AssetsCollection¶

An AssetsCollection in JuPOT is a container structure used to store a set of asset tickers, their corresponding expected returns and the covariance matrix.

The basic syntax for creating an AssetsCollection is

A = AssetsCollection(names, expected_returns, covariance)

Where A is the variable AssetsCollection that holds the newly created AssetsCollection. names is a Vector of Strings that holds the names of the asset tickers. expected_returns is a Vector of Floats that contain the corresponding expected returns of every asset. covariance is the associated Matrix of Floats for this AssetsCollection.

Once an A AssetsCollection object is created, it can be modified by any of the functions below.

Function Descriptions¶

Function	Description
`length(A)`	The number of assets in `A`
`getReturnForAsset(A, name)`	The expected returns of `name` in `A`
`setReturnForAsset(A, name, value)`	Sets `name` to `value` in `A`
`getVarForAsset(A, name)`	Gets the Variance of `name` in `A`
`setVarForAsset(A, name, value)`	Sets the Variance of `name` to `value` in `A`
`getCoVarForAssetPair(A, name1, name2)`	Gets the Covariance of `name1` and `name2` in `A`
`setCoVarForAssetPair(A, name1, name2, value)`	Sets the Covariance of `name1` and `name2` to `value` in `A`
`getCovariance(A)`	Gets the Covariance Matrix of `A`
`setCovariance(A, covariance)`	Sets the Covariance Matrix to `covariance` in `A`
`getReturns(A)`	Gets the Vector of Expected Returns in `A`
`setReturns(A, returns)`	Sets the Vector of Expected Returns to `returns` in `A`
`getNames(A)`	Gets the Vector of Names in `A`
`setNames(A, names)`	Sets the Vector of Names to `names` in `A`

Errors¶

Error messages will stop the execution of any of the above functions and will not result in a change within the AssetsCollection.