public PortfolioSimulator getSimulator() {
final List<GeometricBrownianMotion> tmpAssetProcesses =
new ArrayList<GeometricBrownianMotion>(myComponents.size());
for (final SimpleAsset tmpAsset : myComponents) {
final GeometricBrownianMotion tmpForecast = tmpAsset.forecast();
tmpForecast.setValue(tmpAsset.getWeight().doubleValue());
tmpAssetProcesses.add(tmpForecast);
}
return new PortfolioSimulator(myCorrelations.toPrimitiveStore(), tmpAssetProcesses);
}
@Override
public List<BigDecimal> getWeights() {
if (myWeights == null) {
myWeights = new ArrayList<BigDecimal>(myComponents.size());
for (final SimpleAsset tmpAsset : myComponents) {
myWeights.add(tmpAsset.getWeight());
}
}
return myWeights;
}
@Override
protected void reset() {
myMeanReturn = null;
myReturnVariance = null;
myWeights = null;
myCovariances = null;
myAssetReturns = null;
myAssetVolatilities = null;
myAssetWeights = null;
for (final SimpleAsset tmpAsset : myComponents) {
tmpAsset.reset();
}
}
