Uses of Class
dev.nm.misc.datastructure.time.LocalDateTimeInterval
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Packages that use LocalDateTimeInterval Package Description dev.nm.misc.datastructure.time tech.nmfin.portfoliooptimization tech.nmfin.portfoliooptimization.nmsaam -
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Uses of LocalDateTimeInterval in dev.nm.misc.datastructure.time
Methods in dev.nm.misc.datastructure.time that return LocalDateTimeInterval Modifier and Type Method Description static LocalDateTimeInterval
LocalDateTimeInterval. of(LocalDateTime start, LocalDateTime end)
Creates an interval from a start and end time.static LocalDateTimeInterval
LocalDateTimeInterval. of(LocalDateTime start, Period period)
Creates an interval from a start time and a period.static LocalDateTimeInterval
LocalDateTimeInterval. of(Period period, LocalDateTime end)
Creates an interval from a period and an end time.Methods in dev.nm.misc.datastructure.time that return types with arguments of type LocalDateTimeInterval Modifier and Type Method Description static List<LocalDateTimeInterval>
LocalDateTimeUtils. fixedSizeIntervals(LocalDateTime start, LocalDateTime end, Period period)
Creates a list of intervals betweenstart
andend
every so often.Methods in dev.nm.misc.datastructure.time with parameters of type LocalDateTimeInterval Modifier and Type Method Description boolean
LocalDateTimeInterval. contains(LocalDateTimeInterval other)
boolean
LocalDateTimeInterval. overlaps(LocalDateTimeInterval other)
Whether this time interval overlaps with the given time interval.static List<LocalDateTime>
LocalDateTimeUtils. periodicInstantsSpanningInterval(LocalDateTimeInterval interval, Period period)
Generates a list of periodic time instants which span the whole given interval.static List<LocalDateTime>
LocalDateTimeUtils. periodicInstantsWithinInterval(LocalDateTimeInterval interval, Period period)
Generates a list of periodic time instants within a given interval. -
Uses of LocalDateTimeInterval in tech.nmfin.portfoliooptimization
Methods in tech.nmfin.portfoliooptimization with parameters of type LocalDateTimeInterval Modifier and Type Method Description default Matrix
PortfolioOptimizationAlgorithm.CovarianceEstimator. getCovariances(Matrix returns, PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup, LocalDateTimeInterval interval)
Matrix
PortfolioOptimizationAlgorithm.SampleCovarianceEstimator. getCovariances(Matrix returns, PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup, LocalDateTimeInterval interval)
default Vector
PortfolioOptimizationAlgorithm.MeanEstimator. getMeans(Matrix returns, PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup, LocalDateTimeInterval interval)
Vector
PortfolioOptimizationAlgorithm.SampleMeanEstimator. getMeans(Matrix returns, PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup, LocalDateTimeInterval interval)
Vector
Lai2010OptimizationAlgorithm. getOptimalWeights(Matrix returns, Vector weights0, PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup, LocalDateTimeInterval interval)
Vector
PortfolioOptimizationAlgorithm. getOptimalWeights(Matrix returns, Vector weights0, PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup, LocalDateTimeInterval interval)
Computes the optimal weights for the products using returns.Vector
TopNOptimizationAlgorithm. getOptimalWeights(Matrix returns, Vector weights0, PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup, LocalDateTimeInterval interval)
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Uses of LocalDateTimeInterval in tech.nmfin.portfoliooptimization.nmsaam
Methods in tech.nmfin.portfoliooptimization.nmsaam with parameters of type LocalDateTimeInterval Modifier and Type Method Description Vector
NMSAAM. getOptimalWeights(Matrix returns, Vector weights0, PortfolioOptimizationAlgorithm.SymbolLookup symbolLookup, LocalDateTimeInterval interval)
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