AssetsCollection API

Basic functions

length(A)

Returns the number of assets in A as an Integer

Constructors

AssetsCollection(names::Vector{AbstractString}, expected_returns::Vector{Real}, covariance::Matrix{Real})

Returns the constructed AssetsCollection from the given inputs. Will throw errors if

Getters and Setters

getReturnForAsset(A, name::AbstractString)

Returns the value of the given asset name expected returns. If name does not exist in A , it will throw an error: LoadError: The asset collection has no asset named name

setReturnForAsset(A, name::AbstractString, value::Real)

Returns the value that was set as the expected return of name in A . If name does not exist in A , it will throw an error: LoadError: The asset collection has no asset named name

getVarForAsset(A, name::AbstractString)

Returns the value of the variance of the given asset name . If name does not exist in A , it will throw an error: LoadError: The asset collection has no asset named name .

setVarForAsset(A, name::AbstractString, value::Real)

Returns the value that was set as the variance of name in A . If name does not exist in A , it will throw an error: LoadError: The asset collection has no asset named name

getCoVarForAssetPair(A, name1::AbstractString, name2::AbstractString)

Returns the value of the covariance between the assets name1 and name2 . If name1 does not exist in A , it will throw an error: LoadError: The asset collection has no asset named name1 . If name2 does not exist in A, it will throw an error: LoadError: The asset collection has no asset named name2 . If both name1 and name2 do not exist in A , it will throw an error for name1 as the first error to be encountered.

setCoVarForAssetPair(A, name1::AbstractString, name2::AbstractString, value::Real)

Returns the value that was set for the covariance between the assets name1 and name2 . If name1 does not exist in A , it will throw an error: LoadError: The asset collection has no asset named name1 . If name2 does not exist in A, it will throw an error: LoadError: The asset collection has no asset named name2 . If both name1 and name2 do not exist in A , it will throw an error for name1 as the first error to be encountered.

Will throw a warning if the value changed will cause the covariance matrix to no longer be positive semi-definite.

getCovariance(A)

Returns the Covariance Matrix of Real values as a Matrix{Real} from asset collection A .

setCovariance(A, covariance::Matrix{Real})

Returns the covariance that is set as the Covariance Matrix of the asset collection A . Will throw an error if the covariance to be changed will cause the covariance matrix to no longer be positive semi-definite.

getReturns(A)

Returns a Vector{Real} of the expected returns from asset collection A .

setReturns(A, returns::Vector{Real})

Returns the returns that is set as the expected returns of the asset collection A .

getNames(A)

Returns a Vector{AbstractString} of the asset names from asset collection A .

setNames(A, names::Vector{AbstractString})

Returns the names that are set as the asset names of the asset collection A .