com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.npeb.resampler

Class GroupResamplerFactory

java.lang.Object

com.numericalmethod.suanshu.finance.trading.portfoliooptimization.lai2010.ceta.npeb.resampler.GroupResamplerFactory

All Implemented Interfaces:

ReturnsResamplerFactory

public class GroupResamplerFactory
extends Object
implements ReturnsResamplerFactory

Creates re-samplers that do re-sampling for the whole group of stocks together.

Constructor Summary

Constructors

Constructor and Description
GroupResamplerFactory()

Method Summary

Modifier and Type	Method and Description
MultivariateResampler	newResampler(Matrix returns) Constructs a new instance of a re-sampling mechanism.

Methods inherited from class java.lang.Object

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

Constructor Detail

GroupResamplerFactory

public GroupResamplerFactory()

Method Detail

newResampler

public MultivariateResampler newResampler(Matrix returns)

Description copied from interface: ReturnsResamplerFactory

Constructs a new instance of a re-sampling mechanism.

Specified by:

newResampler in interface ReturnsResamplerFactory

Parameters:

returns - multivariate samples or multivariate time series

Returns:

a new instance of a re-sampler