Package tech.nmfin.returns
Interface ReturnsCalculator
-
- All Known Implementing Classes:
ReturnsCalculators
public interface ReturnsCalculator
This interface defines how return is computed from two values of a portfolio.
-
-
Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description double
computePrice(double px0, double r)
Computes the next price after a return.double
computeReturn(double p0, double p1)
Computes the portfolio return.
-
-
-
Method Detail
-
computeReturn
double computeReturn(double p0, double p1)
Computes the portfolio return.- Parameters:
p0
- the beginning value of the portfoliop1
- the ending value of the portfolio- Returns:
- the return value
-
computePrice
double computePrice(double px0, double r)
Computes the next price after a return.- Parameters:
px0
- the original pricer
- the return- Returns:
- the new price
-
-