Examples with PortfolioSimulator org.ojalgo.finance.portfolio.simulator.PortfolioSimulator used on opensource projects

Example 1 with PortfolioSimulator

use of org.ojalgo.finance.portfolio.simulator.PortfolioSimulator in project ojAlgo-finance by optimatika.

the class SimplePortfolio method getSimulator.

public PortfolioSimulator getSimulator() {
    final List<GeometricBrownianMotion> tmpAssetProcesses = new ArrayList<>(myComponents.size());
    for (final SimpleAsset tmpAsset : myComponents) {
        final GeometricBrownianMotion tmpForecast = tmpAsset.forecast();
        tmpForecast.setValue(tmpAsset.getWeight().doubleValue());
        tmpAssetProcesses.add(tmpForecast);
    }
    return new PortfolioSimulator(myCorrelations, tmpAssetProcesses);
}