|Constructor and Description|
Constructs a sub-strategy of the mean reversion portfolio.
|Modifier and Type||Method and Description|
Gets the id, which was given to this component in the constructor.
public SubStrategy(String id, com.numericalmethod.suanshu.model.volarb.MRModel model, double scale)
id- the id of the component (used to compute performance measures for a particular id)
model- the model, which specifies the position of the basket
scale- the scale of the simulation
public String id()
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