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Domain specific (finance) additions to oj! Algorithms
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/*
* Copyright 1997-2022 Optimatika
*
* Permission is hereby granted, free of charge, to any person obtaining a copy
* of this software and associated documentation files (the "Software"), to deal
* in the Software without restriction, including without limitation the rights
* to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
* copies of the Software, and to permit persons to whom the Software is
* furnished to do so, subject to the following conditions:
*
* The above copyright notice and this permission notice shall be included in
* all copies or substantial portions of the Software.
*
* THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
* IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
* FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
* AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
* LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
* OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
* SOFTWARE.
*/
package org.ojalgo.finance.business;
import java.math.BigDecimal;
import org.ojalgo.type.BusinessObject;
/**
* Lower <= Target <= Upper and Target ± Precision
*
* @author apete
*/
public interface Limit extends BusinessObject, LowerAndUpperLimit {
static BigDecimal getMaxAllowed(final Limit aLimit) {
return aLimit.getTarget().add(aLimit.getPrecision());
}
static BigDecimal getMinAllowed(final Limit aLimit) {
return aLimit.getTarget().subtract(aLimit.getPrecision());
}
static BigDecimal getTargetValue(final Limit aLimit) {
return aLimit.getProfile().getAggregatedAmount().multiply(aLimit.getTarget());
}
static boolean isWithinTargetPrecision(final Limit aLimit, final BigDecimal aValue) {
return (aValue.compareTo(Limit.getMinAllowed(aLimit)) != -1) && (aValue.compareTo(Limit.getMaxAllowed(aLimit)) != 1);
}
static String toDisplayString(final Limit aLimit) {
return aLimit.getInstrumentCategory().getName() + "@" + aLimit.getProfile().getProfileGroup().getName();
}
InstrumentCategory getInstrumentCategory();
BigDecimal getPrecision();
PortfolioProfile getProfile();
BigDecimal getTarget();
BigDecimal getTargetValue();
}
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