/**
* This method takes the portfolio Model and returns the investement value for the given number of
* years after adjusting to inflation
*
* @param pModel
* @return double
*/
private double InvstSingleIteration(PortfolioModel pModel) {
double dInvestment = pModel.getInvestment();
for (int idx = 1; idx <= this.iRetYears; ++idx) {
dInvestment =
dInvestment * (1 + getGaussianReturn(pModel.getInvstReturn(), pModel.getInvstRisk()));
}
return dInvestment / (Math.pow((1 + pModel.getInflation()), iRetYears));
}
public double[] simulatePortfolio(
final PortfolioModel pModel, final int iYears, final int iNoOfSimulations) throws Exception {
// validations for the input arguments
if (pModel == null) throw new Exception(MPTContants.PROVIDE_PORTFOLIO);
if (pModel.getInvestment() <= 0) throw new Exception(MPTContants.PROVIDE_INVSTMENT);
if (iYears <= 0) throw new Exception(MPTContants.PROVIDE_YEARS);
if (iNoOfSimulations <= 0) throw new Exception(MPTContants.PROVIDE_SIMULATIONS);
this.iRetYears = iYears;
this.simulSortedValues =
IntStream.range(0, iNoOfSimulations)
.parallel() // default is 3 to change default
// -Djava.util.concurrent.ForkJoinPool.common.parallelism=5
.mapToDouble(k -> InvstSingleIteration(pModel))
.sorted()
.toArray();
return simulSortedValues;
}
