Uses of Interface
tech.nmfin.returns.ReturnsCalculator
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Packages that use ReturnsCalculator Package Description tech.nmfin.returns -
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Uses of ReturnsCalculator in tech.nmfin.returns
Classes in tech.nmfin.returns that implement ReturnsCalculator Modifier and Type Class Description class
ReturnsCalculators
Various ways of return calculations.Methods in tech.nmfin.returns with parameters of type ReturnsCalculator Modifier and Type Method Description 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.Constructors in tech.nmfin.returns with parameters of type ReturnsCalculator Constructor Description ReturnsMatrix(Matrix prices, ReturnsCalculator calc)
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