Package | Description |
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tech.nmfin.returns |
Modifier and Type | Class and Description |
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class |
ReturnsCalculators
Various ways of return calculations.
|
Modifier and Type | Method and Description |
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static double[] |
Returns.getPricesFromReturns(double price0,
double[] returns,
ReturnsCalculator calc)
Gets the price series from a return series.
|
static double[] |
Returns.getReturns(double[] lastPrices,
double[] currentPrices,
ReturnsCalculator calc) |
static double[] |
Returns.getReturnsFromPrices(double[] prices,
ReturnsCalculator calc)
Computes returns series from prices.
|
static double[][] |
Returns.getVectorReturnsFromPrices(double[][] prices,
ReturnsCalculator calc)
Computes returns for a 2D array of prices (one column for one asset),
with the given ReturnsCalculator.
|
Constructor and Description |
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ReturnsMatrix(Matrix prices,
ReturnsCalculator calc) |
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