S- the type of product
public class BucketingByFactorRanks<S extends Stock> extends Object implements StockBucketingAlgorithm<FactorRanks,S>
|Constructor and Description|
Constructs an instance that buckets stocks based on the ranks of the equities in each factor ranking.
|Modifier and Type||Method and Description|
Assigns a set of stocks to different buckets.
public BucketingByFactorRanks(List<Factor> factors, Map<Factor,Integer> factor2nBuckets, ExposureLookup exposures, StockBucketingAlgorithm.BucketSizeAllocation sizes)
factors- a list of factors the equities to be ranked on; order is important
factor2nBuckets- a mapping from a factor to the number of buckets for that factor
exposures- a factor exposure lookup service
sizes- an algorithm to determine bucket sizes
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