srfm::portfolio::PortfolioState Struct Reference

A point in portfolio space + time. More...

#include <geodesic_path.hpp>

Public Member Functions
int	dim () const noexcept
	Dimension of the portfolio (number of assets).
bool	is_valid () const noexcept
	Returns true if weights is non-empty and all elements are finite.
double	sum_weights () const noexcept
	Sum of all weights.

Public Attributes
std::vector< double >	weights
	Portfolio weights (any length >= 1)
int64_t	timestamp_ms
	Wall-clock time in milliseconds.

Detailed Description

A point in portfolio space + time.

Definition at line 52 of file geodesic_path.hpp.

Member Function Documentation

dim()

int srfm::portfolio::PortfolioState::dim ( ) const

inlinenoexcept

Dimension of the portfolio (number of assets).

Definition at line 57 of file geodesic_path.hpp.

is_valid()

bool srfm::portfolio::PortfolioState::is_valid ( ) const

noexcept

Returns true if weights is non-empty and all elements are finite.

Definition at line 33 of file geodesic_path.cpp.

sum_weights()

double srfm::portfolio::PortfolioState::sum_weights ( ) const

noexcept

Sum of all weights.

Definition at line 41 of file geodesic_path.cpp.

Member Data Documentation

timestamp_ms

int64_t srfm::portfolio::PortfolioState::timestamp_ms

Wall-clock time in milliseconds.

Definition at line 54 of file geodesic_path.hpp.

weights

std::vector<double> srfm::portfolio::PortfolioState::weights

Portfolio weights (any length >= 1)

Definition at line 53 of file geodesic_path.hpp.

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The documentation for this struct was generated from the following files:

• include/srfm/geodesic_path.hpp
• src/geodesic_path.cpp