tech.nmfin.algoquant.demo.misc

Class MCSimulationTaskRunnerDemo

java.lang.Object

tech.nmfin.algoquant.demo.misc.MCSimulationTaskRunnerDemo

@Demo
public class MCSimulationTaskRunnerDemo
extends Object

Using this example. Uses MCSimContext and MCSimulationTaskRunner to compare several stochastic return generators under one strategy template. Each task supplies generated market data; the template intentionally rejects ordinary historical-data use. SMA2 parameters count observations and do not imply portfolio weights.

Constructor Summary

Constructors

Constructor and Description
MCSimulationTaskRunnerDemo()

Method Summary

Modifier and Type	Method and Description
static void	main(String[] args)
void	run()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

MCSimulationTaskRunnerDemo

public MCSimulationTaskRunnerDemo()

Method Detail

run

public void run()
         throws MapOfExceptions

Throws:

MapOfExceptions

main

public static void main(String[] args)
                 throws MapOfExceptions,
                        InterruptedException

Throws:

MapOfExceptions

InterruptedException