AlgoQuant, an integrated trading strategy research and backtesting system

• Type Parameters:
T -

public interface Basket<T extends Product>
• ### Method Summary

All Methods
Modifier and Type Method and Description
List<Product> products()
Gets a list of the constituent products.
Portfolio<T> sizes(double quantity)
Computes the quantities of the constituent assets from a quantity of this basket.
double value(Map<Product,Depth> depths)
Computes the value of this basket.
• ### Method Detail

• #### products

List<Product> products()
Gets a list of the constituent products.
Returns:
a list of the constituent products
• #### value

double value(Map<Product,Depth> depths)
Computes the value of this basket.
Parameters:
depths - the depths of assets in this basket
Returns:
the value of this basket; Double.NaN if the value is not available
• #### sizes

Portfolio<T> sizes(double quantity)
Computes the quantities of the constituent assets from a quantity of this basket.
Parameters:
quantity - a basket quantity
Returns:
the corresponding quantities of the constituent assets