Example 6 with CalendarDateSeries
use of org.ojalgo.series.CalendarDateSeries in project ojAlgo-finance by optimatika.
the class FinanceUtils method makeDatePriceSeries.
public static CalendarDateSeries<BigDecimal> makeDatePriceSeries(final double[] prices, final Date startDate, final CalendarDateUnit resolution) {
final CalendarDateSeries<BigDecimal> retVal = new CalendarDateSeries<>(resolution);
FinanceUtils.copyValues(retVal, new CalendarDate(startDate), prices);
return retVal;
}
Also used :
CalendarDate(org.ojalgo.type.CalendarDate)
BigDecimal(java.math.BigDecimal)
CalendarDateSeries(org.ojalgo.series.CalendarDateSeries)
Aggregations
CalendarDateSeries (org.ojalgo.series.CalendarDateSeries)6
CalendarDate (org.ojalgo.type.CalendarDate)5
GeometricBrownianMotion (org.ojalgo.random.process.GeometricBrownianMotion)3
BigDecimal (java.math.BigDecimal)2
Test (org.junit.jupiter.api.Test)2
ArrayList (java.util.ArrayList)1
SimpleAsset (org.ojalgo.finance.portfolio.SimpleAsset)1
PrimitiveDenseStore (org.ojalgo.matrix.store.PrimitiveDenseStore)1
Deterministic (org.ojalgo.random.Deterministic)1
LogNormal (org.ojalgo.random.LogNormal)1
RandomNumber (org.ojalgo.random.RandomNumber)1
SampleSet (org.ojalgo.random.SampleSet)1
GeometricBrownian1D (org.ojalgo.random.process.GeometricBrownian1D)1
PrimitiveSeries (org.ojalgo.series.primitive.PrimitiveSeries)1
CalendarDateUnit (org.ojalgo.type.CalendarDateUnit)1
