OCLP_PERCENTILE = 3
• OCLP_STDDEV = 4
• OCLP_SEMI1STDDEV = 5
• OCLP_VARIANCE = 6
• OCLP_SEMI1VARIANCE = 7
• OCLP_COEFFOFVAR = 8
• OCLP_COEFFOFSEMI1VAR = 9
• OCLP_PROBABILITY = 10
• OCLP_SEMI2STDDEV = 11
• OCLP_SEMI2VARIANCE = 12
• OCLP_COEFFOFSEMI2VAR = 13

statisticValue - - target value for OCLP_PERCENTILE, OCLP_SEMI1STDDEV, OCLP_SEMI2STDDEV and OCLP_PROBABILITY

GetPortfolioStatistic

public int GetPortfolioStatistic()
                          throws COptQuestException

Returns the portfolio statistic defined by the SetPortfolioStatistic() method.

Returns:

statistic

• OCLP_MEAN = 1
• OCLP_MEDIAN = 2
• OCLP_PERCENTILE = 3
• OCLP_STDDEV = 4
• OCLP_SEMI1STDDEV = 5
• OCLP_VARIANCE = 6
• OCLP_SEMI1VARIANCE = 7
• OCLP_COEFFOFVAR = 8
• OCLP_COEFFOFSEMI1VAR = 9
• OCLP_PROBABILITY = 10
• OCLP_SEMI2STDDEV = 11
• OCLP_SEMI2VARIANCE = 12
• OCLP_COEFFOFSEMI2VAR = 13

Throws:

COptQuestException - id a portfolio statistic is not defined

GetPortfolioStatisticValue

public double GetPortfolioStatisticValue()

Returns the statistic value defined by the SetPortfolioStatistic() method. The statistics OCLP_PERCENTILE, OCLP_SEMI1STDDEV, OCLP_SEMI2STDDEV and OCLP_PROBABILITY require the statisticValue to be set.

Returns:

the target value for OCLP_PERCENTILE, OCLP_SEMI1STDDEV, OCLP_SEMI2STDDEV and OCLP_PROBABILITY. Returns 0 for all other statistics.

SetPortfolioMeasure

public void SetPortfolioMeasure(int measure)
                         throws COptQuestException

Defines the measure for the portfolio objective.

Parameters:

measure -

• OCLP_NPV = 1
• OCLP_IRR = 2
• OCLP_PBP = 3

Throws:

COptQuestException - if the measure is invalid.

GetPortfolioMeasure

public int GetPortfolioMeasure()

Returns the portfolio measure set by the SetPortfolioMeasure() method.

Returns:

the integer value that identifies the portfolio measure

• OCLP_NPV = 1
• OCLP_IRR = 2
• OCLP_PBP = 3