plham.index

Class AverageIndexScheme

plham.index.IndexScheme

plham.index.AverageIndexScheme

Direct Known Subclasses:

CapitalWeightedIndexScheme, PriceWeightedIndexScheme

abstract public class AverageIndexScheme
extends IndexScheme

Field Summary

Fields

Modifier and Type	Field and Description
static Fun_0_1 <Market,Double>	FUNDAMENTAL_PRICE Field Type: (plham.Market)=>Double
static Fun_0_1 <Market,Double>	MARKET_PRICE Field Type: (plham.Market)=>Double
Fun_0_1 <Market,Double>	get Field Type: (plham.Market)=>Double
Double	indexDivisor

Constructor Summary

Constructors

Constructor and Description
AverageIndexScheme(Fun_0_1 <Market,Double> get) Declaration: this(get:(plham.Market)=>Double):plham.index.AverageIndexScheme.

Method Summary

Modifier and Type	Method and Description
Double	getIndex(List<Market> markets)
Double	getIndex(List<Market> markets, List<Long> components)
Double	getPrice(Market market)
void	setIndexDivisor(Double initialPrice, Double basePrice)

Methods inherited from class plham.index.IndexScheme

getIndex, getIndex, getPrice, getWeight

Field Detail

MARKET_PRICE

public static final Fun_0_1 <Market,Double> MARKET_PRICE

Field Type: (plham.Market)=>Double

FUNDAMENTAL_PRICE

public static final Fun_0_1 <Market,Double> FUNDAMENTAL_PRICE

Field Type: (plham.Market)=>Double

get

public Fun_0_1 <Market,Double> get

Field Type: (plham.Market)=>Double

indexDivisor

public Double indexDivisor

Constructor Detail

AverageIndexScheme

public AverageIndexScheme(Fun_0_1 <Market,Double> get)

Declaration: this(get:(plham.Market)=>Double):plham.index.AverageIndexScheme.

Method Detail

getIndex

public Double getIndex(List<Market> markets)

getIndex

public Double getIndex(List<Market> markets,
                                List<Long> components)

getPrice

public Double getPrice(Market market)

setIndexDivisor

public void setIndexDivisor(Double initialPrice,
                            Double basePrice)