portfolio Class Reference

Inheritance diagram for portfolio:

Public Member Functions
bool	get_portf_from_db (int id)
string	get_description ()
void	set_mu (float(*AssetClass_mu))
void	set_sigma (float(*AssetClass_varCov))

Public Attributes
int	portfolio_id
string	description
float	weights [NBR_ASSET_CLASSES]
	the weights of the asset classes (ordered as the asset classes) More...
float	pMu
	the MONTHLY return More...
float	pLogR
	the MONTHLY log-return More...
float	pSigma
	the MONTHLY volatility More...

Detailed Description

class portfolio

copyright: (c) Philippe De Brouwer 2014

last modification:

Definition at line 11 of file portfolio.class.cpp.

Member Function Documentation

string portfolio::get_description

(

)

returns the label of the portfolio

Definition at line 86 of file portfolio.class.cpp.

bool portfolio::get_portf_from_db

(

int

id

)

load the definitions from the database

note: we have to create a second instance of the sql connection as this is called while the object db is in use!

Definition at line 32 of file portfolio.class.cpp.

void portfolio::set_mu

(

float *

AssetClass_mu

)

sets the expected return for the portfolio

Definition at line 94 of file portfolio.class.cpp.

void portfolio::set_sigma

(

float *

AssetClass_varCov

)

sets the standard deviation for the portfolio: this->sigma

Definition at line 112 of file portfolio.class.cpp.

Member Data Documentation

string portfolio::description

Definition at line 15 of file portfolio.class.cpp.

float portfolio::pLogR

the MONTHLY log-return

Definition at line 25 of file portfolio.class.cpp.

float portfolio::pMu

the MONTHLY return

Definition at line 24 of file portfolio.class.cpp.

int portfolio::portfolio_id

Definition at line 14 of file portfolio.class.cpp.

float portfolio::pSigma

the MONTHLY volatility

Definition at line 26 of file portfolio.class.cpp.

float portfolio::weights[NBR_ASSET_CLASSES]

the weights of the asset classes (ordered as the asset classes)

Definition at line 17 of file portfolio.class.cpp.

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The documentation for this class was generated from the following file:

• portfolio.class.cpp